# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001423
**Filing Date:** 2025-10
**Character Count:** 338011
**Document Hash:** 279c34e7bdfbe84b330918b0258d70c4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001423.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001423

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 251424474

**BUSINESS ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 617-563-7000

**MAIL ADDRESS:**
- **STREET 1:** 245 SUMMER STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity Sustainable Core Plus Bond Fund (Series ID: S000075892)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000235217 | Fidelity Sustainable Core Plus Bond Fund                  | FIAEX           |
| C000235218 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class C | FIAJX           |
| C000235219 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class A | FIAIX           |
| C000235220 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class Z | FIAMX           |
| C000235221 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class I | FIALX           |
| C000235222 | Fidelity Advisor Sustainable Core Plus Bond Fund: Class M | FIAKX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Salem Street Trust

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

  - **Street Address 1:** 245 Summer Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 1-800-FIDELITY

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

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

- **b. EDGAR series identifier (if any):** S000075892

- **c. LEI of Series:** 549300UP922KLQF82G06

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

- **a. Date of fiscal year-end:** 2025-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $53790221.29

**Total Liabilities:** $6150046.73

**Net Assets:** $47640174.56

**Delayed Delivery Securities:** $3958402.31

**Cash Not Reported:** $68497.32

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 604.79060280 | **1-Year:** 3166.35349808 | **5-Year:** 9462.43467676 | **10-Year:** 8551.10456837 | **30-Year:** 5240.94472860

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

- **3-Month:** 232.98769876 | **1-Year:** 640.60087303 | **5-Year:** 573.34539914 | **10-Year:** 69.64618852 | **30-Year:** 17.25746753

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000235222 | 1.71%                | -0.34%               | 1.28%                |
| Class ID C000235217 | 1.73%                | -0.31%               | 1.30%                |
| Class ID C000235220 | 1.63%                | -0.30%               | 1.31%                |
| Class ID C000235221 | 1.73%                | -0.31%               | 1.30%                |
| Class ID C000235219 | 1.71%                | -0.33%               | 1.28%                |
| Class ID C000235218 | 1.53%                | -0.29%               | 1.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-31482.57               | $585891.55                                 |
| Month 2  | $7734.33                 | $-251917.67                                |
| Month 3  | $-12099.54               | $386828.16                                 |

**Designated Index Information**

- **Index Name:** Bloomberg MSCI US Aggregate ESG Choice Bond Index

- **Index Identifier:** 56048177

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JELD-WEN INC                                                                    | JELD-WEN INC 4.875% 12/15/2027 144A                                                                   | CUSIP: 475795AD2<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11806.28     | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HORIZON US FINCO LP                                                             | THE TRAVEL CORP TERM B 1LN 10/31/2031                                                                 | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3989 | PA      | $3919.61      | 0.01%             | 2031-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CHARLES RIVER LABS INTL INC 3.75% 03/15/2029 144A                                                     | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2844.12      | 0.01%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 3.875%/VAR 05/14/2032 REGS                                                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $119910.30    | 0.25%             | 2032-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                                 | PENNYMAC FINANCIAL SERVICES INC 6.75% 02/15/2034 144A                                                 | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5034.12      | 0.01%             | 2034-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/EUR settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $-323.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FINANCE SA 12% 02/15/2031 144A                                                    | CUSIP: 20914UAH9<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      9000 | PA      | $8271.75      | 0.02%             | 2031-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC 144                                                                           | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | EC               | CORP              | US        |       343 | NS      | $843.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 4.125%/VAR PERP                                                                        | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     15000 | PA      | $14664.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                                                   | EW SCRIPPS CO 9.875% 08/15/2030 144A                                                                  | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2820.11      | 0.01%             | 2030-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                       | OLIN CORP 5% 02/01/2030                                                                               | CUSIP: 680665AK2<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6794.46      | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARTERA SERVICES LLC                                                             | ARTERA SERVICES LLC 8.5% 02/15/2031 144A                                                              | CUSIP: 04302XAA2<br>LEI: 549300J2G34D0WX8Z443 | Long             | DBT              | CORP              | US        |     39000 | PA      | $34079.55     | 0.07%             | 2031-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| C AND S GROUP ENTERPRISES LLC                                                   | C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A                                                      | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7273.99      | 0.02%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                               | FOUNDATION BUILDING MATERIALS TERM B2 1LN 01/29/2031                                                  | CUSIP: 35039KAD8<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |       995 | PA      | $997.70       | 0.00%             | 2031-01-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2055                                                         | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    258000 | PA      | $245906.25    | 0.52%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                    | ENTEGRIS INC 5.95% 06/15/2030 144A                                                                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31398.44     | 0.07%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2055#SL0307                                                                      | CUSIP: 31427MKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38572 | PA      | $39410.15     | 0.08%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                                                              | RIOT PLATFORMS INC CONV 0.75% 01/15/2030 144A                                                         | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |     14000 | PA      | $16786.00     | 0.04%             | 2030-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 7.375% 01/15/2031 144A                                                             | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7259.82      | 0.02%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY INC 6.5% 09/30/2026 144A                                                          | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |      3000 | PA      | $1050.00      | 0.00%             | 2026-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | STRATEGY INC 9%/VAR PERP PFD                                                                          | CUSIP: 594972853<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |        30 | NS      | $2932.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/01/2055 #TBA                                                                          | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100000 | PA      | $91013.11     | 0.19%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BEAZER HOMES USA INC                                                            | BEAZER HOMES USA INC 7.5% 03/15/2031 144A                                                             | CUSIP: 07556QBU8<br>LEI: 549300DUPYT2T0F60I45 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17277.97     | 0.04%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 5.75% 07/15/2029 144A                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19992.24     | 0.04%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                        | CUSIP: 01F022691<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    450000 | PA      | $373587.89    | 0.78%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#SD2903                                                                        | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82546 | PA      | $66280.69     | 0.14%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS, L.P.                                                          | ALLIANT HOLDINGS LP 10%/ 10.5% PIK PREF PERP                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |      2056 | PA      | $2079.23      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| FORTREA HOLDINGS INC                                                            | FORTREA HOLDINGS INC 7.5% 07/01/2030 144A                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2858.18      | 0.01%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C  | ATP TOWER HOLDINGS/ ANDEAN TELECOM PARTNERS CHILE SPA/ ANDEAN TOWER PARTNERS C 7.875% 02/03/2030 144A | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5089.41      | 0.01%             | 2030-02-03      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2048#FS6649                                                                      | CUSIP: 3140XNL77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90556 | PA      | $83838.34     | 0.18%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                               | KOSMOS ENERGY LTD 7.125% 04/04/2026 144A                                                              | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6937.00      | 0.01%             | 2026-04-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 5.5% 09/01/2055 #TBA                                                                        | CUSIP: 01F052698<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $50292.97     | 0.11%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 4.125% 01/15/2031 144A                                        | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      8000 | PA      | $7292.05      | 0.02%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                 | CANO HEALTH TERM 1LN 06/28/2029                                                                       | CUSIP: 13781HAN0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |      1709 | PA      | $1388.65      | 0.00%             | 2029-06-28      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 5%/VAR PERP                                                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |      2000 | PA      | $1788.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US FOODS INC                                                                    | US FOODS INC 5.75% 04/15/2033 144A                                                                    | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2006.53      | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A                                                         | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $992.23       | 0.00%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A                                                           | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1835.00      | 0.00%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2030 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     25000 | PA      | $26274.32     | 0.06%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6.75%/VAR 12/10/2054                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55753.94     | 0.12%             | 2054-12-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 6.95%/VAR 07/15/2055                                                                         | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4837.42      | 0.01%             | 2055-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                     | STAPLES INC 10.75% 09/01/2029 144A                                                                    | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13405.00     | 0.03%             | 2029-09-01      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                           | OPEN TEXT CORPORATION 3.875% 02/15/2028 144A                                                          | CUSIP: 683715AC0<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12636.00     | 0.03%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 2.493% 02/15/2027                                                                 | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127194.36    | 0.27%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                           | WISCONSIN ELEC PWR CO 4.75% 09/30/2032                                                                | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163166.87    | 0.34%             | 2032-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                     | ENERGEAN ISRAEL FINANCE LTD 5.875% 03/30/2031 144A REGS                                               | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      2000 | PA      | $1877.96      | 0.00%             | 2031-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 05/31/2030                                                                               | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    778000 | PA      | $788788.67    | 1.66%             | 2030-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 09/01/2055 #TBA                                                                          | CUSIP: 01F020695<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1300000 | PA      | $1032179.72   | 2.17%             | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                 | NXP B V/NXP FDG LLC/NXP USA INC 2.5% 05/11/2031                                                       | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    140000 | PA      | $125485.33    | 0.26%             | 2031-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2052#FS0840                                                                        | CUSIP: 3140XF5A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18646 | PA      | $16328.82     | 0.03%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                                  | CVR ENERGY INC 8.5% 01/15/2029 144A                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17183.14     | 0.04%             | 2029-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A                                             | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1961.58      | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                 | IHS HOLDING LTD 5.625% 11/29/2026 144A                                                                | CUSIP: 44963HAA3<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      3000 | PA      | $2947.50      | 0.01%             | 2026-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOTHEBYS                                                                        | SOTHEBYS 7.375% 10/15/2027 144A                                                                       | CUSIP: 835898AH0<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18790.86     | 0.04%             | 2027-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                    | ENTEGRIS INC 3.625% 05/01/2029 144A                                                                   | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $38645.83     | 0.08%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.5% 04/01/2030 144A                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     13000 | PA      | $11667.50     | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 4.625% 12/01/2030 144A                                                               | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     15000 | PA      | $6571.76      | 0.01%             | 2030-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 4.5% 08/15/2030                                                                  | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10040.25     | 0.02%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS INC                                                      | BAUSCH HEALTH AMERICAS INC 8.5% 01/31/2027 144A                                                       | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4987.50      | 0.01%             | 2027-01-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                                                            | TTM TECHNOLOGIES INC 4% 03/01/2029 144A                                                               | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3826.59      | 0.01%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 7%/VAR 03/10/2055                                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24986.59     | 0.05%             | 2055-03-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                   | WOLFSPEED INC CONV 1.875% 12/01/2029                                                                  | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     22000 | PA      | $7865.00      | 0.02%             | 2029-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                         | ENFRAGEN ENERGIA SUR SA 5.375% 12/30/2030 144A                                                        | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     10000 | PA      | $9175.00      | 0.02%             | 2030-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2047#SD0978                                                                      | CUSIP: 3132DNCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44544 | PA      | $37784.66     | 0.08%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | US LBM TERM B 1LN 06/06/2031                                                                          | CUSIP: 50179JAK4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      6997 | PA      | $6915.18      | 0.01%             | 2031-06-06      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2030                                                                            | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $940330.47    | 1.97%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                     | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    209000 | PA      | $211357.51    | 0.44%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 06/01/2054#CB8729                                                                      | CUSIP: 3140QUVX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15122 | PA      | $15704.11     | 0.03%             | 2054-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP / SUNOCO FIN CORP                                                     | SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029                                                           | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39000 | PA      | $38014.98     | 0.08%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 6.75% 07/15/2033 144A                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5182.14      | 0.01%             | 2033-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 10/01/2055 #TBA                                                                          | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    900000 | PA      | $714726.63    | 1.50%             | 2055-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                        | SLM CORP 6.5% 01/31/2030                                                                              | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4186.02      | 0.01%             | 2030-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EG GLOBAL FINANCE PLC                                                           | EG GLOBAL FINANCE PLC 12% 11/30/2028 144A                                                             | CUSIP: 28228PAC5<br>LEI: 549300TL8Q5207VYET27 | Long             | DBT              | CORP              | GB        |     21000 | PA      | $23186.16     | 0.05%             | 2028-11-30      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 02/15/2052                                                          | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1165658.21   | 2.45%             | 2052-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 09/20/2052#MA8266                                                                        | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     97747 | PA      | $89212.51     | 0.19%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2054#                                                                              | CUSIP: 3140QUH33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78013 | PA      | $79944.77     | 0.17%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.912%/VAR 07/25/2033                                                           | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28388.98     | 0.06%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN PLC                                                                    | ENERGEAN PLC 6.5% 04/30/2027 144A                                                                     | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |     24000 | PA      | $23734.20     | 0.05%             | 2027-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 19 LTD / AIMCO CLO 19 LLC                                             | AIMCO CLO 19 LTD / AIMCO CLO 19 LLC A TSFR3M+135 10/20/2037 144A                                      | CUSIP: 00140HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250871.50    | 0.53%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2052                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $154476.56    | 0.32%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 5.75% 08/01/2032 144A                                                                   | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      5000 | PA      | $5087.50      | 0.01%             | 2032-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2052#MA7880                                                                          | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    184244 | PA      | $150890.99    | 0.32%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4% 04/15/2031 144A                                                              | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     24000 | PA      | $20100.00     | 0.04%             | 2031-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2031                                                                            | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $119526.56    | 0.25%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                              | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 5.125% 04/30/2031 144A                             | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $19708.33     | 0.04%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                          | NEW FLYER HOLDINGS INC 9.25% 07/01/2030 144A                                                          | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2145.39      | 0.00%             | 2030-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.55% 06/01/2034      | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $12729.48     | 0.03%             | 2034-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 3.5% 02/12/2034                                                          | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    250000 | PA      | $213312.50    | 0.45%             | 2034-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 5.25% 03/03/2033                                                     | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     50000 | PA      | $51664.70     | 0.11%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | WHIRLPOOL CORP 5.75% 03/01/2034                                                                       | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6788.98      | 0.01%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 6.25% 06/01/2032 144A                                                                       | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20616.34     | 0.04%             | 2032-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV                              | ORGANON and CO / ORGANON FOREIGN DEBT CO-ISSUER BV 6.75% 05/15/2034 144A                              | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4733.60      | 0.01%             | 2034-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2029                                                                            | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15000 | PA      | $15330.84     | 0.03%             | 2029-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOURISH BUYER I INC                                                             | ACTUS NUTRITION TERM B 1LN 07/12/2032                                                                 | CUSIP: 66979CAH4<br>LEI: 254900WHHUSAU0TJQB23 | Long             | LON              | CORP              | US        |      5000 | PA      | $4962.50      | 0.01%             | 2032-07-12      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 5.75% 02/15/2035                                                     | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93179.92     | 0.20%             | 2035-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 3.05% 03/15/2032                                                                         | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125370.08    | 0.26%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                   | MODIVCARE INC 5% 10/01/2029 144A                                                                      | CUSIP: 60783XAA2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |      2000 | PA      | $4.31         | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 2.5% 04/01/2031                                                                     | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125830.67    | 0.26%             | 2031-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.499%/VAR 03/09/2029                                                         | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28262.46     | 0.06%             | 2029-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2051#CB0506                                                                      | CUSIP: 3140QKR42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55372 | PA      | $46935.52     | 0.10%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                            | 1011778 BC ULC/NEW RED FIN INC 6.125% 06/15/2029 144A                                                 | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4097.04      | 0.01%             | 2029-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBW INTERNATIONAL FINANCE BV                                                   | ENBW INTERNATIONAL FINANCE BV 3.85% 05/23/2030 REGS                                                   | CUSIP: N/A<br>LEI: 724500CNCIO1ZTJ0X675       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $121836.16    | 0.26%             | 2030-05-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                      | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                          | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      6978 | PA      | $6953.95      | 0.01%             | 2027-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                     | ENERGEAN ISRAEL FINANCE LTD 4.875% 03/30/2026 144A REGS                                               | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      3000 | PA      | $2966.25      | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 7.25% 01/15/2029 144A                                            | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21448.04     | 0.05%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/15/2034                                                                               | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    248000 | PA      | $246546.87    | 0.52%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20817.53     | 0.04%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                    | VALLOUREC SA 7.5% 04/15/2032 144A                                                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     27000 | PA      | $28670.98     | 0.06%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| M2S GROUP INTERMEDIATE HOLDINGS INC                                             | M2S GROUP TERM B 1LN 8/25/2031                                                                        | CUSIP: 55287CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     13386 | PA      | $13172.44     | 0.03%             | 2031-08-25      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 6.125% 10/01/2028                                                               | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67048.37     | 0.14%             | 2028-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC 6.375% 03/01/2032 144A                                                          | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19595.67     | 0.04%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2054#CB8711                                                                        | CUSIP: 3140QUVD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47259 | PA      | $48400.28     | 0.10%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                               | TJX COMPANIES INC NEW 3.875% 04/15/2030                                                               | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119128.62    | 0.25%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                        | SNAM SPA 5% 05/28/2030 144A                                                                           | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $203051.28    | 0.43%             | 2030-05-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 05/20/2055#MB0368                                                                        | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74505 | PA      | $76740.73     | 0.16%             | 2055-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 01/01/2054#CB7925                                                                        | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192375 | PA      | $190069.16    | 0.40%             | 2054-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RHP HOTEL PPTYS LP and RHP FIN CORP                                             | RHP HOTEL PPTYS LP and RHP FIN CORP 6.5% 06/15/2033 144A                                              | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5164.34      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5.5% 05/01/2039#SB1179                                                                      | CUSIP: 3132CXJY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108538 | PA      | $111227.22    | 0.23%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.125% 02/15/2036                                                                | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22848.78     | 0.05%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.375% 05/31/2033 144A                                                                  | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5066.45      | 0.01%             | 2033-05-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RR 28 LTD / RR 28 LLC                                                           | RR 28 LTD / RR 28 LLC A1R TSFR3M+155 04/15/2037 144A                                                  | CUSIP: 74989NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250672.50    | 0.53%             | 2037-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PEDIATRIX MEDICAL GROUP INC                                                     | PEDIATRIX MEDICAL GROUP INC 5.375% 02/15/2030 144A                                                    | CUSIP: 58502BAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $13849.14     | 0.03%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                                     | HONEYWELL INTL INC 1.75% 09/01/2031                                                                   | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120572.19    | 0.25%             | 2031-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/30/2030                                                                           | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $312492.19    | 0.66%             | 2030-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 7% 06/15/2030 144A                                                                  | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10407.54     | 0.02%             | 2030-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 5.875% 03/15/2033 144A                                               | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7143.73      | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 7%/VAR 10/15/2055                                                                   | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      2000 | PA      | $2052.36      | 0.00%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2030                                                                           | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    913000 | PA      | $940568.32    | 1.97%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STONEMOR INC                                                                    | STONEMOR INC 8.5% 05/15/2029 144A                                                                     | CUSIP: 86184WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $10612.02     | 0.02%             | 2029-05-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | NEPTUNE BIDCO US INC 9.29% 04/15/2029 144A                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12902.50     | 0.03%             | 2029-04-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRAND INDUSTRIAL SERVICES INC 10.375% 08/01/2030 144A                                                 | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30435.35     | 0.06%             | 2030-08-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2030                                                                           | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $210687.50    | 0.44%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DC COML MTG TR 2023-DC                                                          | DC COML MTG TR 2023-DC 6.3143% 09/12/2040 144A                                                        | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103883.43    | 0.22%             | 2040-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANACOL ENERGY LTD                                                              | CANACOL ENERGY LTD 5.75% 11/24/2028 144A                                                              | CUSIP: 134808AD6<br>LEI: 549300X5MNRWPMSM9N14 | Long             | DBT              | CORP              | CA        |     19000 | PA      | $7053.75      | 0.01%             | 2028-11-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 9.375% 08/01/2032 144A                                                   | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5265.46      | 0.01%             | 2032-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/20/2055#MB0424                                                                        | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74810 | PA      | $75399.75     | 0.16%             | 2055-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2052#FS1647                                                                        | CUSIP: 3140XGZM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37679 | PA      | $35592.37     | 0.07%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                          | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    182000 | PA      | $177108.75    | 0.37%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                               | HERC HOLDINGS INC 7.25% 06/15/2033 144A                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5244.93      | 0.01%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#CB8330                                                                      | CUSIP: 3140QUHG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     91008 | PA      | $91877.63     | 0.19%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                               | SOLERA TERM B 1LN 06/02/2028                                                                          | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |      5972 | PA      | $5662.12      | 0.01%             | 2028-06-02      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                        | SNAP INC 6.875% 03/01/2033 144A                                                                       | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2020.79      | 0.00%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                            | CONSTANT CONTACT TERM B 1LN 02/10/2028                                                                | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      6957 | PA      | $6636.07      | 0.01%             | 2028-02-10      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| BW REAL ESTATE INC                                                              | BW REAL ESTATE INC 9.5%/VAR PERP 144A                                                                 | CUSIP: 05614HAA7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      7000 | PA      | $7098.29      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6359                                                                      | CUSIP: 3133KNB44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83250 | PA      | $69472.74     | 0.15%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2029                                                                               | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    350000 | PA      | $354388.67    | 0.74%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 5% 05/15/2027 144A                                                                          | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8963.69      | 0.02%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 02/15/2035                                                                           | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $599846.90    | 1.26%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#MA4562                                                                        | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    286202 | PA      | $228286.52    | 0.48%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 6% 01/15/2029 144A                                                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8017.22      | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2051#FS0002                                                                        | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16946 | PA      | $14855.29     | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INVERSION ESCROW ISSUER LLC                                                     | INVERSION ESCROW ISSUER LLC 6.75% 08/01/2032 144A                                                     | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19804.67     | 0.04%             | 2032-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.25% 01/31/2034 144A                                                                   | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5130.26      | 0.01%             | 2034-01-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 10/01/2055 #TBA                                                                          | CUSIP: 21H0326A3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     50000 | PA      | $45387.42     | 0.10%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                     | DEL MONTE TERM FLFO B 1LN 8/2/2028                                                                    | CUSIP: 24521WAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       345 | PA      | $163.67       | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC                      | UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 8.625% 06/15/2032 144A                     | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $23599.42     | 0.05%             | 2032-06-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| QUIDELORTHO CORP                                                                | QUIDELORTHO TERM B 1LN 08/16/2032                                                                     | CUSIP: 74840YAH7<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      5000 | PA      | $4937.50      | 0.01%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC             | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240CAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9963.17      | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER TREAS SVCS PLC                                                | RECKITT BENCKISER TREAS SVCS PLC 3.875% 09/14/2033 REGS                                               | CUSIP: N/A<br>LEI: 213800LAXWIUOOBZ3908       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $120842.69    | 0.25%             | 2033-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LFS TOPCO LLC                                                                   | LFS TOPCO LLC 8.75% 07/15/2030 144A                                                                   | CUSIP: 50203TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4891.13      | 0.01%             | 2030-07-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 3.875% 09/15/2028                                                                | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     39000 | PA      | $37385.36     | 0.08%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                      | PERFORMANCE FOOD GROUP INC 4.25% 08/01/2029 144A                                                      | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5810.24      | 0.01%             | 2029-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5% 09/15/2032                                                                         | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12055.15     | 0.03%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 05/15/2054                                                         | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    571000 | PA      | $543989.02    | 1.14%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAM (CARTER) CO                                                             | WILLIAM (CARTER) CO 5.625% 03/15/2027 144A                                                            | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3991.94      | 0.01%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                                                          | GRAN TIERRA ENERGY INC 9.5% 10/15/2029 144A                                                           | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      7000 | PA      | $5696.53      | 0.01%             | 2029-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| VONOVIA SE                                                                      | VONOVIA SE 0.625% 03/24/2031 REGS                                                                     | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |    100000 | PA      | $101860.85    | 0.21%             | 2031-03-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                     | DEL MONTE FOODS TERM 1LN SUPER_PRIORITY FIRST OUT 08/02/2028                                          | CUSIP: 24521WAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1192 | PA      | $566.01       | 0.00%             | 2028-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SEASPAN CORPORATION                                                             | SEASPAN CORPORATION 5.5% 08/01/2029 144A                                                              | CUSIP: 81254UAK2<br>LEI: 5493007Z8Q1H45KT7W98 | Long             | DBT              | CORP              | MH        |      3000 | PA      | $2843.53      | 0.01%             | 2029-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                       | CNX MIDSTREAM PARTNERS LP 4.75% 04/15/2030 144A                                                       | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22765.98     | 0.05%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 8.375% 01/15/2031 144A                                           | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7320.13      | 0.02%             | 2031-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| C and S WHOLESALE GROCERS INC                                                   | C and S WHOLESALE GROCERS TERM B 1LN 08/06/2030                                                       | CUSIP: N/A<br>LEI: 54930093F8X1FEZBGJ91       | Long             | LON              | CORP              | US        |      5000 | PA      | $4878.15      | 0.01%             | 2030-08-06      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC 4% 09/05/2031 REGS                                                                            | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $122277.06    | 0.26%             | 2031-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                 | ATLAS AIR TERM B 1LN 03/18/2030                                                                       | CUSIP: 75223LAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $4976.80      | 0.01%             | 2030-03-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                                                            | DOTDASH MEREDITH INC 7.625% 06/15/2032 144A                                                           | CUSIP: 25849JAA8<br>LEI: 549300R2AA7U9CJUQO13 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4898.51      | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.7%/VAR PERP                                                                           | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |      1000 | PA      | $911.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A                                                         | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16914.33     | 0.04%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 5YR NOTE (CBT) FUT DEC25 FVZ5                                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         6 | NC      | $3188.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | US LBM TERM B 1LN 06/06/2031                                                                          | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |      2943 | PA      | $2853.82      | 0.01%             | 2031-06-06      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS                                                                    | NEW FORTRESS 12% 11/15/2029 144A                                                                      | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12548 | PA      | $4611.39      | 0.01%             | 2029-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC                                         | DRYDEN 108 CLO LTD / DRYDEN 108 CLO LLC A1R TSFR3M+136 07/18/2037 144A                                | CUSIP: 26253MAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250949.25    | 0.53%             | 2037-07-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 06/01/2052#SD1082                                                                        | CUSIP: 3132DNFX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19491 | PA      | $17068.32     | 0.04%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | CSC HOLDINGS LLC 3.375% 02/15/2031 144A                                                               | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     27000 | PA      | $17269.16     | 0.04%             | 2031-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEXION HOLDINGS CORPORATION                                                     | HEXION TERM 1LN 03/15/2029                                                                            | CUSIP: 00217XAE6<br>LEI: 549300LBB370MUHGLV84 | Long             | LON              | CORP              | US        |      6982 | PA      | $6966.42      | 0.01%             | 2029-03-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CEDF 2016-6A                                                                    | CEDF 2016-6A ARR TSFR3M+131.161 04/20/2034 144A                                                       | CUSIP: 15032DAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200092.80    | 0.42%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2052#CB5128                                                                        | CUSIP: 3140QQVW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39303 | PA      | $39347.99     | 0.08%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEREX CORP                                                                      | TEREX CORP NEW 6.25% 10/15/2032 144A                                                                  | CUSIP: 880779BB8<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12147.50     | 0.03%             | 2032-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2550                                                                      | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19128 | PA      | $16189.55     | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 09/01/2055 #TBA                                                                          | CUSIP: 01F030694<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $173281.24    | 0.36%             | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.25% 04/15/2032                                                                       | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121060.23    | 0.25%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 05/15/2041                                                          | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $43478.91     | 0.09%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.963%/VAR 01/25/2033                                                           | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63498.51     | 0.13%             | 2033-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 06/20/2055#MB0423                                                                          | CUSIP: 3618N5PH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149383 | PA      | $147829.22    | 0.31%             | 2055-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                           | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $204994.59    | 0.43%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC          | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A         | CUSIP: 013092AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9848.42      | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BUND FUTURE SEP25 RXU5                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $2671.41      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 5.25% 12/01/2026 144A                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000 | PA      | $970.04       | 0.00%             | 2026-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 05/20/2052#MA8042                                                                        | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135562 | PA      | $115530.75    | 0.24%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4.5% 04/20/2053#MA8799                                                                        | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87418 | PA      | $84769.47     | 0.18%             | 2053-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 3.5% 01/15/2027                                                                  | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      1000 | PA      | $978.64       | 0.00%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                        | BUILDERS FIRSTSOURCE INC 6.75% 05/15/2035 144A                                                        | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10428.53     | 0.02%             | 2035-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                 | CORNERSTONE BUILDING BRANDS INC 9.5% 08/15/2029 144A                                                  | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4812.34      | 0.01%             | 2029-08-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BLUEBERRY PARK CLO LTD                                                          | BLUEBERRY PARK CLO LTD A TSFR3M+135 10/20/2037 144A                                                   | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250625.00    | 0.53%             | 2037-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 7.375% 07/01/2028                                                                       | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3620.00      | 0.01%             | 2028-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#FS3863                                                                        | CUSIP: 3140XKJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22105 | PA      | $17894.21     | 0.04%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.586%/VAR 04/26/2033                                                           | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141398.23    | 0.30%             | 2033-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3704                                                                | CUSIP: 3142GUDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     50345 | PA      | $53048.18     | 0.11%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                           | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27855.68     | 0.06%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| REDFIN CORPORATION                                                              | REDFIN CORP CONV 0.5% 04/01/2027                                                                      | CUSIP: 75737FAE8<br>LEI: 549300HXWD3JEMZU3O57 | Long             | DBT              | CORP              | US        |     14000 | PA      | $12879.76     | 0.03%             | 2027-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORPORATN                                                   | WESTERN ALLIANCE BANCORPORATN 3%/VAR 06/15/2031                                                       | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8546.76      | 0.02%             | 2031-06-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.95% 11/15/2028                                                            | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169899.51    | 0.36%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY FINANCE SA 5.625% 10/15/2028 144A                                                 | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |      2000 | PA      | $1677.59      | 0.00%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                 | CANO HEALTH LLC                                                                                       | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |       268 | NS      | $3242.80      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| AMER SPORTS CO                                                                  | AMER SPORTS CO 6.75% 02/16/2031 144A                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12508.49     | 0.03%             | 2031-02-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | WHIRLPOOL CORP 6.125% 06/15/2030                                                                      | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9100.04      | 0.02%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.572%/VAR 04/22/2036                                                           | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34307.92     | 0.07%             | 2036-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                        | TEAM HEALTH HOLDINGS INC 8.375% 06/30/2028 144A                                                       | CUSIP: 87817AAE7<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5061.35      | 0.01%             | 2028-06-30      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 08/01/2052#RA7747                                                                      | CUSIP: 3133KPTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     86550 | PA      | $72172.91     | 0.15%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2052#FS0898                                                                        | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71088 | PA      | $62252.03     | 0.13%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 05/15/2033                                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1445000 | PA      | $1384998.63   | 2.91%             | 2033-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 3.031%/VAR 11/01/2034                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121972.91    | 0.26%             | 2034-11-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC / GD FINANCE CO INC                                   | GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A                                    | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $30316.67     | 0.06%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                              | ARCHROCK PARTNERS LP / FIN CORP 6.625% 09/01/2032 144A                                                | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $4100.35      | 0.01%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO 4.875% 09/01/2029 144A                                                                     | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4550.65      | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                                                   | CLUE OPCO LLC 9.5% 10/15/2031 144A                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2129.21      | 0.00%             | 2031-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                  | ALTICE FING SA 5.75% 08/15/2029 144A                                                                  | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     17000 | PA      | $13472.50     | 0.03%             | 2029-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 3.4% 05/13/2032                                                                     | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $119161.71    | 0.25%             | 2032-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                                     | ALTAGAS LTD 7.2%/VAR 10/15/2054 144A                                                                  | CUSIP: 021361AD2<br>LEI: DR5LKEURSR8SXLM64266 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22293.02     | 0.05%             | 2054-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 5.25% 05/15/2030 144A                                                    | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     11000 | PA      | $9859.58      | 0.02%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.375% 03/01/2029 144A                                                                  | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7166.83      | 0.02%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BRAND INDUSTRIAL SERVICES INC                                                   | BRANDSAFWAY TERM B 1LN 08/01/2030                                                                     | CUSIP: 10524MAS6<br>LEI: 549300B658W2BPDQMW42 | Long             | LON              | CORP              | US        |     16920 | PA      | $14821.48     | 0.03%             | 2030-08-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 7.375%/VAR 03/15/2055                                                                   | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15878.15     | 0.03%             | 2055-03-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.75% 12/01/2034 144A                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      4000 | PA      | $3885.02      | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 03/01/2050#MA3964                                                                      | CUSIP: 31418DMN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31985 | PA      | $26921.96     | 0.06%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/GBP settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $4845.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                 | GEN DIGITAL INC 6.25% 04/01/2033 144A                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7198.11      | 0.02%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO DISTRIBUTION INC 6.375% 03/15/2033 144A                                                         | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7260.51      | 0.02%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 6.2% 03/15/2054                                                                   | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2126.46      | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.375% 08/15/2042                                                         | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $583843.75    | 1.23%             | 2042-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 7.375% 06/30/2030 144A                                                   | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19103.75     | 0.04%             | 2030-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO 5.625% 10/01/2025 144A                                                                     | CUSIP: 146869AB8<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14962.50     | 0.03%             | 2025-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 0.5% 11/13/2037                                                              | CUSIP: N/A<br>LEI: 5493006YXS1U5GIHE750       | Long             | DBT              | CORP              | LU        |     50000 | PA      | $42824.25     | 0.09%             | 2037-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC STEP 04/01/2046                                                                     | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6082.87      | 0.01%             | 2046-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 10/20/2050#MA6930                                                                          | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     89097 | PA      | $72968.20     | 0.15%             | 2050-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                              | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                                | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74709 | PA      | $74615.26     | 0.16%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 6.75% 12/01/2027                                                         | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19992.43     | 0.04%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LIQUID TELECOMMUNICATIONS FINANCING PLC                                         | LIQUID TELECOMMUNICATIONS FINANCING PLC 5.5% 09/04/2026 144A                                          | CUSIP: 536333AB3<br>LEI: 635400MXAVJRJJCWVI87 | Long             | DBT              | CORP              | GB        |     13000 | PA      | $11253.19     | 0.02%             | 2026-09-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2051#CB1872                                                                        | CUSIP: 3140QMCJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18360 | PA      | $16095.18     | 0.03%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 5.625% 08/15/2030 144A                                                                      | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5111.01      | 0.01%             | 2030-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 09/01/2055 #TBA                                                                          | CUSIP: 01F020695<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1225000 | PA      | $-972630.89   | -2.04%            | 2055-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC / SIZZLING PLATTER FIN CORP                                | SIZZLING PLATTER TERM DD 1LN 06/25/2032                                                               | CUSIP: N/A<br>LEI: 549300440PU6D6ZUIR97       | Long             | LON              | CORP              | US        |      1584 | PA      | $1540.60      | 0.00%             | 2032-07-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 8.5% 02/15/2032 144A                                                     | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7339.00      | 0.02%             | 2032-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | INTESA SANPAOLO SPA 5.125% 08/29/2031 REGS                                                            | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |    100000 | PA      | $129306.75    | 0.27%             | 2031-08-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 2.25% 08/15/2031                                                                  | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193854.56    | 0.41%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VTR FINANCE BV                                                                  | VTR FINANCE BV 6.375% 07/15/2028 144A                                                                 | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | NL        |     14000 | PA      | $13663.16     | 0.03%             | 2028-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2031                                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    663000 | PA      | $655541.25    | 1.38%             | 2031-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A                                                           | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6680.00      | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                   | AIA GROUP LTD 3.375% 04/07/2030 144A                                                                  | CUSIP: 00131LAJ4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $193886.84    | 0.41%             | 2030-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 5.25% 07/01/2030                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53601.31     | 0.11%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC                      | SCIENTIFIC GAMES HOLDINGS LP/SCIENTIFIC GAMES US FINCO INC 6.625% 03/01/2030 144A                     | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9597.04      | 0.02%             | 2030-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                 | CORNERSTONE BUILDING PRODUCTS TERM 1LN 08/01/2028                                                     | CUSIP: 21925FAB0<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      2000 | PA      | $1923.76      | 0.00%             | 2028-08-01      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 02/01/2053#SD7561                                                                        | CUSIP: 3132DVMJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87717 | PA      | $82803.36     | 0.17%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 9.75% 01/15/2034 144A                                                    | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5063.94      | 0.01%             | 2034-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A                                                           | CUSIP: 1248EPBR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13013.34     | 0.03%             | 2026-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| C and W SENIOR FINANCE LTD                                                      | C and W SENIOR FINANCE LTD 9% 01/15/2033 144A                                                         | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $15748.01     | 0.03%             | 2033-01-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 7.125% 11/15/2031                                                                | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7272.75      | 0.02%             | 2031-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                     | DEL MONTE FOODS CORP II INC TERM TLB DIP ROLLUP 03/30/2026                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3745 | PA      | $2921.23      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                          | UNITED PLANET FITNESS TERM B 1LN 12/30/2026                                                           | CUSIP: 91132UAK9<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |       992 | PA      | $957.47       | 0.00%             | 2026-12-30      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                    | ALIMENTATION COUCHE-TARD INC 3.625% 05/13/2051 144A                                                   | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $104450.93    | 0.22%             | 2051-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 4.75% 02/01/2032 144A                                                          | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29000 | PA      | $26901.20     | 0.06%             | 2032-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                                                          | INEOS QUATTRO TERM B 1LN 04/02/2029                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10000 | PA      | $8975.00      | 0.02%             | 2029-04-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3703                                                                | CUSIP: 3142GUDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45559 | PA      | $48019.18     | 0.10%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                  | ALTICE FINANCING TERM B 1LN 10/31/2027                                                                | CUSIP: N/A<br>LEI: 549300DIYGW8HVDF7Q17       | Long             | LON              | CORP              | LU        |      1000 | PA      | $863.91       | 0.00%             | 2027-10-31      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| KOBE US MIDCO 2 INC                                                             | KOBE US MIDCO 2 INC PIK VAR 11/01/2026 144A                                                           | CUSIP: 499894AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9383 | PA      | $8327.41      | 0.02%             | 2026-11-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 4.875% 06/15/2029 144A                                                          | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4662.50      | 0.01%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                                                  | TULLOW OIL PLC 10.25% 05/15/2026 144A                                                                 | CUSIP: 899415AG8<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $12632.81     | 0.03%             | 2026-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO                                                                  | WALT DISNEY CO 2.65% 01/13/2031                                                                       | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130159.54    | 0.27%             | 2031-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 2.6% 08/15/2035 REGS                                                      | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     10000 | PA      | $11584.44     | 0.02%             | 2035-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAND PARENT LLC                                                                 | RAND PARENT LLC 8.5% 02/15/2030 144A                                                                  | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $19690.67     | 0.04%             | 2030-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| REWORLD HLDG CORP                                                               | REWORLD HLDG CORP 4.875% 12/01/2029 144A                                                              | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46412.72     | 0.10%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/01/2055 #TBA                                                                          | CUSIP: 21H032696<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -100000 | PA      | $-91013.11    | -0.19%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                   | NORDSTROM INC 4.375% 04/01/2030                                                                       | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9209.33      | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                            | OLYMPUS WATER US HOLDING CORPORATION 6.25% 10/01/2029 144A                                            | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24382.88     | 0.05%             | 2029-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                                                                    | STRATEGY INC PERP PFD                                                                                 | CUSIP: 594972861<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |       135 | NS      | $10698.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES LLC                                                     | SAKS GLOBAL ENTERPRISES LLC 11% 12/15/2029 144A                                                       | CUSIP: 79380MAB1<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |      7152 | PA      | $2824.32      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                         | MKS INC CONV 1.25% 06/01/2030                                                                         | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6012.00      | 0.01%             | 2030-06-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                            | TRI POINTE HOMES INC 5.25% 06/01/2027                                                                 | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6000 | PA      | $5997.26      | 0.01%             | 2027-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 04/30/2032                                                                               | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    891000 | PA      | $896151.09    | 1.88%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2051#MA7192                                                                          | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19129 | PA      | $15669.17     | 0.03%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6.5% 03/01/2055#RJ3700                                                                | CUSIP: 3142GUDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23030 | PA      | $24397.83     | 0.05%             | 2055-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GERMANY FEDERAL REPUBLIC OF                                                     | GERMANY FEDERAL REPUBLIC OF 0% 08/15/2031 REGS                                                        | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     20000 | PA      | $20442.83     | 0.04%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                         | INSIGHT ENTERPRISES INC 6.625% 05/15/2032 144A                                                        | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2059.13      | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 05/01/2050#RA2621                                                                        | CUSIP: 3133KH4E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19414 | PA      | $18338.64     | 0.04%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.35% 04/01/2034                                                                         | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71601.09     | 0.15%             | 2034-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                   | LGI HOMES INC 7% 11/15/2032 144A                                                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19505.10     | 0.04%             | 2032-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US ACUTE CARE SOLUTIONS                                                         | US ACUTE CARE SOLUTIONS 9.75% 05/15/2029 144A                                                         | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11288.48     | 0.02%             | 2029-05-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                                        | ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A                                                           | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     12000 | PA      | $4319.63      | 0.01%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MODIVCARE INC                                                                   | MODIVCARE TERM B 1LN 07/01/2031                                                                       | CUSIP: 60783LAC4<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | LON              | CORP              | US        |      4950 | PA      | $2165.68      | 0.00%             | 2031-07-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FINANCE SA                                                  | CONSOLIDATED ENERGY TERM B 1LN 11/15/2030                                                             | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |      7985 | PA      | $7550.15      | 0.02%             | 2030-11-15      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A                       | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $55171.10     | 0.12%             | 2030-12-31      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                        | HAH GROUP HOLDING CO LLC 9.75% 10/01/2031 144A                                                        | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9245.95      | 0.02%             | 2031-10-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 5.125% 06/01/2029                                                                       | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $18986.51     | 0.04%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.015%/VAR 07/22/2033                                                     | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $170659.77    | 0.36%             | 2033-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                                                        | HELP AT HOME TERM 1LN 09/24/2031                                                                      | CUSIP: 40467AAN9<br>LEI: 254900FFJQHW9R90FL74 | Long             | LON              | CORP              | US        |      3992 | PA      | $3569.96      | 0.01%             | 2031-09-24      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 01/01/2051#FM7031                                                                        | CUSIP: 3140XAY55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20720 | PA      | $19611.22     | 0.04%             | 2051-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 02/01/2052#CB2886                                                                        | CUSIP: 3140QNF49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39823 | PA      | $34873.43     | 0.07%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                    | HUDSON PACIFIC PROPERTIES LP 5.95% 02/15/2028                                                         | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    122000 | PA      | $119346.68    | 0.25%             | 2028-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/29/2032                                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $172357.42    | 0.36%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATING LLC                                                   | TERRAFORM POWER OPERATING LLC 4.75% 01/15/2030 144A                                                   | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41491.90     | 0.09%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 2YR NOTE (CBT) FUT DEC25 TUZ5                                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $388.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6388                                                                      | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18161 | PA      | $15387.94     | 0.03%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6% 01/15/2033 144A                                                                      | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7078.59      | 0.01%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 6.204%/VAR 11/10/2028                                                     | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52108.62     | 0.11%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.15% 06/01/2032                                                           | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125899.24    | 0.26%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 2.057%/VAR 11/09/2028 REGS                                                          | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $128054.98    | 0.27%             | 2028-11-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                            | TELEFONICA EUROPE BV 2.502%/VAR PERP REGS                                                             | CUSIP: N/A<br>LEI: 7245007FZS0M65WUGP67       | Long             | EP               | CORP              | NL        |    100000 | PA      | $115241.36    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC             | COGENT COMMUNICATIONS GROUP INC / COGENT COMMUNICATIONS FINANCE INC 7% 06/15/2027 144A                | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9955.07      | 0.02%             | 2027-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                                                           | RACKSPACE FINANCE LLC 3.5% 05/15/2028 144A                                                            | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3340 | PA      | $1582.94      | 0.00%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | LUMEN TECHNOLOGIES TERM B2 1LN SUPER_PRIORITY 04/15/2030                                              | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |      1990 | PA      | $1975.77      | 0.00%             | 2030-04-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                                          | IBERDROLA FINANZAS SAU 3% 09/30/2031 REGS                                                             | CUSIP: N/A<br>LEI: 5493004PZNZWWBOUV388       | Long             | DBT              | CORP              | ES        |    100000 | PA      | $117018.74    | 0.25%             | 2031-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2052#                                                                                | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68236 | PA      | $55905.12     | 0.12%             | 2052-03-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 06/01/2054#CB8689                                                                      | CUSIP: 3140QUUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47338 | PA      | $47760.94     | 0.10%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 6.125% 05/15/2030                                                                | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10142.89     | 0.02%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                         | SENSATA TECHNOLOGIES BV 4% 04/15/2029 144A                                                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     10000 | PA      | $9578.26      | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 11/20/2050#MA6994                                                                          | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44880 | PA      | $36762.73     | 0.08%             | 2050-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2023-1 LTD                                                             | VOYA CLO 2023-1 LTD A1 TSFR3M+180 01/20/2037 144A                                                     | CUSIP: 92920FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250704.75    | 0.53%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                     | STAPLES TERM B 1LN 9/4/2029                                                                           | CUSIP: 855031AU4<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |      9912 | PA      | $9069.87      | 0.02%             | 2029-09-04      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 5.25% 09/01/2035                                                                             | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24799.90     | 0.05%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 2.703% 04/15/2032                                                               | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123233.24    | 0.26%             | 2032-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON PPTY LTD PARTNERSHIP                                                     | BOSTON PPTYS LTD PARTNERSHIP 2.45% 10/01/2033                                                         | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    220000 | PA      | $178510.69    | 0.37%             | 2033-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.05% 05/09/2033                                                           | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254559.84    | 0.53%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 05/15/2034                                                                           | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $101953.13    | 0.21%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                          | OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A                                                         | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6608.35      | 0.01%             | 2030-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                      | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41370 | PA      | $34562.54     | 0.07%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 6.25% 02/15/2032 144A                                                                  | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7190.86      | 0.02%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                       | AMERICAN ROCK SALT TERM 1LN 06/12/2028                                                                | CUSIP: 02932JAT4<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       475 | PA      | $474.29       | 0.00%             | 2028-06-12      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 6.875% 09/01/2032 144A                                                                     | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12414.38     | 0.03%             | 2032-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 09/01/2054#CB9216                                                                        | CUSIP: 3140QVG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94314 | PA      | $96561.17     | 0.20%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDATION BUILDING MATERIALS INC                                               | FOUNDATION BUILDING MATERIALS TERM 1LN 1/31/2028                                                      | CUSIP: 35039KAB2<br>LEI: 549300ZVE6MONHB01I28 | Long             | LON              | CORP              | US        |      2990 | PA      | $2993.67      | 0.01%             | 2028-01-31      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | BAUSCH HEALTH TERM B 1LN 10/08/2030                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |     45000 | PA      | $44337.60     | 0.09%             | 2030-10-08      | Variable      | 0.11%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORPORATION                                                          | FAIR ISAAC CORPORATION 6% 05/15/2033 144A                                                             | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10134.18     | 0.02%             | 2033-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2034                                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    916000 | PA      | $898109.42    | 1.89%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP                    | TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 09/01/2031 144A                       | CUSIP: 87470LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $32421.40     | 0.07%             | 2031-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                       | ENPRO INC 6.125% 06/01/2033 144A                                                                      | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4081.66      | 0.01%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC                                        | ATLANTICA SUSTAINABLE INFRASTRUCTURE PLC 4.125% 06/15/2028 144A                                       | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |     21000 | PA      | $20337.92     | 0.04%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 03/20/2055#MB0259                                                                        | CUSIP: 3618N5JD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99999 | PA      | $100787.59    | 0.21%             | 2055-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                           | TENET HEALTHCARE CORP 6.125% 06/15/2030                                                               | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6091.64      | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INSULET CORP                                                                    | INSULET CORP 6.5% 04/01/2033 144A                                                                     | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3110.25      | 0.01%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 0.875% 07/31/2033 REGS                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     30000 | PA      | $30861.89     | 0.06%             | 2033-07-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | SFR TERM B14 1LN 08/15/2028                                                                           | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |      8977 | PA      | $8209.56      | 0.02%             | 2028-08-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 10/01/2055 #TBA                                                                        | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $180632.82    | 0.38%             | 2055-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO PIK VAR 06/01/2030 144A                                                                    | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      3383 | PA      | $3538.77      | 0.01%             | 2030-06-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                            | 1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A                                                     | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     11000 | PA      | $10285.20     | 0.02%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP PARIBAS 4.042%/VAR 01/10/2032 REGS                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |    100000 | PA      | $120590.60    | 0.25%             | 2032-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                               | IRON MTN INC 4.875% 09/15/2027 144A                                                                   | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11923.36     | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE LTD                                                     | ENERGEAN ISRAEL FINANCE LTD 5.375% 03/30/2028 144A REGS                                               | CUSIP: N/A<br>LEI: 98450044QACBL3F8EB03       | Long             | DBT              | CORP              | IL        |      4000 | PA      | $3880.00      | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                      | ELASTIC NV 4.125% 07/15/2029 144A                                                                     | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     11000 | PA      | $10570.59     | 0.02%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2052#SD8266                                                                      | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126291 | PA      | $122023.11    | 0.26%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#RA5077                                                                      | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25729 | PA      | $21808.78     | 0.05%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                             | HUDBAY MINERALS INC 6.125% 04/01/2029 144A                                                            | CUSIP: 443628AH5<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $7076.54      | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 5.875% 06/15/2031 144A                                                                  | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     10000 | PA      | $10251.45     | 0.02%             | 2031-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEAM HEALTH HOLDINGS INC                                                        | TEAM HEALTH TERM B 1LN 6/23/2028                                                                      | CUSIP: 87817JAH1<br>LEI: 549300PVTQ4UDTTMQT11 | Long             | LON              | CORP              | US        |      5000 | PA      | $4977.10      | 0.01%             | 2028-06-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH LLC                                                       | CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A                                                      | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      1000 | PA      | $986.57       | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                                                           | QUIKRETE HOLDINGS INC 6.75% 03/01/2033 144A                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7255.72      | 0.02%             | 2033-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2.5% 01/01/2052#FA0375                                                                 | CUSIP: 3140W0MZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27663 | PA      | $23153.90     | 0.05%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 6.375% 03/01/2033 144A                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19192.93     | 0.04%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2052                                                         | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $172392.58    | 0.36%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 09/01/2055 #TBA                                                                            | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $509976.45    | 1.07%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING PARTNERS LP                                            | NEXTERA ENERGY OPERATING PARTNERS LP 8.625% 03/15/2033 144A                                           | CUSIP: 98380MAB1<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7382.47      | 0.02%             | 2033-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 4.625% 04/15/2030 144A                                                                 | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7715.07      | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 5.5% 11/01/2038#FS6389                                                                      | CUSIP: 3140XNC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    158888 | PA      | $162824.32    | 0.34%             | 2038-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.75% 04/01/2032                                                                        | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $123442.28    | 0.26%             | 2032-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS LLC                                                      | WEBER-STEPHEN PRODUCTS TERM B 1LN 10/30/2027                                                          | CUSIP: 94767KAP6<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      4987 | PA      | $4966.86      | 0.01%             | 2027-10-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 04/20/2052#                                                                                | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24998 | PA      | $20480.25     | 0.04%             | 2052-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.5% 11/15/2054                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    531000 | PA      | $495676.05    | 1.04%             | 2054-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZF NORTH AMER CAP INC                                                           | ZF NORTH AMER CAP INC 6.75% 04/23/2030 144A                                                           | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4873.38      | 0.01%             | 2030-04-23      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC                                         | ALLEGRO CLO XV LTD / ALLEGRO CLO VX LLC A1R TSFR3M+118 04/20/2038 144A                                | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    150000 | PA      | $150020.25    | 0.31%             | 2038-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 7.875%/VAR 06/15/2054                                                            | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9885.64      | 0.02%             | 2054-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC T5Y+NA 01/17/2040                                                                       | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11908.82     | 0.02%             | 2040-01-17      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                      | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.75% 04/15/2030 144A                                      | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5311.30      | 0.01%             | 2030-04-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                                   | DISH DBS CORP 7.75% 07/01/2026                                                                        | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1945.00      | 0.00%             | 2026-07-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                               | KOSMOS ENERGY LTD 7.75% 05/01/2027 144A                                                               | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5679.51      | 0.01%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV LLC                                                      | MAJORDRIVE HOLDINGS IV LLC 6.375% 06/01/2029 144A                                                     | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4825.16      | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP CONV 4.25% 12/01/2027                                                                   | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5078.66      | 0.01%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                       | IQVIA INC 5% 10/15/2026 144A                                                                          | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1998.16      | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                                                            | CONSTANT CONTACT INC TERM B 2LN 02/12/2029                                                            | CUSIP: 21031HAE1<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |      1000 | PA      | $876.67       | 0.00%             | 2029-02-12      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 8.5% 07/31/2031 144A                                                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34005.21     | 0.07%             | 2031-07-31      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                      | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27051 | PA      | $22895.34     | 0.05%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4% 11/15/2042                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $90589.84     | 0.19%             | 2042-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC 8.5% 06/01/2028 144A                                                                | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4222.90      | 0.01%             | 2028-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 08/15/2054                                                          | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    155500 | PA      | $139123.91    | 0.29%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD/MAURITIUS                                                         | HTA GROUP LTD/MAURITIUS 7.5% 06/04/2029 144A                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     16000 | PA      | $16560.00     | 0.03%             | 2029-06-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                | ALTICE USA TERM B6 1LN 01/18/2028                                                                     | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |      1990 | PA      | $1982.02      | 0.00%             | 2028-01-18      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                                              | CROWN AMERICAS LLC 5.875% 06/01/2033 144A                                                             | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10115.05     | 0.02%             | 2033-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 6.2% 07/15/2030                                                                    | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118261.27    | 0.25%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2055#CB9989                                                                        | CUSIP: 3140QWC34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48114 | PA      | $49835.97     | 0.10%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/EUR settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $3.69         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A                                                          | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3400.00      | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                    | UNIVISION COMMUNICATIONS INC 8% 08/15/2028 144A                                                       | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7265.49      | 0.02%             | 2028-08-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AMER INC                                                   | UNITED RENTALS NORTH AMER INC 6.125% 03/15/2034 144A                                                  | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7250.46      | 0.02%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2052#MA4841                                                                        | CUSIP: 31418ELX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41119 | PA      | $40780.24     | 0.09%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES LTD                                                           | NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A                                                            | CUSIP: 629571AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      7000 | PA      | $7026.49      | 0.01%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                     | CHEMOURS CO 5.75% 11/15/2028 144A                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14443.69     | 0.03%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                             | KINETIK HOLDINGS LP 6.625% 12/15/2028 144A                                                            | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19547.52     | 0.04%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                                         | DPL INC 4.35% 04/15/2029                                                                              | CUSIP: 233293AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     38000 | PA      | $37609.74     | 0.08%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                                             | HUDBAY MINERALS INC 4.5% 04/01/2026 144A                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      7000 | PA      | $6951.97      | 0.01%             | 2026-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTERNATIONAL INC                                                   | OCEANEERING INTERNATIONAL INC 6% 02/01/2028                                                           | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20207.12     | 0.04%             | 2028-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2051#MA7135                                                                          | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     87494 | PA      | $71668.61     | 0.15%             | 2051-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                                                     | ASURION TERM B3 2LN 01/31/2028                                                                        | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      7000 | PA      | $6800.92      | 0.01%             | 2028-01-31      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3% 02/22/2029                                                                               | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250214.69    | 0.53%             | 2029-02-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 05/01/2035#SB0836                                                                        | CUSIP: 3132CW4V3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98320 | PA      | $94889.33     | 0.20%             | 2035-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                          | CONNECT HOLDING II LLC 10.5% 04/03/2031 144A                                                          | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4920.94      | 0.01%             | 2031-04-03      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 8.125%/VAR 06/15/2053                                                            | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12004.27     | 0.03%             | 2053-06-15      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 2.3% 11/01/2030 144A                                                 | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66187.88     | 0.14%             | 2030-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP                              | ARCHROCK PARTNERS LP / FIN CORP 6.25% 04/01/2028 144A                                                 | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16053.58     | 0.03%             | 2028-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 6.125% 04/01/2030 144A                                                   | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     16000 | PA      | $11497.96     | 0.02%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 10/20/2054#MA9964                                                                          | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     48463 | PA      | $47978.28     | 0.10%             | 2054-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2032                                                                               | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    611000 | PA      | $613768.59    | 1.29%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                           | ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A                                                          | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22349.49     | 0.05%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC                                 | AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC ARR TSFR3M+150 04/16/2037 144A                        | CUSIP: 00900PAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250810.75    | 0.53%             | 2037-04-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 09/01/2055 #TBA                                                                        | CUSIP: 01F022691<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -450000 | PA      | $-373587.89   | -0.78%            | 2055-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP PLC                                                               | COMPASS GROUP PLC 3.25% 09/16/2033 REGS                                                               | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $116134.09    | 0.24%             | 2033-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 6.25% 11/01/2034 144A                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7176.73      | 0.02%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                                   | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3198.02      | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOSS CREEK RES HLDGS INC                                                        | MOSS CREEK RES HLDGS INC 8.25% 09/01/2031 144A                                                        | CUSIP: 61965RAC9<br>LEI: 54930037SLMSPWKYIX36 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3955.89      | 0.01%             | 2031-09-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                                                        | VIRIDIEN 10% 10/15/2030 144A                                                                          | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     11000 | PA      | $10992.63     | 0.02%             | 2030-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PG and E CORP                                                                   | PG and E CORP 5% 07/01/2028                                                                           | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4943.06      | 0.01%             | 2028-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2029                                                                               | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $303980.40    | 0.64%             | 2029-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 6.125% 02/15/2033 144A                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     12000 | PA      | $12322.67     | 0.03%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#BR4014                                                                        | CUSIP: 3140L2N82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24935 | PA      | $19858.24     | 0.04%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SUB INC                                                   | CAMELOT RETURN MERGER SUB INC 8.75% 08/01/2028 144A                                                   | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4811.11      | 0.01%             | 2028-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2051#CB1878                                                                        | CUSIP: 3140QMCQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144962 | PA      | $127079.90    | 0.27%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 5.75% 09/15/2033 144A                                                | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20165.00     | 0.04%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                 | GEN DIGITAL INC 7.125% 09/30/2030 144A                                                                | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11379.53     | 0.02%             | 2030-09-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                        | BUILDERS FIRSTSOURCE INC 6.375% 03/01/2034 144A                                                       | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7209.52      | 0.02%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                          | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                  | CUSIP: 20752KAN3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      1159 | PA      | $1061.26      | 0.00%             | 2031-04-03      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 01/31/2032                                                                           | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    205000 | PA      | $210733.59    | 0.44%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.4% 10/15/2029                                                                     | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41261.12     | 0.09%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 10/01/2055 #TBA                                                                        | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $166062.50    | 0.35%             | 2055-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                                     | CHEMOURS CO 4.625% 11/15/2029 144A                                                                    | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35717.84     | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 6.5% 05/15/2032                                                                             | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15541.93     | 0.03%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP CPIK 3.875% 11/30/2030                                                                  | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     21014 | PA      | $42767.69     | 0.09%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 4.25% 07/31/2034 REGS                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     20000 | PA      | $26256.41     | 0.06%             | 2034-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                                   | ECHOSTAR CORP PIK VAR 11/30/2030                                                                      | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     28897 | PA      | $28508.91     | 0.06%             | 2030-11-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                            | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   3195151 | NS      | $3195789.71   | 6.71%             |  |  |  | No            |                  1 | On Loan: No      |
| WEX INC                                                                         | WEX INC 6.5% 03/15/2033 144A                                                                          | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7162.15      | 0.02%             | 2033-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                      | DAVITA INC 3.75% 02/15/2031 144A                                                                      | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     24000 | PA      | $21900.08     | 0.05%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC STEP 04/01/2036                                                                     | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      1000 | PA      | $977.17       | 0.00%             | 2036-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | LUMEN TECHNOLOGIES 4.125% 04/15/2030 144A                                                             | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1960.00      | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                                              | HERENS HOLDCO SARL 4.75% 05/15/2028 144A                                                              | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |      8000 | PA      | $6882.14      | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE FINANCIALS                                                   | LONG GILT FUTURE DEC25 G Z5                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |        -1 | NC      | $-230.31      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A                                                          | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13778.33     | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO PIK VAR 06/01/2031 144A                                                                    | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      7816 | PA      | $8867.94      | 0.02%             | 2031-06-01      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC       | ARDAGH METAL PACKAGING FINANCE USA LLC/ARDAGH METAL PACKAGING FINANCE PLC 4% 09/01/2029 144A          | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $24776.12     | 0.05%             | 2029-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 01/01/2052#QD4275                                                                        | CUSIP: 3133B1XC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18604 | PA      | $16291.25     | 0.03%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 2.95% 03/15/2032                                                              | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63860.35     | 0.13%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 6.875% 06/30/2033 144A                                                          | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10089.75     | 0.02%             | 2033-06-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 6% 04/15/2030 144A                                                               | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7112.37      | 0.01%             | 2030-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 5.125% 07/15/2029 144A                                                               | CUSIP: 02156LAF8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |     36000 | PA      | $30780.00     | 0.06%             | 2029-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                           | OPEN TEXT CORPORATION 3.875% 12/01/2029 144A                                                          | CUSIP: 683715AD8<br>LEI: 549300UQROQS42RKHM85 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $20738.03     | 0.04%             | 2029-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                    | DNB BANK ASA 0.25%/VAR 02/23/2029 REGS                                                                | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | DBT              | CORP              | NO        |    100000 | PA      | $110202.67    | 0.23%             | 2029-02-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 1.375% 01/15/2026                                                                            | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138214.81    | 0.29%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 10/20/2052#MA8346                                                                          | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     86530 | PA      | $81405.85     | 0.17%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 08/20/2051#MA7534                                                                        | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    180310 | PA      | $153638.34    | 0.32%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2036#SB0535                                                                      | CUSIP: 3132CWSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     53534 | PA      | $50519.11     | 0.11%             | 2036-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEXION INC                                                                      | HEXION TERM 2LN 03/15/2030                                                                            | CUSIP: 42829JAB5<br>LEI: 54930030FZF8HYAEHM46 | Long             | LON              | CORP              | US        |      1706 | PA      | $1677.63      | 0.00%             | 2030-03-15      | Variable      | 0.12%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                  | COX MEDIA GROUP TERM B2 1LN 06/18/2029                                                                | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4953 | PA      | $4752.42      | 0.01%             | 2029-06-18      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2035#BK5705                                                                        | CUSIP: 3140HKKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33151 | PA      | $30563.97     | 0.06%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CMG MEDIA CORP                                                                  | CMG MEDIA CORP 8.875% 06/18/2029 144A                                                                 | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1863.45      | 0.00%             | 2029-06-18      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#RA6510                                                                        | CUSIP: 3133KNGT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19768 | PA      | $15978.19     | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAIN SYS INC DEL                                                      | ADVANCED DRAIN SYS INC DEL 6.375% 06/15/2030 144A                                                     | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7139.31      | 0.01%             | 2030-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 11/01/2050#SD8106                                                                        | CUSIP: 3132DWAF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     52440 | PA      | $42074.02     | 0.09%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 3.875% 10/15/2030 144A                                                          | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2550.00      | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 8.5% 05/01/2030 144A                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     31000 | PA      | $32175.83     | 0.07%             | 2030-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.91%/VAR 05/24/2033                                                                    | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90402.92     | 0.19%             | 2033-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                       | AMERICAN ROCK SALT TERM 1LN DD 06/12/2028                                                             | CUSIP: 02932JAU1<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       124 | PA      | $124.06       | 0.00%             | 2028-06-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| POLARIS NEWCO LLC                                                               | SOLERA TERM PIK TERM 2LN 06/04/2029                                                                   | CUSIP: N/A<br>LEI: 254900LEPDAG7EDOA064       | Long             | LON              | CORP              | US        |      4000 | PA      | $3793.00      | 0.01%             | 2029-06-04      | Variable      | 0.13%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2028                                                                               | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $151675.78    | 0.32%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2055#CB9985                                                                        | CUSIP: 3140QWCX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70894 | PA      | $73807.25     | 0.15%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                   | AIRCASTLE LTD 5.25%/VAR PERP 144A                                                                     | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | BM        |      2000 | PA      | $1987.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                     | WAYFAIR LLC 7.25% 10/31/2029 144A                                                                     | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44863.68     | 0.09%             | 2029-10-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                                   | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128661.82    | 0.27%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                          | OPEN TEXT HOLDINGS INC 4.125% 12/01/2031 144A                                                         | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7360.23      | 0.02%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTICE FING SA                                                                  | ALTICE FING SA 9.625% 07/15/2027 144A                                                                 | CUSIP: 02154CAJ2<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      1000 | PA      | $930.00       | 0.00%             | 2027-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                                  | GLOBAL AIRCRAFT LEASING CO LTD 8.75% 09/01/2027 144A                                                  | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     10000 | PA      | $10288.96     | 0.02%             | 2027-09-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                          | CALUMET SPEC PROD PRT/FIN CORP 9.75% 07/15/2028 144A                                                  | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14722.33     | 0.03%             | 2028-07-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | CARNIVAL CORP 5.75% 03/15/2030 144A                                                                   | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     23000 | PA      | $23578.54     | 0.05%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.25% 02/15/2054                                                          | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    645000 | PA      | $577073.44    | 1.21%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS LTD                                                      | ADIENT GLOBAL HOLDINGS LTD 7.5% 02/15/2033 144A                                                       | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     10000 | PA      | $10414.45     | 0.02%             | 2033-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 5.875% 07/15/2030 144A                                        | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      5000 | PA      | $5059.64      | 0.01%             | 2030-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                            | SOLENIS TERM B 1LN 07/26/2032                                                                         | CUSIP: 68163YAK1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |      5000 | PA      | $4983.35      | 0.01%             | 2032-07-26      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 10% 10/15/2032 144A                                                             | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1003.75      | 0.00%             | 2032-10-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 6.625% 05/15/2029                                                                | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7198.01      | 0.02%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 7.25% 04/01/2029 144A                                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12575.45     | 0.03%             | 2029-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KEHE DIST/FIN / NEXTWAVE                                                        | KEHE DIST/FIN / NEXTWAVE 9% 02/15/2029 144A                                                           | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14000 | PA      | $14738.07     | 0.03%             | 2029-02-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 9.25% 06/01/2030 144A                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9032.27      | 0.02%             | 2030-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                      | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204428.08    | 0.43%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITYCON TREASURY BV                                                             | CITYCON TREASURY BV 5% 03/11/2030 REGS                                                                | CUSIP: N/A<br>LEI: 549300WAE0CGQ0IE1H63       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $119632.24    | 0.25%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 05/15/2035                                                                            | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1063000 | PA      | $1066321.88   | 2.24%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | ENEL FINANCE INTL NV 2.875% 04/11/2029 REGS                                                           | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $127198.43    | 0.27%             | 2029-04-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROLOGIS INTERNATIONAL FUNDING II SA                                            | PROLOGIS INTL FDG II SA 4.375% 07/01/2036 REGS                                                        | CUSIP: N/A<br>LEI: 213800JNRWW2C9DWI388       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $121199.50    | 0.25%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                           | LEVEL 3 FINANCING INC 7% 03/31/2034 144A                                                              | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10067.92     | 0.02%             | 2034-03-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIZZLING PLATTER LLC / SIZZLING PLATTER FIN CORP                                | SIZZLING PLATTER TERM 1LN 07/02/2032                                                                  | CUSIP: N/A<br>LEI: 549300440PU6D6ZUIR97       | Long             | LON              | CORP              | US        |      8416 | PA      | $8184.40      | 0.02%             | 2032-07-02      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OT MIDCO INC                                                                    | OT MIDCO INC 10% 02/15/2030 144A                                                                      | CUSIP: 68877AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $4782.59      | 0.01%             | 2030-02-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM                                                           | BXHPP TRUST 2021-FILM TSFR1M+76.448 08/15/2036 144A                                                   | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $241634.03    | 0.51%             | 2036-08-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CCO HLDGS CAP CORP                                                | CCO HLDGS LLC/CAP CORP 4.25% 01/15/2034 144A                                                          | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $28653.15     | 0.06%             | 2034-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                               | GLOBAL PARTNERS LP / GLP FIN CORP 7.125% 07/01/2033 144A                                              | CUSIP: 37954FAL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5117.49      | 0.01%             | 2033-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                               | EURO-BOBL FUTURE SEP25 OEU5                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $1270.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SGUS LLC                                                                        | SGUS LLC 11% 12/15/2029 144A                                                                          | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3030 | PA      | $2663.32      | 0.01%             | 2029-12-15      | Fixed         | 0.11%                 | No            |                  3 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | FX Forward: EUR/USD settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | N/A              | DFE              | CORP              | CA        |         1 | NC      | $14.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 5.875% 04/01/2029 144A                                               | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      2000 | PA      | $2036.61      | 0.00%             | 2029-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                                                | AMBIPAR LUX SARL 9.875% 02/06/2031 144A                                                               | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |     11000 | PA      | $9237.25      | 0.02%             | 2031-02-06      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| YUM BRANDS INC                                                                  | YUM BRANDS INC 4.625% 01/31/2032                                                                      | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17399.27     | 0.04%             | 2032-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.05% 03/30/2029      | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10156.40     | 0.02%             | 2029-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 05/31/2032                                                                           | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    611000 | PA      | $618702.33    | 1.30%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                          | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    626000 | PA      | $608980.63    | 1.28%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC          | ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 6.25% 03/15/2033 144A          | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $7160.24      | 0.02%             | 2033-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                        | SNAP INC 6.875% 03/15/2034 144A                                                                       | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5013.06      | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                 | CORNERSTONE BUILDING BRANDS TERM B 04/12/2028                                                         | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      5000 | PA      | $4731.25      | 0.01%             | 2028-04-12      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                                    | CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A                                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43946.15     | 0.09%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                       | OLIN CORP 6.625% 04/01/2033 144A                                                                      | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28962.40     | 0.06%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                 | CSC SERVICEWORKS TERM B 1LN 03/04/2028                                                                | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |     25791 | PA      | $21777.66     | 0.05%             | 2028-03-04      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                    | NAVIENT CORP 7.875% 06/15/2032                                                                        | CUSIP: 63938CAQ1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5275.78      | 0.01%             | 2032-06-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MATIV INC                                                                       | MATIV INC 8% 10/01/2029 144A                                                                          | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4948.92      | 0.01%             | 2029-10-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AMN HEALTHCARE                                                                  | AMN HEALTHCARE 4% 04/15/2029 144A                                                                     | CUSIP: 00175PAC7<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11192.07     | 0.02%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                                       | BALL CORP 5.5% 09/15/2033                                                                             | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5060.38      | 0.01%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIMPRESS PLC                                                                    | CIMPRESS PLC 7.375% 09/15/2032 144A                                                                   | CUSIP: 17186HAH5<br>LEI: 549300X1IFD75XISOR81 | Long             | DBT              | CORP              | IE        |     15000 | PA      | $15051.05     | 0.03%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                             | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    228000 | PA      | $204280.83    | 0.43%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                        | ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP 7% 04/15/2030 144A                           | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400 | PA      | $2362.75      | 0.00%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                      | COPT DEFENSE PROPERTIES LP 2% 01/15/2029                                                              | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138511.34    | 0.29%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING GROEP NV 4.5%/VAR 05/23/2029 REGS                                                                 | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $122073.87    | 0.26%             | 2029-05-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA NEW YORK NY                                              | FX Forward: USD/EUR settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | US        |         1 | NC      | $-185.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 10/01/2055 #TBA                                                                            | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    275000 | PA      | $280229.21    | 0.59%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                        | CUSIP: 01F032690<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -200000 | PA      | $-180710.94   | -0.38%            | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/15/2034                                                                            | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    546000 | PA      | $549583.13    | 1.15%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATKORE INC                                                                      | ATKORE INC 4.25% 06/01/2031 144A                                                                      | CUSIP: 047649AA6<br>LEI: 52990002TI38AM4RPV48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9287.29      | 0.02%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                | PARAMOUNT GLOBAL T5Y+NA 03/30/2062                                                                    | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10016.68     | 0.02%             | 2062-03-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 09/01/2055 #TBA                                                                            | CUSIP: 21H060697<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -375000 | PA      | $-382482.34   | -0.80%            | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 3.625% 07/15/2026 144A                                                           | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1969.41      | 0.00%             | 2026-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2051#CB2349                                                                        | CUSIP: 3140QMTF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21181 | PA      | $17120.30     | 0.04%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                          | BRIGHTSPEED TERM B 1LN 10/03/2031                                                                     | CUSIP: 20752KAR4<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |      1034 | PA      | $754.02       | 0.00%             | 2031-10-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.35% 04/01/2030                                                         | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    190000 | PA      | $184162.10    | 0.39%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATGASOLINE LLC                                                                 | NATGASOLINE TERM B 1LN 03/29/2030                                                                     | CUSIP: 63232EAD9<br>LEI: 549300OHXDYMQYZOWC24 | Long             | LON              | CORP              | US        |      8936 | PA      | $8995.21      | 0.02%             | 2030-03-29      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTL INC                                                      | GRAPHIC PACKAGING INTL INC 6.375% 07/15/2032 144A                                                     | CUSIP: 38869AAE7<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8128.38      | 0.02%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6% 04/01/2055#RJ4028                                                                  | CUSIP: 3142GUPN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70375 | PA      | $72805.52     | 0.15%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                             | OWENS and MINOR INC 4.5% 03/31/2029 144A                                                              | CUSIP: 690732AF9<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1698.65      | 0.00%             | 2029-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                | PUGET ENERGY INC 4.224% 03/15/2032                                                                    | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180188.03    | 0.38%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                                                           | MOLINA HEALTHCARE INC 6.25% 01/15/2033 144A                                                           | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14099.57     | 0.03%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                         | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A                                          | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195144.27    | 0.41%             | 2026-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.889%/VAR 07/20/2033                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68554.86     | 0.14%             | 2033-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUXEMBOURG                                                     | SWISS RE FINANCE LUXEMBOURG 2.534%/VAR 04/30/2050 REGS                                                | CUSIP: N/A<br>LEI: 549300CLQZ6TM98LW631       | Long             | DBT              | CORP              | LU        |    100000 | PA      | $112353.70    | 0.24%             | 2050-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.7% 03/23/2029                                                                            | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127412.37    | 0.27%             | 2029-03-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2054#MA5444                                                                      | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    258098 | PA      | $259837.69    | 0.55%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                                | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $202134.01    | 0.42%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                                   | COREWEAVE INC 9% 02/01/2031 144A                                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11879.96     | 0.02%             | 2031-02-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| ARES LIX CLO LTD                                                                | ARES LIX CLO LTD A TSFR3M+129.161 04/25/2034 144A                                                     | CUSIP: 04018EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250264.75    | 0.53%             | 2034-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECT HOLDING II LLC                                                          | BRIGHTSPEED TERM B-DD 1LN 04/03/2031                                                                  | CUSIP: 20752KAP8<br>LEI: 254900LCX7S2QHYUOI31 | Long             | LON              | CORP              | US        |     10841 | PA      | $9930.38      | 0.02%             | 2031-04-03      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 2.565% 02/15/2030                                                                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130500.51    | 0.27%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#MA4466                                                                      | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41408 | PA      | $34593.92     | 0.07%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TGP HOLDINGS III LLC                                                            | TRAEGER GRILLS TERM B 1LN 06/29/2028                                                                  | CUSIP: 87251RAK9<br>LEI: 549300LURVM6CQ1MNO41 | Long             | LON              | CORP              | US        |     13995 | PA      | $12630.53     | 0.03%             | 2028-06-29      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 2.25% 10/14/2031                                                                    | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254907.42    | 0.54%             | 2031-10-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                                                      | VIASAT INC 7.5% 05/30/2031 144A                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2816.20      | 0.01%             | 2031-05-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.125% 08/15/2053                                                         | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $87582.03     | 0.18%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLANET FITNESS MASTER ISSUER LLC 18-1A                                          | PLANET FITNESS MASTER ISSUER LLC 18-1A 3.251% 12/05/2051 144A                                         | CUSIP: 72703PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96750 | PA      | $94715.59     | 0.20%             | 2051-12-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2052#SD1924                                                                        | CUSIP: 3132DPD54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39801 | PA      | $39746.98     | 0.08%             | 2052-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC 6.625% 05/15/2032                                                                   | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6837.01      | 0.01%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2.5% 06/01/2052#FA0543                                                                 | CUSIP: 3140W0S97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103520 | PA      | $87747.26     | 0.18%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                            | TRI POINTE HOMES INC 5.7% 06/15/2028                                                                  | CUSIP: 87265HAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2032.36      | 0.00%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2051#MA7535                                                                          | CUSIP: 36179WLQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     98245 | PA      | $87139.14     | 0.18%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 08/15/2035                                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     60000 | PA      | $60121.88     | 0.13%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC 7.25% 08/15/2030                                                                              | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7373.82      | 0.02%             | 2030-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.895%/VAR 09/06/2030                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50862.38     | 0.11%             | 2030-09-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 11 LTD                                                                | AIMCO CLO 11 LTD A1R2 TSFR3M+134 07/17/2037 144A                                                      | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250979.00    | 0.53%             | 2037-07-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                                          | RADIOLOGY PARTNERS INC PIK VAR 02/15/2030 144A                                                        | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      1099 | PA      | $1071.53      | 0.00%             | 2030-02-15      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 6.5% 07/01/2030 144A                                                             | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7265.19      | 0.02%             | 2030-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 5.5% 01/15/2028 144A                                                                 | CUSIP: 02156LAC5<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4400.00      | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 2.375% 12/15/2031                                                          | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186043.43    | 0.39%             | 2031-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALKER and DUNLOP INC                                                           | WALKER and DUNLOP INC 6.625% 04/01/2033 144A                                                          | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2080.82      | 0.00%             | 2033-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 1.7% 02/15/2031                                                                          | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199181.25    | 0.42%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED PF HOLDINGS LLC                                                          | UNITED PLANET FITNESS TERM 1LN 12/30/2026                                                             | CUSIP: 91132UAG8<br>LEI: 2549002AF6PASVP2G486 | Long             | LON              | CORP              | US        |     17787 | PA      | $17090.12     | 0.04%             | 2026-12-30      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 09/01/2055 #TBA                                                                        | CUSIP: 01F032690<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $271066.41    | 0.57%             | 2055-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESDEC SOLAR GROUP BV                                                            | ESDEC SOLAR TERM B 1LN 8/30/2028                                                                      | CUSIP: N/A<br>LEI: 724500UTJRTIU7878U15       | Long             | LON              | CORP              | NL        |     10369 | PA      | $5080.57      | 0.01%             | 2028-08-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A                                               | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17342.58     | 0.04%             | 2032-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NGG FINANCE PLC                                                                 | NGG FINANCE PLC 2.125%/VAR 09/05/2082 REGS                                                            | CUSIP: N/A<br>LEI: 549300MLDJ2T68G21W86       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $114636.91    | 0.24%             | 2082-09-05      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.25% 04/01/2052                                                                        | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100721.31    | 0.21%             | 2052-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | LBM ACQUISITION LLC 9.5% 06/15/2031 144A                                                              | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10480.20     | 0.02%             | 2031-06-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC 6.75% 04/15/2033                                                                | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9064.93      | 0.02%             | 2033-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | FX Forward: USD/EUR settle 2025-10-03                                                                 | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | FR        |         1 | NC      | $22015.99     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 8% 11/01/2027 144A                                                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      8000 | PA      | $8142.62      | 0.02%             | 2027-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 08/20/2052#MA8199                                                                        | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23326 | PA      | $21289.83     | 0.04%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PMHC II INC                                                                     | PRINCE TERM 1LN 4/23/2029                                                                             | CUSIP: 69346EAG2<br>LEI: 549300GYZ1T3S8OPH343 | Long             | LON              | CORP              | US        |      8977 | PA      | $7093.66      | 0.01%             | 2029-04-23      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                 | NORDEA BANK ABP 3.625% 03/15/2034 REGS                                                                | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | DBT              | CORP              | FI        |    100000 | PA      | $118506.11    | 0.25%             | 2034-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM GROUP INC                                                             | TRANSDIGM TERM M 1LN 8/19/2032                                                                        | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      5000 | PA      | $5001.15      | 0.01%             | 2032-08-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.7% 12/01/2055       | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98793.08     | 0.21%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| 1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC                            | 1011778 BC ULC/NEW RED FIN INC 5.625% 09/15/2029 144A                                                 | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     14000 | PA      | $14166.61     | 0.03%             | 2029-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029                                                        | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $5517.83      | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2052#FS9368                                                                        | CUSIP: 3140XRMS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23387 | PA      | $18917.38     | 0.04%             | 2052-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 2.45% 02/01/2032                                                                         | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190648.92    | 0.40%             | 2032-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 2% 05/18/2032                                                          | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184235.15    | 0.39%             | 2032-05-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2050#SD8049                                                                      | CUSIP: 3132DV5J0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18706 | PA      | $15744.81     | 0.03%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                            | NIELSEN HOLDINGS TERM B 1LN 04/11/2029                                                                | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |      8952 | PA      | $8683.16      | 0.02%             | 2029-04-11      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                              | ALLY FINL INC 4.7%/VAR PERP                                                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |     23000 | PA      | $22380.41     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#SD7548                                                                      | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24814 | PA      | $21033.24     | 0.04%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GPD COS INC                                                                     | GPD COS INC 12.5% 12/31/2029 144A                                                                     | CUSIP: 36260VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4588 | PA      | $3841.29      | 0.01%             | 2029-12-31      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                            | ONEMAIN FINANCE CORP 7.125% 09/15/2032                                                                | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5206.30      | 0.01%             | 2032-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | SUNOCO LP 6.25% 07/01/2033 144A                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7154.18      | 0.02%             | 2033-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATI INC                                                                         | ATI INC 4.875% 10/01/2029                                                                             | CUSIP: 01741RAL6<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19592.93     | 0.04%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ACRISURE HOLDINGS INC                                                           | ACRISURE HOLDINGS INC SER A-2 PC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |       282 | NS      | $7159.98      | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                                      | PERFORMANCE FOOD GROUP INC 6.125% 09/15/2032 144A                                                     | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7164.61      | 0.02%             | 2032-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                 | IHS HOLDING LTD 8.25% 11/29/2031 144A                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     14000 | PA      | $14399.84     | 0.03%             | 2031-11-29      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| WOLFSPEED INC                                                                   | WOLFSPEED INC STEP 06/23/2030 144A                                                                    | CUSIP: 977852AG7<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |      1688 | PA      | $1683.78      | 0.00%             | 2030-06-23      | Variable      | 0.08%                 | No            |                  3 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 2.875% 11/15/2029                                                                         | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189942.41    | 0.40%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2055#RJ4642                                                                        | CUSIP: 3142GVEQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50000 | PA      | $51929.65     | 0.11%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEVERN TRENT WATER UTIL FIN                                                     | SEVERN TRENT WATER UTIL FIN 4.625% 11/30/2034 REGS                                                    | CUSIP: N/A<br>LEI: 213800KY9PT6WBH33232       | Long             | DBT              | CORP              | GB        |    100000 | PA      | $125873.02    | 0.26%             | 2034-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 3.102%/VAR 02/24/2033                                                   | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    109000 | PA      | $99116.56     | 0.21%             | 2033-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMMUNITIES INC                                                 | TAYLOR MORRISON COMMUNITIES INC 5.125% 08/01/2030 144A                                                | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22933.23     | 0.05%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                              | CNX RESOURCES CORP 7.25% 03/01/2032 144A                                                              | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12451.75     | 0.03%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                                                           | LONZA SPECIALTY INGREDIENTS TERM B 1LN 07/03/2028                                                     | CUSIP: N/A<br>LEI: 549300Y0CIXN5D40L888       | Long             | LON              | CORP              | US        |     21960 | PA      | $19311.25     | 0.04%             | 2028-07-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2052#FS8764                                                                        | CUSIP: 3140XQW29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     86343 | PA      | $69869.45     | 0.15%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODS PARTNERS LP / CALUMET FIN CORP                          | CALUMET SPEC PROD PRT/FIN CORP 8.125% 01/15/2027 144A                                                 | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $4987.11      | 0.01%             | 2027-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC                          | RIVIAN HOLDCO and RIVIAN LLC and RIVIAN AUTOMOTIVE LLC 10% 01/15/2031 144A                            | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000 | PA      | $3779.56      | 0.01%             | 2031-01-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                                                             | RESIDEO FUNDING INC 6.5% 07/15/2032 144A                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12252.98     | 0.03%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 6% 08/15/2033 144A                                                                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5133.25      | 0.01%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 2.25% 04/01/2031                                                        | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    210000 | PA      | $190835.20    | 0.40%             | 2031-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.25% 05/15/2042                                                          | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $164460.94    | 0.35%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ROCK SALT CO LLC                                                       | AMERICAN ROCK SALT TERM 1LN 6/9/2028                                                                  | CUSIP: 02932JAP2<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |       985 | PA      | $745.86       | 0.00%             | 2028-06-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 04/01/2051#SD8139                                                                      | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107759 | PA      | $81785.43     | 0.17%             | 2051-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING CO INC                                                | HILTON DOMESTIC OPERATING CO INC 6.125% 04/01/2032 144A                                               | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7189.36      | 0.02%             | 2032-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                           | AECOM 6% 08/01/2033 144A                                                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10206.55     | 0.02%             | 2033-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                   | SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A                       | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    430212 | PA      | $430359.18    | 0.90%             | 2033-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US LONG BOND(CBT) FUT DEC25 USZ5                                                                      | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         1 | NC      | $884.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 06/30/2032                                                                               | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $361856.25    | 0.76%             | 2032-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES and MARKETING INC DEL                                           | ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A                                            | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4980.41      | 0.01%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                         | SEAGATE DATA STORAGE TECHNOLOGY PTE LTD 8.25% 12/15/2029 144A                                         | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      7000 | PA      | $7435.37      | 0.02%             | 2029-12-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES                                                              | LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A                                                               | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      1000 | PA      | $910.00       | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2052#FS8195                                                                        | CUSIP: 3140XQC96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51128 | PA      | $40941.98     | 0.09%             | 2052-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                                                            | GRUBHUB HOLDINGS INC 5.5% 07/01/2027 144A                                                             | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9965.58      | 0.02%             | 2027-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#FM9517                                                                      | CUSIP: 3140XDSF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40237 | PA      | $33792.15     | 0.07%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UKG INC                                                                         | UKG INC 6.875% 02/01/2031 144A                                                                        | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7238.42      | 0.02%             | 2031-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| EMERGENT BIOSOLUTIONS INC                                                       | EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A                                                      | CUSIP: 29089QAC9<br>LEI: 549300YW6TUOX8BE5103 | Long             | DBT              | CORP              | US        |      9000 | PA      | $7535.17      | 0.02%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                     | WAYFAIR LLC 7.75% 09/15/2030 144A                                                                     | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9298.39      | 0.02%             | 2030-09-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                                         | JETBLUE AIRWAYS/LOYALTY 9.875% 09/20/2031 144A                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000 | PA      | $6955.86      | 0.01%             | 2031-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                               | POST HLDGS INC 6.25% 10/15/2034 144A                                                                  | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7041.46      | 0.01%             | 2034-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN LLC/JFIN                                                          | JEFFERIES FIN LLC/JFIN 6.625% 10/15/2031 144A                                                         | CUSIP: 47232MAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10027.60     | 0.02%             | 2031-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEL MONTE FOODS CORP II INC                                                     | DEL MONTE FOODS CORP II INC PIK TERM TLA DIP 03/30/2026                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2887 | PA      | $2752.15      | 0.01%             | 2026-03-30      | Variable      | 0.14%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSHIP LP / MPT FIN CORP                                          | MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027                                                            | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $32228.18     | 0.07%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                          | US 10YR ULTRA FUT DEC25 UXYZ5                                                                         | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         2 | NC      | $1293.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                           | ENCOMPASS HEALTH CORP 4.625% 04/01/2031                                                               | CUSIP: 29261AAE0<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11634.53     | 0.02%             | 2031-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 03/01/2048#FS8330                                                                        | CUSIP: 3140XQHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     45049 | PA      | $40393.29     | 0.08%             | 2048-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALOGY GROUP LLC / REALOGY CO-ISSUER CORP                                      | REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A                                      | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9265.20      | 0.02%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS LLC / SALLY CAP INC                                              | SALLY HOLDINGS LLC / CAP INC 6.75% 03/01/2032                                                         | CUSIP: 79546VAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2074.99      | 0.00%             | 2032-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2053#SD8360                                                                      | CUSIP: 3132DWJD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69177 | PA      | $66731.55     | 0.14%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC                      | BCPE FLAVOR DEBT MERGER SUB LLC AND BCPE FLAVOR ISSUER INC 9.5% 07/01/2032 144A                       | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000 | PA      | $5185.42      | 0.01%             | 2032-07-01      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                     | STAPLES INC 12.75% 01/15/2030 144A                                                                    | CUSIP: 855030AS1<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |      7271 | PA      | $5175.52      | 0.01%             | 2030-01-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                   | TRANSDIGM INC 6.75% 01/31/2034 144A                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5161.31      | 0.01%             | 2034-01-31      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                           | ON SEMICONDUCTOR CORP CONV 0% 05/01/2027                                                              | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5712.50      | 0.01%             | 2027-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANO HEALTH LLC                                                                 | CANO HEALTH LLC WT                                                                                    | CUSIP: N/A<br>LEI: 254900OGI2T8V1NXN639       | Long             | EC               | CORP              | US        |        29 | NS      | $99.47        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CARVANA CO                                                                      | CARVANA CO PIK VAR 12/01/2028 144A                                                                    | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |      3842 | PA      | $3929.48      | 0.01%             | 2028-12-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP / GLP FIN CORP                                               | GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029                                                   | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13174.28     | 0.03%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 1.75% 05/28/2028                                                              | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132421.19    | 0.28%             | 2028-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                           | CELANESE US HLDGS LLC 6.5% 04/15/2030                                                                 | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7063.78      | 0.01%             | 2030-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 02/20/2055#MB0205                                                                        | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    175000 | PA      | $176379.85    | 0.37%             | 2055-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.943%/VAR 01/21/2033                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63055.36     | 0.13%             | 2033-01-21      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 5.807%/VAR 09/09/2026                                                         | CUSIP: 80282KBE5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35006.74     | 0.07%             | 2026-09-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHS/CMNTY HEALTH SYSTEMS INC                                                    | CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A                                                    | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     67000 | PA      | $57110.40     | 0.12%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.1% 06/01/2029       | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $23124.86     | 0.05%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25769.37     | 0.05%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                                                             | LBM ACQUISITION LLC 6.25% 01/15/2029 144A                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4586.91      | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | ALTICE FRANCE SA 5.5% 10/15/2029 144A                                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |      1000 | PA      | $857.50       | 0.00%             | 2029-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 6.625%/VAR 10/15/2055                                                               | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      4000 | PA      | $4069.34      | 0.01%             | 2055-10-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                                                 | IHS HOLDING LTD 6.25% 11/29/2028 144A                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      1000 | PA      | $988.44       | 0.00%             | 2028-11-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                                         | NEW FORTRESS ENERGY TERM B 1LN 10/30/2028                                                             | CUSIP: N/A<br>LEI: 254900EICTYTCHA5X705       | Long             | LON              | CORP              | US        |     29925 | PA      | $14251.78     | 0.03%             | 2028-10-30      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 11/01/2051#CB2095                                                                        | CUSIP: 3140QMKH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49366 | PA      | $42859.76     | 0.09%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2% 11/01/2040#                                                                              | CUSIP: 31418DUA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42951 | PA      | $37359.23     | 0.08%             | 2040-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORPORATION                                            | OLYMPUS WATER US HOLDING CORPORATION 9.75% 11/15/2028 144A                                            | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4193.41      | 0.01%             | 2028-11-15      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING BRANDS INC                                                 | CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A                                                | CUSIP: 21925DAA7<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6160.00      | 0.01%             | 2029-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                                     | STARWOOD PPTY TR INC 6.5% 10/15/2030 144A                                                             | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12387.43     | 0.03%             | 2030-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALBEMARL CORP                                                                   | ALBEMARLE CORP 7.25% PC PERP                                                                          | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |        59 | NS      | $2331.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OWENS and MINOR INC                                                             | OWENS and MINOR INC 6.625% 04/01/2030 144A                                                            | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |     19000 | PA      | $16481.22     | 0.03%             | 2030-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                               | NEWELL BRANDS INC 6.375% 05/15/2030                                                                   | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6907.95      | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG ENERGY INC 6% 02/01/2033 144A                                                                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7094.24      | 0.01%             | 2033-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2055#SD8515                                                                      | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    121890 | PA      | $122635.19    | 0.26%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                | NUMERICABLE / ALTICE FRANCE TERM B-13 1LN 08/14/2026                                                  | CUSIP: N/A<br>LEI: 5493001ZMCICV4N02J21       | Long             | LON              | CORP              | FR        |       997 | PA      | $881.92       | 0.00%             | 2026-08-14      | Variable      | 0.10%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB GROUP PLC 2.875%/VAR 05/30/2031 REGS                                                              | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |    100000 | PA      | $117015.66    | 0.25%             | 2031-05-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                       | BLOCK INC 3.5% 06/01/2031                                                                             | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     49000 | PA      | $45266.45     | 0.10%             | 2031-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2052#MA7988                                                                          | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    148224 | PA      | $131363.57    | 0.28%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                        | COOPERATIEVE RABOBANK UA 1.125% 05/07/2031 REGS                                                       | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |    100000 | PA      | $104827.39    | 0.22%             | 2031-05-07      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | WHIRLPOOL CORP 6.5% 06/15/2033                                                                        | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26181.71     | 0.05%             | 2033-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 2% 05/15/2030                                                                              | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $126876.25    | 0.27%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                           | MINERAL RESOURCES LTD 8.125% 05/01/2027 144A                                                          | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      7000 | PA      | $7003.98      | 0.01%             | 2027-05-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2052#FS5486                                                                      | CUSIP: 3140XMCY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51684 | PA      | $47252.38     | 0.10%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                | TRANE TECHNOLOGIES FINANCING LTD 3.8% 03/21/2029                                                      | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    130000 | PA      | $128755.18    | 0.27%             | 2029-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM,G.B. and N.IRELAND                                               | UNITED KINGDOM G.B. and N.IRELAND 4.25% 06/07/2032 REGS                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     29000 | PA      | $39138.36     | 0.08%             | 2032-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CEC ENTERTAINMENT LLC                                                           | CEC ENTERTAINMENT LLC 6.75% 05/01/2026 144A                                                           | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000 | PA      | $7967.42      | 0.02%             | 2026-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.687%/VAR 04/22/2032                                                     | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63503.03     | 0.13%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2052#SD1772                                                                        | CUSIP: 3132DN6H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36859 | PA      | $34863.75     | 0.07%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2033                                                                           | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $494765.63    | 1.04%             | 2033-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA BUYER/ATLANTI                                                        | CALIFORNIA BUYER/ATLANTI 6.375% 02/15/2032 144A                                                       | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     56000 | PA      | $56800.69     | 0.12%             | 2032-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer