# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0002066578-26-000327
**Filing Date:** 2026-2
**Character Count:** 1573071
**Document Hash:** af87848fd030f2fece3df28abf96ccaa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000327.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0002066578-26-000327

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** GuideStone Funds
- **CENTRAL INDEX KEY:** 0001131013

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-10263
- **FILM NUMBER:** 26666373

**BUSINESS ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152
- **BUSINESS PHONE:** 214-720-2148

**MAIL ADDRESS:**
- **STREET 1:** 5005 LYNDON B. JOHNSON FREEWAY
- **STREET 2:** SUITE 2200
- **CITY:** DALLAS
- **STATE:** TX
- **ZIP:** 75244-6152

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AB FUNDS TRUST/DE
- **DATE OF NAME CHANGE:** 20010405

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ANNUITY BOARD FUNDS TRUST
- **DATE OF NAME CHANGE:** 20010102

## Series and Classes Contracts Data

### MEDIUM-DURATION BOND FUND (Series ID: S000001155)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000003083 | Institutional | GMDYX           |
| C000003084 | Investor      | GMDZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** GuideStone Funds

- **b. Investment Company Act file number:** 811-10263

- **c. CIK number of Registrant:** 0001131013

- **d. LEI of Registrant:** 5493004CCGXMXJDWX424

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

  - **Street Address 1:** 5005 LBJ Freeway, Ste. 2200

  - **City:** Dallas

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 75244

  - **Telephone number:** 214-720-1170

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

- **a. Name of Series:** MEDIUM-DURATION BOND FUND

- **b. EDGAR series identifier (if any):** S000001155

- **c. LEI of Series:** 1DDHUTG38S1PS4EC6J14

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

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

- **b. Date as of which information is reported:** 2025-12-31

**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:** $4996124865.79

**Total Liabilities:** $1408724968.42

**Net Assets:** $3587399897.37

**Delayed Delivery Securities:** $1346854965.97

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3795.628040384508 | **1-Year:** 99472.051834804922 | **5-Year:** 515301.618001381104 | **10-Year:** 516937.041876589860 | **30-Year:** 68797.542282387508

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

- **3-Month:** 287.367218316845 | **1-Year:** 12449.824596165386 | **5-Year:** 50479.037723140046 | **10-Year:** 12265.168443970329 | **30-Year:** 2638.575456858452

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003083 | 0.73%                | 0.61%                | 0.13%                |
| Class ID C000003084 | 0.71%                | 0.59%                | 0.04%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1639070.88              | $5988784.13                                |
| Month 2  | $-854295.66              | $9994496.02                                |
| Month 3  | $-3974403.46             | $-6728369.71                               |

**Designated Index Information**

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

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage Association                                                         | G2 4833                                                                                                                                                | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1742 | PA      | $1696.14      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 567909                                                                                                                                              | CUSIP: 36213X3S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1989 | PA      | $2007.53      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                                        | SPRO 2021-1A A2                                                                                                                                        | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      477500 | PA      | $452179.11    | 0.01%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| AZ BATTERY PPTY 6.73%                                                                            | AZ BATTERY PPTY 6.73%                                                                                                                                  | CUSIP: 00299BMM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $279160.00    | 0.01%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V7.5 PERP X                                                                                                                                         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1112161.05   | 0.03%             | 2049-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2021-12 A6                                                                                                                                       | CUSIP: 46592WAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1323806 | PA      | $1252788.43   | 0.03%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CPI HOLDCO TL                                                                                    | CPI HOLDCO TL                                                                                                                                          | CUSIP: LX2322332<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      545622 | PA      | $547403.63    | 0.02%             | 2031-05-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 5.439 07/15/31                                                                                                                                  | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1052654.82   | 0.03%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.125 11/15/31                                                                                                                                     | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      800000 | PA      | $835719.20    | 0.02%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| MILL CITY SECURITIES 2024-RS1 LLC                                                                | MCMLT 2024-RS1 A1                                                                                                                                      | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      616384 | PA      | $578913.39    | 0.02%             | 2069-11-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 31(M) LTD                                                             | GOCAP 2016-31A CRR                                                                                                                                     | CUSIP: 38180JAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $998514.60    | 0.03%             | 2037-11-05      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cerberus Loan Funding XLVIII LLC                                                                 | CERB 2024-4A B                                                                                                                                         | CUSIP: 15675JAC4<br>LEI: 635400TT2BPIAD7JRA96 | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $943545.70    | 0.03%             | 2036-10-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      450000 | PA      | $355707.32    | 0.01%             | 2049-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Crown Americas LLC                                                                               | CCK 5.875 06/01/33 144A                                                                                                                                | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1059487.07   | 0.03%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RCF3 LLC                                                                               | PRPM 2025-6 A1                                                                                                                                         | CUSIP: 69395KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      785567 | PA      | $787422.60    | 0.02%             | 2030-08-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                                                                                                       | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       33000 | PA      | $33453.75     | 0.00%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.5 02/15/41                                                                                                                                      | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      375000 | PA      | $306166.38    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth                                                                                      | PEAHEA 4.335 11/15/28                                                                                                                                  | CUSIP: 70462GAE8<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1015402.69   | 0.03%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Graham Holdings Co                                                                               | GHC 5.625 12/01/33 144A                                                                                                                                | CUSIP: 384637AC8<br>LEI: 529900BOSCEEEMAFQJ29 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1953281.59   | 0.05%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CC1438                                                                                                                                              | CUSIP: 3140Y7S41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14916759 | PA      | $15252831.79  | 0.43%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FN AB9820                                                                                                                                              | CUSIP: 31417G4E3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      177400 | PA      | $164368.20    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT0654                                                                                                                                              | CUSIP: 3138WMWQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       20599 | PA      | $19094.90     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FN AB9344                                                                                                                                              | CUSIP: 31417GL20<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |       32882 | PA      | $30483.44     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVASP 0 09/15/39                                                                                                                                       | CUSIP: 88059FBS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      400000 | PA      | $209576.53    | 0.01%             | 2039-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F020620<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3240000 | PA      | $2623633.16   | 0.07%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                           | HPQ 4 04/15/29                                                                                                                                         | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128739.51    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB4693                                                                                                                                              | CUSIP: 3140QQGB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1473441 | PA      | $1517855.02   | 0.04%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 6.853 03/28/54                                                                                                                                  | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      240000 | PA      | $250842.49    | 0.01%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners Lp                                                                      | CQP 5.95 06/30/33                                                                                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      150000 | PA      | $159356.97    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MITER Brands Acquisition Holdco Inc & PGT Innovations LLC.                                       | MIWIDO 6.75 04/01/32 144A                                                                                                                              | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $666780.09    | 0.02%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust 2024-1                                                                  | FFIN 2024-1A B                                                                                                                                         | CUSIP: 349941AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      392762 | PA      | $403694.08    | 0.01%             | 2049-12-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                                                              | OBX 2024-NQM6 A3                                                                                                                                       | CUSIP: 67118XAC9<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-O            | CORP              | US        |      214767 | PA      | $217733.79    | 0.01%             | 2064-02-25      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                                                            | TEAM 5.5 05/15/34                                                                                                                                      | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |      124000 | PA      | $128616.29    | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Hasbro Inc                                                                                       | HAS 6.05 05/14/34                                                                                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      400000 | PA      | $425280.09    | 0.01%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| VISTA PT SEC TR 24-CES1                                                                          | VSTA 2024-CES1 A1                                                                                                                                      | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      684825 | PA      | $693722.56    | 0.02%             | 2054-05-25      | Variable      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 6 05/20/34                                                                                                                                        | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      400000 | PA      | $422627.30    | 0.01%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 5.424 07/09/31                                                                                                                                  | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1300000 | PA      | $1362450.62   | 0.04%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services                                                                              | UGI Energy Services Term Loan B 250 2030-02-01                                                                                                         | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |     1280253 | PA      | $1286788.85   | 0.04%             | 2030-02-22      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V6.85 PERP                                                                                                                                         | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      750000 | PA      | $786799.50    | 0.02%             | 2049-12-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Greensaif Pipelines Bidco S.a r.l.                                                               | GASBCM 5.8528 02/23/36 144A                                                                                                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $209297.58    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Spire Missouri Inc                                                                               | SR 5.15 08/15/34 2034                                                                                                                                  | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |      800000 | PA      | $823033.79    | 0.02%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR 2024-1 AVIATION LIMITED                                                                | NAVTR 2024-1 A                                                                                                                                         | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |      950000 | PA      | $956327.69    | 0.03%             | 2049-08-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| BSPRT 2024-FL11 ISSUER LLC                                                                       | BSPRT 2024-FL11 B                                                                                                                                      | CUSIP: 05613RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      250000 | PA      | $250017.00    | 0.01%             | 2057-09-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 20                                                              | VSTA 2024-CES2 A1                                                                                                                                      | CUSIP: 92841YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      602041 | PA      | $602312.82    | 0.02%             | 2054-10-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                                                      | VDC 2024-1A A2                                                                                                                                         | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $149271.25    | 0.00%             | 2054-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.625%                                                                        | UNITED STATES TSY. 1.625%                                                                                                                              | CUSIP: 91282CLV1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     5250000 | PA      | $5491768.66   | 0.15%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 04/30/32                                                                                                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10500000 | PA      | $10584287.07  | 0.30%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.664 04/17/36                                                                                                                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      825000 | PA      | $868216.52    | 0.02%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 04/30/30                                                                                                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3500000 | PA      | $3530625.00   | 0.10%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                              | NRZT 2025-NQM3 A1                                                                                                                                      | CUSIP: 64832CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      341946 | PA      | $346015.49    | 0.01%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-1 MT                                                                                                                                          | CUSIP: 38385CQG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      481263 | PA      | $481771.50    | 0.01%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                              | CLAST 2025-2A A                                                                                                                                        | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1022733 | PA      | $1036857.46   | 0.03%             | 2050-08-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BZ4468                                                                                                                                              | CUSIP: 3140NY6E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      748092 | PA      | $757385.08    | 0.02%             | 2055-07-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 6 12/15/35 144A                                                                                                                                    | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      695000 | PA      | $713634.10    | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2025-NQM1                                                                      | JPMMT 2025-NQM5 A1A                                                                                                                                    | CUSIP: 46664DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3100000 | PA      | $3105148.48   | 0.09%             | 2065-05-25      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32499000 | PA      | $32417878.43  | 0.90%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 591851                                                                                                                                              | CUSIP: 36201SQC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3947 | PA      | $3998.62      | 0.00%             | 2033-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 607639                                                                                                                                              | CUSIP: 36202SBG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         835 | PA      | $839.38       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB8832                                                                                                                                              | CUSIP: 31417FY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14755 | PA      | $13680.15     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pheaa Student Loan Trust 2016-1                                                                  | PHEAA 2016-1A A                                                                                                                                        | CUSIP: 69343FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      129453 | PA      | $130522.18    | 0.00%             | 2065-09-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                        | BRAVO 2024-NQM3 A3                                                                                                                                     | CUSIP: 10569LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      355351 | PA      | $359079.33    | 0.01%             | 2064-03-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2024-HE1 A                                                                                                                                       | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      193280 | PA      | $197682.18    | 0.01%             | 2054-03-25      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                      | HST 5.7 07/01/34                                                                                                                                       | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1141569.89   | 0.03%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.5 05/15/31                                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      150000 | PA      | $158164.50    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OBRA LONGEVITY 6.0%                                                                              | OBRA LONGEVITY 6.0%                                                                                                                                    | CUSIP: 67499AKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1400000 | PA      | $1490160.00   | 0.04%             | 2039-06-30      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| Stream Innovations 2024-1 Issuer Trust                                                           | STRE 2024-1A A                                                                                                                                         | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      734062 | PA      | $764101.82    | 0.02%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.594 07/10/35                                                                                                                                 | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1800000 | PA      | $1892340.98   | 0.05%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| ASSET 2024-1 TRUST                                                                               | AASET 2024-1A A2                                                                                                                                       | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      733543 | PA      | $755361.28    | 0.02%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| TRIPADVISOR TL                                                                                   | TRIPADVISOR TL                                                                                                                                         | CUSIP: LX2366941<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1287000 | PA      | $1245976.88   | 0.03%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                                                         | BX 2024-AIRC B                                                                                                                                         | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      561717 | PA      | $565416.62    | 0.02%             | 2039-08-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Globe Life Inc                                                                                   | GL 5.85 09/15/34                                                                                                                                       | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |      210000 | PA      | $221272.94    | 0.01%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 2 LLC                                                                    | ARESDL 2024-2A C                                                                                                                                       | CUSIP: 04021CAG5<br>LEI: 254900G0OBAGPDEAK422 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1497976.95   | 0.04%             | 2036-10-20      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| TransDigm                                                                                        | TransDigm Term Loan L (Incremental) 250 2032-01-01                                                                                                     | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      297000 | PA      | $298525.10    | 0.01%             | 2032-09-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4 03/31/30                                                                                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | PA      | $2230035.15   | 0.06%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.572 04/22/36                                                                                                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2362438.22   | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2312353.65   | 0.06%             | 2040-06-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Fidelis Insurance Holdings Ltd.                                                                  | FIHL V7.75 06/15/55                                                                                                                                    | CUSIP: 31575FAC0<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $216859.80    | 0.01%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5554 A                                                                                                                                             | CUSIP: 3137HMA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      328681 | PA      | $332931.85    | 0.01%             | 2053-04-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2025-1 CT                                                                                                                                          | CUSIP: 38385CRP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      185875 | PA      | $185601.45    | 0.01%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 51 LLC                                                                     | CERB 2025-2A B                                                                                                                                         | CUSIP: 15675QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1001869.80   | 0.03%             | 2037-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lazard Group LLC                                                                                 | LAZ 5.625 08/01/35                                                                                                                                     | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      975000 | PA      | $1001786.46   | 0.03%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 4.05 02/15/48 *                                                                                                                                    | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      425000 | PA      | $326374.83    | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.5 03/31/31 144A                                                                                                                                  | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      780000 | PA      | $789651.72    | 0.02%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.2 11/15/30                                                                                                                                      | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2233203.20   | 0.06%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                                                                                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2001458.26   | 0.06%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.125 12/15/30 144A                                                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      625000 | PA      | $637032.80    | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 591924                                                                                                                                              | CUSIP: 36201SSM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2251 | PA      | $2286.16      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 633240                                                                                                                                              | CUSIP: 36291NPZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2726 | PA      | $2791.80      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BTOPN DBSI/FIXE TO 05/0                                                                          | BTOPN DBSI/FIXE TO 05/0                                                                                                                                | CUSIP: 77799DEC4<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   318000000 | PA      | $317999999.98 | 8.86%             | 2026-01-05      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BTOPN CITIGROUP TO 02/0                                                                          | BTOPN CITIGROUP TO 02/0                                                                                                                                | CUSIP: 77799DEC4<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    54000000 | PA      | $54000000.00  | 1.51%             | 2026-01-02      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 486670                                                                                                                                              | CUSIP: 36210AT31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13706 | PA      | $14235.91     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AQ8656                                                                                                                                              | CUSIP: 3138MQTN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4979 | PA      | $4642.11      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands B.V.                                                                        | SRENVX V5.625 08/15/52                                                                                                                                 | CUSIP: N2563PBY9<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |      900000 | PA      | $910886.02    | 0.03%             | 2052-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4 07/15/46                                                                                                                                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      275000 | PA      | $191716.83    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2022-NQM3                                                        | BRAVO 2024-NQM3 A2                                                                                                                                     | CUSIP: 10569LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      355351 | PA      | $359096.85    | 0.01%             | 2064-03-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO III LLC 2020-3                                                                      | OR 2020-3A BR                                                                                                                                          | CUSIP: 69120DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003088.40   | 0.03%             | 2036-04-20      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| TRICON RES TR 2024-SFR1                                                                          | TCN 2024-SFR1 C                                                                                                                                        | CUSIP: 89616UAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $998561.65    | 0.03%             | 2029-04-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                               | GXO 6.5 05/06/34                                                                                                                                       | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      250000 | PA      | $271169.35    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| AP GRANGE HLDGS LLC 5.0%                                                                         | AP GRANGE HLDGS LLC 5.0%                                                                                                                               | CUSIP: 03799AL20<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $312000.00    | 0.01%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| FIGRE TRUST 2024-HE2                                                                             | FIGRE 2024-HE3 B                                                                                                                                       | CUSIP: 31684GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      346792 | PA      | $353318.28    | 0.01%             | 2054-07-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Co.                                                                  | MYLIFE V5.8 09/11/54 144A                                                                                                                              | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      232000 | PA      | $236269.50    | 0.01%             | 2054-09-11      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: —       |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-3A A23                                                                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      693000 | PA      | $690776.13    | 0.02%             | 2054-07-30      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cars Db4 LP                                                                                      | CAUTO 2024-3A A2                                                                                                                                       | CUSIP: 12510HBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1181250 | PA      | $1133581.07   | 0.03%             | 2054-10-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 6 12/07/33                                                                                                                                       | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $531870.06    | 0.01%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IRV TRUST 2025-200P                                                                              | IRV 2025-200P A                                                                                                                                        | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2800000 | PA      | $2883277.04   | 0.08%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products Inc.                                                                       | BECN 6.75 04/30/32 144A                                                                                                                                | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1238584.14   | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.115 05/23/31                                                                                                                                    | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $514013.62    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $815688.00    | 0.02%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                                              | CATMED 4.352 09/01/30                                                                                                                                  | CUSIP: 20268JAY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1141591.19   | 0.03%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Acushnet Co                                                                                      | GOLF 5.625 12/01/33 144A                                                                                                                               | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |      505000 | PA      | $511936.64    | 0.01%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| NYC COMMERCIAL MTG TR 2025-3BP                                                                   | NYC 2025-77C A                                                                                                                                         | CUSIP: 67123LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2314648.59   | 0.06%             | 2038-01-10      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM21 TRUST                                                                             | OBX 2025-NQM21 A1A                                                                                                                                     | CUSIP: 67448BAD6<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-O            | CORP              | US        |     2975000 | PA      | $2985120.36   | 0.08%             | 2065-10-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.9 11/09/52                                                                                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      875000 | PA      | $867958.90    | 0.02%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 4.9 04/15/29                                                                                                                                       | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      375000 | PA      | $384195.65    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6080                                                                                                                                              | CUSIP: 3140QRXJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1484184 | PA      | $1521651.14   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                     | SWTCH 2024-1A A2                                                                                                                                       | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $707385.39    | 0.02%             | 2054-03-25      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| GOLDENTREE LN MGMT US CLO 9 LTD/LLC                                                              | GLM 2021-9A CR                                                                                                                                         | CUSIP: 38138JAU7<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1005242.30   | 0.03%             | 2037-04-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CNO Financial Group, Inc.                                                                        | CNO 6.45 06/15/34                                                                                                                                      | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1717603.02   | 0.05%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                                        | ECPG 8.5 05/15/30 144A                                                                                                                                 | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      200000 | PA      | $214914.60    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| ANZ Bank New Zealand Limited                                                                     | ANZNZ V5.898 07/10/34 144A                                                                                                                             | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |     1350000 | PA      | $1404502.11   | 0.04%             | 2034-07-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: —       |
| STATION PLACE SECURIT FRN                                                                        | STATION PLACE SECURIT FRN                                                                                                                              | CUSIP: 857942AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1300000.00   | 0.04%             | 2026-07-12      | Floating      | 5.46%                 | No            |                  3 | On Loan: No      |
| ALLO ISSUER LLC                                                                                  | ALLO 2024-1A A2                                                                                                                                        | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1016015.85   | 0.03%             | 2054-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| ATLX 2024-RPL1 TRUST                                                                             | ATLX 2024-RPL1 A1                                                                                                                                      | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      884883 | PA      | $866253.22    | 0.02%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd.                                                                          | ALK 5.308 10/20/31 144A                                                                                                                                | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      850000 | PA      | $858787.22    | 0.02%             | 2031-10-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: —       |
| Ares European CLO XXI Designated Activity Co.                                                    | ARESE 21A B                                                                                                                                            | CUSIP: G0458LAN3<br>LEI: 254900REPQKNP1XRDH75 | Long             | ABS-O            | CORP              | IE        |      610000 | PA      | $714438.12    | 0.02%             | 2038-04-15      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                     | AMXCA 2025-3 A                                                                                                                                         | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |     2600000 | PA      | $2661699.56   | 0.07%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.58 05/09/36 144A                                                                                                                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1425000 | PA      | $1485288.05   | 0.04%             | 2036-05-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2025-NSLB                                   | JPMCC 2025-NSLB A                                                                                                                                      | CUSIP: 46659JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1780490.84   | 0.05%             | 2042-06-05      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                                                         | NYMT 2025-CP1 A1                                                                                                                                       | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-O            | CORP              | US        |     1428994 | PA      | $1381817.72   | 0.04%             | 2069-11-25      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM7                                                        | BRAVO 2025-NQM7 A2                                                                                                                                     | CUSIP: 10570TAC9<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-O            | CORP              | US        |     1532364 | PA      | $1543594.18   | 0.04%             | 2065-07-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                                              | CATMED 4.975 09/01/35 .                                                                                                                                | CUSIP: 20268JBD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1729163.99   | 0.05%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                         | BFLD 2025-660F C                                                                                                                                       | CUSIP: 05556QAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3000000 | PA      | $3021331.05   | 0.08%             | 2042-11-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Carpenter Technology Corporation                                                                 | CRS 5.625 03/01/34 144A                                                                                                                                | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      560000 | PA      | $569320.64    | 0.02%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4597                                                                                                                                              | CUSIP: 31418EDB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      815076 | PA      | $662613.00    | 0.02%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                              | CATMED 6.461 11/01/52                                                                                                                                  | CUSIP: 20268JAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1088620.97   | 0.03%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS K-152 A2                                                                                                                                          | CUSIP: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1000000 | PA      | $972258.95    | 0.03%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                                         | OBX 2024-NQM4 A2                                                                                                                                       | CUSIP: 67118TAB0<br>LEI: 549300JK5TDDSAIKZ665 | Long             | ABS-O            | CORP              | US        |      564714 | PA      | $569065.13    | 0.02%             | 2064-01-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                                     | AA 7.125 03/15/31 144A                                                                                                                                 | CUSIP: 013822AH4<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $426699.36    | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Store Master Funding LLC                                                                         | STR 2024-1A A1                                                                                                                                         | CUSIP: 86212XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      495833 | PA      | $502507.59    | 0.01%             | 2054-05-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.625 04/30/31                                                                                                                                       | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1730000 | PA      | $1802984.38   | 0.05%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 7.125 04/30/31 144A                                                                                                                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1282648.60   | 0.04%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citco Group                                                                                      | Citco Group Term Loan B 275 2028-04-01                                                                                                                 | CUSIP: 17302JAK3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      784060 | PA      | $790167.83    | 0.02%             | 2028-04-27      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE2                                                                             | FIGRE 2024-HE3 A                                                                                                                                       | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      693584 | PA      | $706684.63    | 0.02%             | 2054-07-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                                                         | BX 2024-AIRC A                                                                                                                                         | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      702146 | PA      | $704401.74    | 0.02%             | 2039-08-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| INVITATION HOMES 2024-SFR1 TRUST                                                                 | IHSFR 2024-SFR1 B                                                                                                                                      | CUSIP: 46188DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $634001.06    | 0.02%             | 2029-09-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V6.125 PERP Y                                                                                                                                       | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      200000 | PA      | $202896.20    | 0.01%             | 2049-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Slam 2024-1 Ltd. / Slam 2024-1 LLC                                                               | SLAM 2024-1A A                                                                                                                                         | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      597815 | PA      | $607199.38    | 0.02%             | 2049-09-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| NEW RES MTG LN TR 2025-NQM1                                                                      | NRZT 2025-NQM1 A1                                                                                                                                      | CUSIP: 64832DAC5<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-O            | CORP              | US        |     1106720 | PA      | $1122460.20   | 0.03%             | 2065-01-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                                       | BLDR 6.75 05/15/35 144A                                                                                                                                | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1125271.73   | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.375 08/01/33 144A                                                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $260967.94    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.375 08/01/33 144A                                                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      745000 | PA      | $777684.46    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V6.25 PERP                                                                                                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      500000 | PA      | $508087.50    | 0.01%             | 2049-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.419 04/15/33                                                                                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $951534.84    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: —       |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                                                                                                                 | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1212387.78   | 0.03%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| J P MORGAN MORTGAGE TRUST 2025-NQM4                                                              | JPMMT 2025-NQM4 A1A                                                                                                                                    | CUSIP: 46660HAA4<br>LEI: 529900AW45JIN41HJ284 | Long             | ABS-O            | CORP              | US        |     3027978 | PA      | $3033886.68   | 0.08%             | 2066-03-25      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    61545548 | NS      | $61545547.51  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3 02/15/49                                                                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4000000 | PA      | $2960781.26   | 0.08%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.75 02/15/33                                                                                                                                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      800000 | PA      | $842356.71    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TPG Operating Group II LP                                                                        | TPG 5.875 03/05/34                                                                                                                                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      486000 | PA      | $508437.52    | 0.01%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc.                                                                               | GXO 6.25 05/06/29                                                                                                                                      | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      250000 | PA      | $263763.96    | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 7.5 05/02/54 REGS                                                                                                                                | CUSIP: V6560ABD3<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      880000 | PA      | $976340.63    | 0.03%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-5                                                                    | SEMT 2024-5 A5                                                                                                                                         | CUSIP: 81743CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      163292 | PA      | $164494.23    | 0.00%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                                       | RGA 5.75 09/15/34                                                                                                                                      | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      750000 | PA      | $784698.56    | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                          | VBTEL 2024-1A D                                                                                                                                        | CUSIP: 91823ABE0<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1119265.02   | 0.03%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MTG TRUST 2021-13                                                                    | JPMMT 2021-13 A6                                                                                                                                       | CUSIP: 46592XAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      579849 | PA      | $547499.40    | 0.02%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DRIVE BIDCO TL                                                                                   | DRIVE BIDCO TL                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1190377.84   | 0.03%             | 2031-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 5.375 01/01/32                                                                                                                                     | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1383185.70   | 0.04%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Whistler Pipeline LLC                                                                            | WHISPI 5.95 09/30/34 144A                                                                                                                              | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      850000 | PA      | $882758.09    | 0.02%             | 2034-09-30      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: —       |
| TRICON RES TR 2024-SFR3                                                                          | TCN 2024-SFR3 C                                                                                                                                        | CUSIP: 89616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $499822.75    | 0.01%             | 2041-08-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2024-HE4 A                                                                                                                                       | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      329162 | PA      | $331390.99    | 0.01%             | 2054-09-25      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.05 11/01/34                                                                                                                                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      500000 | PA      | $496857.17    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB9155                                                                                                                                              | CUSIP: 3140QVE59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2404387 | PA      | $2499125.40   | 0.07%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BDS 2024-FL13 LLC                                                                                | BDS 2024-FL13 AS                                                                                                                                       | CUSIP: 05555MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1003433.00   | 0.03%             | 2039-09-19      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| First American Financial Corporation                                                             | FAF 5.45 09/30/34                                                                                                                                      | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      700000 | PA      | $701616.23    | 0.02%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 6.75 05/01/33 144A                                                                                                                              | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |     1895000 | PA      | $1979244.78   | 0.06%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                           | FAIRIC 6 05/15/33 144A                                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      815000 | PA      | $839799.64    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.875 06/15/31 144A                                                                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2595000 | PA      | $2682355.49   | 0.07%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CACI International Inc.                                                                          | CACI 6.375 06/15/33 144A                                                                                                                               | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      495000 | PA      | $512784.70    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Trust 2025-1                                                           | TALNT 2025-1A A                                                                                                                                        | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |     2775000 | PA      | $2836993.50   | 0.08%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.5 03/31/34 144A                                                                                                                                  | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1078775.36   | 0.03%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      650000 | PA      | $664866.94    | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.25 12/11/55 144A                                                                                                                                | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      910000 | PA      | $903560.84    | 0.03%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM 2.95 10/01/26                                                                                                                                      | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      700000 | PA      | $695639.92    | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                                                | YTLPMK 5.375 03/10/28                                                                                                                                  | CUSIP: G95430AA5<br>LEI: 213800B9BFRCA1YMEI57 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $683689.75    | 0.02%             | 2028-03-10      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mtg Tr 6                                                                                 | SEMT 6 A                                                                                                                                               | CUSIP: 81743XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       14953 | PA      | $14834.05     | 0.00%             | 2027-04-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                                                           | NSUS 6.375 10/01/30                                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      221000 | PA      | $232746.80    | 0.01%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ipalco Enterprises Inc.                                                                          | AES 4.25 05/01/30                                                                                                                                      | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1762912.57   | 0.05%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V7.399 11/13/34                                                                                                                                   | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2255000 | PA      | $2578547.05   | 0.07%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO I LLC FRN                                                                           | OWL ROCK CLO I LLC FRN                                                                                                                                 | CUSIP: 69121XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1001227.30   | 0.03%             | 2036-02-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2                                                              | CHASE 2024-3 A7                                                                                                                                        | CUSIP: 16159HAN7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $152401.17    | 0.00%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                             | LHOME 2024-RTL5 A1                                                                                                                                     | CUSIP: 50205WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $852252.59    | 0.02%             | 2039-09-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                                         | SAFE 5.65 01/15/35                                                                                                                                     | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |       53000 | PA      | $54636.68     | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 6 05/13/30                                                                                                                                         | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      600000 | PA      | $629850.00    | 0.02%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acrec 2025-FL3 LLC                                                                               | ACREC 2025-FL3 B                                                                                                                                       | CUSIP: 00112HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1241800.88   | 0.03%             | 2042-08-18      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Dai-ichi Life Insurance Co. Ltd. (The)                                                           | DAIL V6.2 PERP 144A                                                                                                                                    | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |      550000 | PA      | $576842.20    | 0.02%             | 2049-12-31      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | DINO 6.25 01/15/35                                                                                                                                     | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      400000 | PA      | $418262.80    | 0.01%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aaset 2025-1 Ltd / Aaset 2025-1 LLC                                                              | AASET 2025-1A A                                                                                                                                        | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      937791 | PA      | $957708.29    | 0.03%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO VII LTD                                                                             | OR 2022-7A AR                                                                                                                                          | CUSIP: 69121BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $797625.60    | 0.02%             | 2038-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                              | CLAST 2025-1A A                                                                                                                                        | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      934639 | PA      | $951140.08    | 0.03%             | 2050-02-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Quikrete                                                                                         | Quikrete Term Loan B-3 (Incremental) 225 2032-01-23                                                                                                    | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      865650 | PA      | $869298.71    | 0.02%             | 2032-01-31      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MORTGAGE TRUST 2025-1                                                                 | JPMMT 2025-1 A4                                                                                                                                        | CUSIP: 46658UAE1<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-O            | CORP              | US        |      726874 | PA      | $738053.59    | 0.02%             | 2055-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO LLC 2025-FL10                                                                          | FSRIA 2025-FL10 B                                                                                                                                      | CUSIP: 30340KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $296364.42    | 0.01%             | 2030-08-01      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CC0431                                                                                                                                              | CUSIP: 3140Y6PR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5994617 | PA      | $6097775.60   | 0.17%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Slam 2025-1 Ltd. / Slam 2025-1 LLC                                                               | SLAM 2025-1A A                                                                                                                                         | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      579008 | PA      | $595288.58    | 0.02%             | 2050-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Trinitas Clo VIII Ltd.                                                                           | TRNTS 2025-34A A                                                                                                                                       | CUSIP: 89643KAA9<br>LEI: 5493000JXST1RIX07H55 | Long             | ABS-CBDO         | CORP              | KY        |     4375000 | PA      | $4393344.38   | 0.12%             | 2038-04-22      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2007-HY1 2A3                                                                                                                                      | CUSIP: 92925VAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       53571 | PA      | $49710.73     | 0.00%             | 2037-02-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| First American Financial Corporation                                                             | FAF 4 05/15/30                                                                                                                                         | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      450000 | PA      | $436179.13    | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V2.896 03/15/32                                                                                                                                  | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1103933.42   | 0.03%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 2 04/14/33 REGS                                                                                                                                 | CUSIP: X7360WBT8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2400000 | PA      | $2300108.09   | 0.06%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                                           | LFT 2021-1A A                                                                                                                                          | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2145017.71   | 0.06%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 1.902 09/17/28                                                                                                                                  | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2300000 | PA      | $2174076.30   | 0.06%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 7.875 12/15/29 144A                                                                                                                               | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      300000 | PA      | $319404.82    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.45 04/01/31                                                                                                                                      | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6206000 | PA      | $6483928.23   | 0.18%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 5.95 06/30/33                                                                                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      380000 | PA      | $403704.33    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citadel Enterprise                                                                               | Citadel Enterprise Term Loan B 200 2031-10-01                                                                                                          | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |      982641 | PA      | $988910.44    | 0.03%             | 2031-10-31      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V5.59 11/26/35                                                                                                                                  | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $209884.79    | 0.01%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| Saudi Arabia (Kingdom of)                                                                        | KSA 5.375 01/13/31 144A                                                                                                                                | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      600000 | PA      | $629625.69    | 0.02%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.02 01/24/36                                                                                                                                       | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      159000 | PA      | $166907.66    | 0.00%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SL1136                                                                                                                                              | CUSIP: 31427NHN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      607222 | PA      | $617671.53    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                              | CCCIT 2025-A2 A                                                                                                                                        | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |     1850000 | PA      | $1889817.37   | 0.05%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AECOM                                                                                            | ACM 6 08/01/33 144A                                                                                                                                    | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     1576000 | PA      | $1616077.68   | 0.05%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DURST COMMERCIAL MORTGAGE TRUST 202                                                              | DURST 2025-151 A                                                                                                                                       | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2146162.73   | 0.06%             | 2042-08-10      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM13 TRUST                                                                             | OBX 2025-NQM13 A1A                                                                                                                                     | CUSIP: 67121UAF3<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-O            | CORP              | US        |     1802840 | PA      | $1820484.10   | 0.05%             | 2065-05-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP V6.05 03/15/56 D                                                                                                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      265000 | PA      | $260498.96    | 0.01%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      850000 | PA      | $816592.27    | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Golub Capital Partners CLO 83 M                                                                  | GOCAP 2025-83A B                                                                                                                                       | CUSIP: 38182EAE9<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $400497.12    | 0.01%             | 2038-11-09      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 399907                                                                                                                                              | CUSIP: 31378JGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         356 | PA      | $357.55       | 0.00%             | 2027-08-01      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Trust                                                                            | PRK 2017-280P A                                                                                                                                        | CUSIP: 90205FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1196403.12   | 0.03%             | 2034-09-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V4.875 PERP                                                                                                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      540000 | PA      | $537642.53    | 0.01%             | 2049-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co. II LLC                                                                          | ARES 3.25 06/15/30 144A                                                                                                                                | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |      482000 | PA      | $457747.64    | 0.01%             | 2030-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Masco Corporation                                                                                | MAS 1.5 02/15/28                                                                                                                                       | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2084896.62   | 0.06%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST 2021-MOON                                                                            | CRSNT 2021-MOON A                                                                                                                                      | CUSIP: 22877LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2483833.00   | 0.07%             | 2036-04-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 2.4 04/10/28                                                                                                                                        | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144567.85    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                                                           | OBDC 2.875 06/11/28                                                                                                                                    | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2078332.86   | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Goodleap Sustainable Home Solutions Trust 2021-3                                                 | GOOD 2021-3CS A                                                                                                                                        | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1484559 | PA      | $1212062.32   | 0.03%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2021-JACX                                                                 | BAMLL 2021-JACX A                                                                                                                                      | CUSIP: 05493LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2220024.86   | 0.06%             | 2038-09-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Sunrun Inc.                                                                                      | SUNRN 2021-2A A                                                                                                                                        | CUSIP: 86772HAA5<br>LEI: 54930007SJ77CI66U531 | Long             | ABS-O            | CORP              | US        |     1818880 | PA      | $1661420.01   | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2015-B                                                      | NAVSL 2015-BA A3                                                                                                                                       | CUSIP: 63939KAC3<br>LEI: 549300GZIQGXPYGM8M95 | Long             | ABS-O            | CORP              | US        |      522999 | PA      | $523963.92    | 0.01%             | 2040-07-16      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUS                                                              | AAL 2.875 07/11/34 A                                                                                                                                   | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1930000 | PA      | $1770090.25   | 0.05%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION TL                                                                          | CAPSTONE ACQUISITION TL                                                                                                                                | CUSIP: LX2437759<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       40252 | PA      | $38796.72     | 0.00%             | 2029-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE 2024-4                                                                       | TPMT 2024-4 A1A                                                                                                                                        | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      639103 | PA      | $642173.85    | 0.02%             | 2064-10-27      | Variable      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2024-HE6 A                                                                                                                                       | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      516706 | PA      | $521603.50    | 0.01%             | 2054-12-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 7.008 05/01/64                                                                                                                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $343266.77    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.23 01/15/31                                                                                                                                      | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309770.66    | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.95 PERP FF                                                                                                                                        | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      650000 | PA      | $670561.45    | 0.02%             | 2049-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WorldPay                                                                                         | WorldPay Term Loan B 200 2031-01-01                                                                                                                    | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |      744384 | PA      | $746479.82    | 0.02%             | 2031-01-31      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics                                                                             | Clearwater Analytics Term Loan B 225 2032-02-02                                                                                                        | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1250000 | PA      | $1252350.00   | 0.03%             | 2032-02-07      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                                     | CROSS 2025-H1 A2                                                                                                                                       | CUSIP: 22758NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      834285 | PA      | $843953.20    | 0.02%             | 2070-02-25      | Variable      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-HE1 TR                                                                                  | OBX 2025-HE1 M1                                                                                                                                        | CUSIP: 67121CAB2<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1002682.80   | 0.03%             | 2055-02-25      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V6.625 PERP                                                                                                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      350000 | PA      | $364967.40    | 0.01%             | 2049-12-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2025-PF1 A                                                                                                                                       | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1268217 | PA      | $1288416.23   | 0.04%             | 2055-06-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| EQT AB                                                                                           | EQTSS 5.85 05/08/35 144A                                                                                                                               | CUSIP: 29439EAA7<br>LEI: 213800U7P9GOIRKCTB34 | Long             | DBT              | CORP              | SE        |      550000 | PA      | $566461.64    | 0.02%             | 2035-05-08      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-5                                                                    | SEMT 2025-5 A5                                                                                                                                         | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      764543 | PA      | $767660.20    | 0.02%             | 2055-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-5                                                         | CHASE 2025-5 A4A                                                                                                                                       | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-O            | CORP              | US        |     1010770 | PA      | $1018374.27   | 0.03%             | 2055-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-5C11 MORTGAGE TRUST                                                                     | BMO 2025-5C11 A3                                                                                                                                       | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1781002.20   | 0.05%             | 2058-07-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| StoneX Escrow Issuer LLC                                                                         | SNEX 6.875 07/15/32 144A                                                                                                                               | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1270000 | PA      | $1317151.29   | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-6                                                                | VERUS 2025-6 A1                                                                                                                                        | CUSIP: 92540YAA7<br>LEI: 213800KZO2G8SSFFDH61 | Long             | ABS-O            | CORP              | US        |     4177119 | PA      | $4215760.48   | 0.12%             | 2070-07-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                           | TNL 6.125 09/01/33 144A                                                                                                                                | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     1009000 | PA      | $1024918.99   | 0.03%             | 2033-09-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2025-CES4                                                              | TPMT 2025-CES4 A2                                                                                                                                      | CUSIP: 89170UAC4<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $904561.83    | 0.03%             | 2065-10-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    82208964 | PA      | $85454293.57  | 2.38%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL TRAN AUTH                                                                            | IL CHITRN 6.9 12/01/2040                                                                                                                               | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |      262338 | PA      | $294694.20    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Mortgageit Mortgage Loan Trust 2006-1                                                            | MHL 2005-4 A1                                                                                                                                          | CUSIP: 61913PAZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       29508 | PA      | $29629.96     | 0.00%             | 2035-10-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 2.75 02/15/28                                                                                                                                        | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1400000 | PA      | $1379300.78   | 0.04%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                                       | FIS 1.15 03/01/26                                                                                                                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2189487.43   | 0.06%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Berry Global Inc                                                                                 | AMCR 1.57 01/15/26                                                                                                                                     | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2097928.57   | 0.06%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVASP 0 01/15/48                                                                                                                                       | CUSIP: 88059EN59<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      600000 | PA      | $189073.01    | 0.01%             | 2048-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                                    | OMF 7.875 03/15/30                                                                                                                                     | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      300000 | PA      | $317315.10    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                                   | BLTN 0 04/01/26 LTN                                                                                                                                    | CUSIP: P8T60NQH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |   150500000 | PA      | $26567337.72  | 0.74%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A. London Branch                                                               | ACAFP F 09/11/28 144A                                                                                                                                  | CUSIP: 22535WAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      900000 | PA      | $904983.30    | 0.03%             | 2028-09-11      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FS Rialto 2024-Fl9 Issuer LLC                                                                    | FSRIA 2024-FL9 AS                                                                                                                                      | CUSIP: 30338WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $451949.85    | 0.01%             | 2039-10-19      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                                          | MBGGR 4.9 11/15/27 144A                                                                                                                                | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1426828.74   | 0.04%             | 2027-11-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT STZ 2024-CES3                                                                        | VSTA 2024-CES3 A1                                                                                                                                      | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      561716 | PA      | $565006.86    | 0.02%             | 2055-01-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.298 05/01/29                                                                                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      400000 | PA      | $424853.91    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                                                     | NAB V5.902 01/14/36 144A                                                                                                                               | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      550000 | PA      | $579537.63    | 0.02%             | 2036-01-14      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: —       |
| AREIT 2025-CRE10 Ltd. / AREIT 2025-CRE10 LLC                                                     | AREIT 2025-CRE10 A                                                                                                                                     | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1300000 | PA      | $1303858.40   | 0.04%             | 2029-12-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM2 TRUST                                                                              | OBX 2025-NQM2 A2                                                                                                                                       | CUSIP: 67120VAB1<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-O            | CORP              | US        |      386445 | PA      | $389375.15    | 0.01%             | 2064-11-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FS RIALTO LLC 2025-FL10                                                                          | FSRIA 2025-FL10 AS                                                                                                                                     | CUSIP: 30340KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $395456.48    | 0.01%             | 2030-08-01      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                                  | ALLO 2025-1A A2                                                                                                                                        | CUSIP: 01983KAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $506434.03    | 0.01%             | 2055-04-20      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Magna International Inc                                                                          | MGCN 5.875 06/01/35                                                                                                                                    | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |      950000 | PA      | $1009721.99   | 0.03%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Belrose Funding Trust II                                                                         | LNC 6.792 05/15/55                                                                                                                                     | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $523397.30    | 0.01%             | 2055-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| WHARF COMMERCIAL MORTGAGE TRUST 2025-DC                                                          | WHARF 2025-DC A                                                                                                                                        | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1425000 | PA      | $1467031.23   | 0.04%             | 2040-07-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR16                                                                                 | BANK5 2025-5YR16 AS                                                                                                                                    | CUSIP: 065934BF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2550000 | PA      | $2644727.27   | 0.07%             | 2063-08-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V3.823 11/03/28                                                                                                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     2300000 | PA      | $2285726.44   | 0.06%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 3.5 03/30/51                                                                                                                                      | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $558570.36    | 0.02%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                             | WSTOP 2020-1A A2                                                                                                                                       | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1244892 | PA      | $1207548.91   | 0.03%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| MARINER FINANCE ISSE TR 2021-A                                                                   | MFIT 2021-AA A                                                                                                                                         | CUSIP: 56848DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2200000 | PA      | $2166499.17   | 0.06%             | 2036-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                                             | BXP 2.55 04/01/32                                                                                                                                      | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $961806.16    | 0.03%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.5 09/15/53                                                                                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1664000 | PA      | $1119212.12   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 2.25 01/15/29                                                                                                                                     | CUSIP: 161175CD4<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2155320.16   | 0.06%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS K510 A2                                                                                                                                           | CUSIP: 3137HB3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      600000 | PA      | $617337.78    | 0.02%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS K-161 A2                                                                                                                                          | CUSIP: 3137HB2X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1550000 | PA      | $1604445.38   | 0.04%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | BMP 2024-MF23 B                                                                                                                                        | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1001904.10   | 0.03%             | 2041-06-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS2 LLD                                                                | MCMLT 2024-RS2 A1                                                                                                                                      | CUSIP: 59982DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      415834 | PA      | $393663.93    | 0.01%             | 2069-08-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.858 05/01/54                                                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      500000 | PA      | $564381.96    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 6.2 01/25/37                                                                                                                                    | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      500000 | PA      | $527411.52    | 0.01%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                            | QUIKHO 6.375 03/01/32 144A                                                                                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      300000 | PA      | $312466.20    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HLEND CLO 2025-3 LLC                                                                             | HLEND 2025-3A A                                                                                                                                        | CUSIP: 403961AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2550000 | PA      | $2553090.35   | 0.07%             | 2037-01-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D 5 06/15/30                                                                                                                                           | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      500000 | PA      | $514397.38    | 0.01%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust                                                               | RMIT 2025-1 B                                                                                                                                          | CUSIP: 75908AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1011948.90   | 0.03%             | 2034-04-17      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FA1481                                                                                                                                              | CUSIP: 3140W1UF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      604706 | PA      | $615111.66    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                                  | SIDC 2025-1A A2                                                                                                                                        | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |      950000 | PA      | $940770.32    | 0.03%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO XXI LLC                                                                             | OR 2025-21A B                                                                                                                                          | CUSIP: 69120UAB9<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $300537.57    | 0.01%             | 2034-07-24      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US 25-3 LTD/LLC                                                                          | CGMS 2025-3A A                                                                                                                                         | CUSIP: 14320EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4050000 | PA      | $4067584.70   | 0.11%             | 2038-07-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAP PART 2016-16MR2 LP                                                                     | GOCAP 2013-16A BR3                                                                                                                                     | CUSIP: 38181EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      400000 | PA      | $400769.92    | 0.01%             | 2039-08-09      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-REV2                                                           | FORDR 2025-2 A                                                                                                                                         | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3500000 | PA      | $3537343.60   | 0.10%             | 2038-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-3                                                      | CLAST 2025-3A A                                                                                                                                        | CUSIP: 14855YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1092737 | PA      | $1098397.60   | 0.03%             | 2050-11-15      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 04/07/26                                                                                                                                           | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      405000 | PA      | $401241.74    | 0.01%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.375 11/15/39                                                                                                                                       | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $198015.63    | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                                | NWG V5.076 01/27/30                                                                                                                                    | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2900000 | PA      | $2967028.53   | 0.08%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                     | BBCMS 2019-C3 C                                                                                                                                        | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      864000 | PA      | $774559.84    | 0.02%             | 2052-05-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Arbys Funding Llc 2015-1                                                                         | ARBYS 2020-1A A2                                                                                                                                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2084500 | PA      | $2032173.63   | 0.06%             | 2050-07-30      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.625 11/15/50                                                                                                                                       | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9200000 | PA      | $4856953.10   | 0.14%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                                   | SCHW V4 PERP H                                                                                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $934445.20    | 0.03%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC                                                                               | TIF 2021-1A A                                                                                                                                          | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      903125 | PA      | $829427.83    | 0.02%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding Llc                                                                                  | CLIF 2021-1A A                                                                                                                                         | CUSIP: 12565KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      727442 | PA      | $678243.37    | 0.02%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Company                                                                        | AEP 2.7 04/01/31 AA                                                                                                                                    | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2018848.77   | 0.06%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                                         | GPMT 2021-FL3 A                                                                                                                                        | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      138028 | PA      | $138279.87    | 0.00%             | 2035-07-16      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| SALT 2021-1 TRUST                                                                                | SALTT 2021-1A AA                                                                                                                                       | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      658770 | PA      | $643424.66    | 0.02%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                                                   | EPR 3.6 11/15/31                                                                                                                                       | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2138399.18   | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V9.25 PERP 144A                                                                                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      220000 | PA      | $258131.94    | 0.01%             | 2049-12-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2023-FIG4 A                                                                                                                                      | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      226426 | PA      | $235170.14    | 0.01%             | 2053-11-25      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                              | ARDGRP 6.875 02/15/31 144a                                                                                                                             | CUSIP: ZF8323114<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      300000 | PA      | $364833.49    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 6.4 03/26/29 144A                                                                                                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      875000 | PA      | $918862.11    | 0.03%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corporation                                                                              | SYK 4.625 09/11/34                                                                                                                                     | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1892647.14   | 0.05%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Japan (Government Of)                                                                            | JGB 1.8 09/20/44 190                                                                                                                                   | CUSIP: J2S39L5C4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   440000000 | PA      | $2373047.75   | 0.07%             | 2044-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PRPM LLC 2024-6                                                                                  | PRPM 2024-6 A1                                                                                                                                         | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      434332 | PA      | $434828.82    | 0.01%             | 2029-11-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 11/15/34                                                                                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6300000 | PA      | $6380226.56   | 0.18%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.75 PERP EE                                                                                                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203793.80    | 0.01%             | 2049-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      410000 | PA      | $426153.18    | 0.01%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| FIGRE TR 2025-HE1                                                                                | FIGRE 2025-HE1 A                                                                                                                                       | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      482998 | PA      | $491296.03    | 0.01%             | 2055-01-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Israel (State Of)                                                                                | ISRAEL 5.625 02/19/35 10Y                                                                                                                              | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1300000 | PA      | $1360173.23   | 0.04%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CC0102                                                                                                                                              | CUSIP: 3140Y6DG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1965711 | PA      | $2012268.33   | 0.06%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FDG TR 2025-NQM4                                                               | BRAVO 2025-NQM4 A1                                                                                                                                     | CUSIP: 10570QAE1<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-O            | CORP              | US        |     1662777 | PA      | $1681822.56   | 0.05%             | 2065-02-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole S.A. London Branch                                                               | ACAFP V5.222 05/27/31 144a                                                                                                                             | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1541876.18   | 0.04%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                                                | HPSPR 2025-3A A1                                                                                                                                       | CUSIP: 40445YAA2<br>LEI: 254900WC9JHPFFXUKB77 | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1000807.20   | 0.03%             | 2037-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAP PART 2016-16MR2 LP                                                                     | GOCAP 2013-16A A1R3                                                                                                                                    | CUSIP: 38181EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1050000 | PA      | $1051879.50   | 0.03%             | 2039-08-09      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PARK BLUE CLO 2022-II LTD/LLC                                                                    | PKBLU 2025-9A A1                                                                                                                                       | CUSIP: 70019UAA3<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |     8050000 | PA      | $8077446.48   | 0.23%             | 2038-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-B                                                              | BX 2025-BCAT B                                                                                                                                         | CUSIP: 12433HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3545654 | PA      | $3551242.20   | 0.10%             | 2042-08-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners Llc                                                             | HOWARD 6.625 01/15/34 144A                                                                                                                             | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      590000 | PA      | $606404.67    | 0.02%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.875 09/26/45                                                                                                                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      250000 | PA      | $226502.45    | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.75 11/15/42                                                                                                                                        | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $540203.13    | 0.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V83093                                                                                                                                              | CUSIP: 3132L8NJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2979796 | PA      | $2824017.79   | 0.08%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3 08/15/48                                                                                                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11300000 | PA      | $8405699.19   | 0.23%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0384                                                                                                                                              | CUSIP: 3140Q7NA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6564649 | PA      | $6145945.14   | 0.17%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0860                                                                                                                                              | CUSIP: 3140Q75W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9588254 | PA      | $8965172.76   | 0.25%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 05/15/49                                                                                                                                       | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6200000 | PA      | $4469570.30   | 0.12%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                                         | COXENT 2.95 10/01/50 144A                                                                                                                              | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      295000 | PA      | $165125.99    | 0.00%             | 2050-10-01      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V3.9 PERP BB                                                                                                                                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1047373.99   | 0.03%             | 2049-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                   | NSANY 2.75 03/09/28 144A                                                                                                                               | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2091983.96   | 0.06%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: —       |
| DOLP 2021-NYC                                                                                    | DOLP 2021-NYC A                                                                                                                                        | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $1891393.77   | 0.05%             | 2041-05-10      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 2.55 02/15/31                                                                                                                                     | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1097536.81   | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                                   | PSA 0.5 09/09/30                                                                                                                                       | CUSIP: 74460DAF6<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2080107.61   | 0.06%             | 2030-09-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2                                                              | CHASE 2024-3 A5                                                                                                                                        | CUSIP: 16159HAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $360383.22    | 0.01%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                               | CNP 5.4 07/01/34                                                                                                                                       | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1346753.81   | 0.04%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                                           | CAN 3.25 12/01/34                                                                                                                                      | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6700000 | PA      | $4845131.69   | 0.14%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.05 11/01/34                                                                                                                                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2583657.27   | 0.07%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQ TL                                                                                  | CAPSTONE ACQ TL                                                                                                                                        | CUSIP: LX2437536<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      455151 | PA      | $438697.00    | 0.01%             | 2029-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TOORAK MTG TR 2024-RRTL2                                                                         | TPMT 2024-5 A1A                                                                                                                                        | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2124720 | PA      | $2135800.90   | 0.06%             | 2064-10-25      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGE TRUST                                                                     | CROSS 2024-H7 A2                                                                                                                                       | CUSIP: 22757CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      393762 | PA      | $397460.41    | 0.01%             | 2069-11-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.388 05/01/31                                                                                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      400000 | PA      | $434601.76    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE V6.375 08/15/55                                                                                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      240000 | PA      | $247894.80    | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Action Nederland B.V.                                                                            | Action Nederland B.V. Term Loan B-5B 250 2031-07-01                                                                                                    | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |     1290250 | PA      | $1297372.18   | 0.04%             | 2031-07-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings LLC                                                                     | FORTRE 6.25 04/01/30 144A                                                                                                                              | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |      350000 | PA      | $365044.65    | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Ascot Group Limited                                                                              | ASCOTG V6.349 06/15/35 144A                                                                                                                            | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |      550000 | PA      | $570282.19    | 0.02%             | 2035-06-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5854                                                                                                                                              | CUSIP: 31418FQG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3985761 | PA      | $4100242.76   | 0.11%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Three LLC                                                                     | GMGAU 3.7 03/15/28 144A                                                                                                                                | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $990677.76    | 0.03%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Worldwide Plaza Tst                                                                              | WPT 2017-WWP A                                                                                                                                         | CUSIP: 98162JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1528094.76   | 0.04%             | 2036-11-10      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                  | WHR 4.6 05/15/50                                                                                                                                       | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36810.73     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CLI Funding Llc                                                                                  | CLIF 2020-3A A                                                                                                                                         | CUSIP: 12563LAS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       43867 | PA      | $41529.28     | 0.00%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Triton Container Finance IV LLC                                                                  | TCF 2021-1A A                                                                                                                                          | CUSIP: 89680HAE2<br>LEI: 549300OMF3OYQS47M552 | Long             | ABS-O            | CORP              | US        |      858600 | PA      | $799650.04    | 0.02%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                                         | SWKS 1.8 06/01/26                                                                                                                                      | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2176218.24   | 0.06%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CSWF 2021-SOP2                                                                                   | CSWF 2021-SOP2 A                                                                                                                                       | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      149845 | PA      | $147228.36    | 0.00%             | 2034-06-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.55 12/01/33                                                                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1637000 | PA      | $1400108.58   | 0.04%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 1.65 09/17/26 144A                                                                                                                              | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2263149.46   | 0.06%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: —       |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 REGS                                                                                                                             | CUSIP: X7360WCT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       70000 | PA      | $73082.69     | 0.00%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2022-3 L                                                              | PSTAT 2022-3A A1BR                                                                                                                                     | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1601552.64   | 0.04%             | 2031-04-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Crown City Clo I                                                                                 | CCITY 2022-4A C1R                                                                                                                                      | CUSIP: 228233AU6<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-O            | CORP              | KY        |     1400000 | PA      | $1411991.98   | 0.04%             | 2037-04-20      | Variable      |  | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2                                                              | CHASE 2024-3 A5A                                                                                                                                       | CUSIP: 16159HAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $501387.00    | 0.01%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd.                                                                            | ADNOCM 4.25 09/11/29 144A                                                                                                                              | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     2500000 | PA      | $2518417.20   | 0.07%             | 2029-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Farmers Insurance Exchange Inc.                                                                  | FARMER V7 10/15/64 144A                                                                                                                                | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      580000 | PA      | $599076.20    | 0.02%             | 2064-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Beacon Funding Trust                                                                             | LIBMUT 6.266 08/15/54                                                                                                                                  | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1886880.80   | 0.05%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGE TRUST                                                                     | CROSS 2024-H7 A3                                                                                                                                       | CUSIP: 22757CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275634 | PA      | $278103.11    | 0.01%             | 2069-11-25      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6.125 PERP                                                                                                                                       | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $825476.80    | 0.02%             | 2049-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 5.9 01/25/33                                                                                                                                    | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1573147.37   | 0.04%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Prologis, L.P.                                                                                   | PLD 4.2 02/15/33                                                                                                                                       | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |      900000 | PA      | $659536.63    | 0.02%             | 2033-02-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                             | GM 5.05 04/04/28                                                                                                                                       | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      600000 | PA      | $611783.54    | 0.02%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMPDC 2025-1A A1                                                                                                                                       | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $505595.83    | 0.01%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR15                                                                                 | BANK5 2025-5YR15 A3                                                                                                                                    | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1768344.34   | 0.05%             | 2058-07-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO 83 M                                                                  | GOCAP 2025-83A C                                                                                                                                       | CUSIP: 38182EAG4<br>LEI: 254900VLZT72CPBHZ909 | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $399109.68    | 0.01%             | 2038-11-09      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Costa Rica (Republic Of)                                                                         | COSTAR 5.4995 11/21/30                                                                                                                                 | CUSIP: 221597CY1<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |      750000 | PA      | $890651.44    | 0.02%             | 2030-11-21      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Jack in the Box Inc.                                                                             | JACK 2019-1A A2II                                                                                                                                      | CUSIP: 466365AB9<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |       58102 | PA      | $57674.38     | 0.00%             | 2049-08-25      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Leviathan Bond Limited                                                                           | LVIATH 6.5 06/30/27                                                                                                                                    | CUSIP: M6746GAC0<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |       45000 | PA      | $45354.80     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| First Brands (Trico Group)                                                                       | First Brands (Trico Group) Term Loan B (add-on) 500 2027-03-01                                                                                         | CUSIP: 31935HAH0<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      125000 | PA      | $673.75       | 0.00%             | 2027-03-30      | Floating      | 9.93%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                         | ST 3.75 02/15/31 144A                                                                                                                                  | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      990000 | PA      | $929674.55    | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                             | CEMEX 3.875 07/11/31 144A                                                                                                                              | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     3305000 | PA      | $3166969.32   | 0.09%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| UniCredit S.p.A.                                                                                 | UCGIM V3.127 06/03/32 144A                                                                                                                             | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      800000 | PA      | $744652.55    | 0.02%             | 2032-06-03      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 4 10/15/30 144A                                                                                                                                  | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      605000 | PA      | $576600.63    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2016-A                                                      | NAVSL 2021-A B                                                                                                                                         | CUSIP: 63942BAB0<br>LEI: 549300JSCKIU587G1R13 | Long             | ABS-O            | CORP              | US        |      280000 | PA      | $228567.39    | 0.01%             | 2069-05-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.95 03/25/51                                                                                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       41000 | PA      | $27122.11     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                                      | CLR 5.75 01/15/31 144A                                                                                                                                 | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     6495000 | PA      | $6669480.67   | 0.19%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Energean Israel Finance Ltd.                                                                     | ENOIGA 5.375 03/30/28                                                                                                                                  | CUSIP: M4R2A7AC2<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      940000 | PA      | $928526.13    | 0.03%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mvw 2019-2 LLC                                                                                   | MVWOT 2021-1WA C                                                                                                                                       | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      251908 | PA      | $243565.00    | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Aker BP ASA                                                                                      | AKERBP 4 01/15/31 144A                                                                                                                                 | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     1595000 | PA      | $1541524.96   | 0.04%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TRP 2021-2 LLC                                                                                   | TRP 2021-2 A                                                                                                                                           | CUSIP: 89683LAA8<br>LEI: 5493004VSVYOZVEYVJ29 | Long             | ABS-O            | CORP              | US        |     1861727 | PA      | $1801163.33   | 0.05%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| CEMEX S.A.B. de C.V.                                                                             | CEMEX V5.125 PERP 144A                                                                                                                                 | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      615000 | PA      | $615308.98    | 0.02%             | 2049-12-31      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Kestrel Aircraft Funding Ltd                                                                     | KSTRL 2018-1A A                                                                                                                                        | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      418765 | PA      | $419015.42    | 0.01%             | 2038-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp.                                                                                    | CNC 2.5 03/01/31                                                                                                                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1387417.84   | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSMC TRUST 2017-RPL1                                                                             | CSMC 2017-RPL1 M1                                                                                                                                      | CUSIP: 22945AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      970000 | PA      | $843667.88    | 0.02%             | 2057-07-25      | Variable      | 2.97%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.1 01/22/61                                                                                                                                     | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1125000 | PA      | $700200.00    | 0.02%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 1.7 04/23/35                                                                                                                                      | CUSIP: 3133ELXH2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     3800000 | PA      | $3012872.18   | 0.08%             | 2035-04-23      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V2.804 05/24/32                                                                                                                                   | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2490000 | PA      | $2281305.69   | 0.06%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 2.375 07/15/31                                                                                                                                     | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      230000 | PA      | $206039.43    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.5 08/15/29 144A                                                                                                                                 | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     3115000 | PA      | $3121223.77   | 0.09%             | 2029-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Morgan Stanley                                                                                   | MS V2.484 09/16/36                                                                                                                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1100979.43   | 0.03%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 5.3 10/01/29                                                                                                                                      | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155006.02    | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                             | NOMURA 2.608 07/14/31                                                                                                                                  | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      270000 | PA      | $244377.15    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 1.7 09/15/28                                                                                                                                       | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $966448.96    | 0.03%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 2.95 03/15/31                                                                                                                                     | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      120000 | PA      | $111885.99    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM7476                                                                                                                                              | CUSIP: 3140XBJW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      336171 | PA      | $333366.95    | 0.01%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 1.5 08/12/26 144A                                                                                                                                | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      350000 | PA      | $344120.68    | 0.01%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V3.091 05/14/32 144A                                                                                                                               | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      395000 | PA      | $367280.14    | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 4.625 08/01/27                                                                                                                                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      353000 | PA      | $355861.78    | 0.01%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.75 04/15/27                                                                                                                                     | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2044451.04   | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 1.9 06/15/28                                                                                                                                       | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1039254.33   | 0.03%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                                    | MLM 3.2 07/15/51                                                                                                                                       | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      375000 | PA      | $254821.19    | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.299 07/21/32                                                                                                                                    | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      855000 | PA      | $765503.38    | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.482 09/21/36                                                                                                                                    | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1937000 | PA      | $1703020.36   | 0.05%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM2377                                                                                                                                              | CUSIP: 3140X5UB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      178235 | PA      | $177097.76    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-1                                                        | EFMT 2021-2 A1                                                                                                                                         | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1911083 | PA      | $1631895.88   | 0.05%             | 2066-06-25      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA5801                                                                                                                                              | CUSIP: 3133KMNS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1390410 | PA      | $1200140.01   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                                          | IFF 1.832 10/15/27 144A                                                                                                                                | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      195000 | PA      | $187271.85    | 0.01%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 3.875 04/15/30                                                                                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      171000 | PA      | $168369.58    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust Commercial Mortgage Pass Through Certificates 2021-Ova                          | SLG 2021-OVA A                                                                                                                                         | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      775000 | PA      | $694541.94    | 0.02%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                   | WFCM 2021-C59 A5                                                                                                                                       | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1223253.50   | 0.03%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 2.5 08/01/33                                                                                                                                     | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      975000 | PA      | $839519.12    | 0.02%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN BO1767                                                                                                                                              | CUSIP: 3140JV6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      326706 | PA      | $324554.49    | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.55 12/01/33                                                                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2357000 | PA      | $2015916.88   | 0.06%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP                                                       | TX TAREDU 2.78 09/01/2034                                                                                                                              | CUSIP: 87638QRF8<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $871794.40    | 0.02%             | 2034-09-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.85 10/21/33                                                                                                                                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2521118.69   | 0.07%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 3.95 06/30/62                                                                                                                                     | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     3820000 | PA      | $2307107.64   | 0.06%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 02/15/45                                                                                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    46310000 | PA      | $46257539.57  | 1.29%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/11/26                                                                                                                                           | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1365000 | PA      | $1343920.61   | 0.04%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.875 08/15/45                                                                                                                                       | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2091000 | PA      | $2119751.25   | 0.06%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.5 11/30/30                                                                                                                                         | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8697000 | PA      | $8618862.93   | 0.24%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                               | DPABS 2021-1A A2II                                                                                                                                     | CUSIP: 25755TAP5<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |      272300 | PA      | $250460.11    | 0.01%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 4 10/15/33 144A                                                                                                                                    | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3812246.05   | 0.11%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.3 01/30/32                                                                                                                                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |     4185000 | PA      | $3870808.93   | 0.11%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| RAD CLO 26 Ltd. / RAD CLO 26 LLC                                                                 | RAD 2024-26A A                                                                                                                                         | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      930000 | PA      | $933656.30    | 0.03%             | 2037-10-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 06/18/26                                                                                                                                           | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4293000 | PA      | $4223434.45   | 0.12%             | 2026-06-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 9 01/31/40 2040                                                                                                                                   | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   107755000 | PA      | $6524558.42   | 0.18%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 2.75 12/22/26 26/D                                                                                                                                 | CUSIP: X3R52SBX1<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   363540000 | PA      | $1079338.32   | 0.03%             | 2026-12-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 2.15 07/15/30                                                                                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     2080000 | PA      | $1890109.82   | 0.05%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LIMITED                                                                           | CAI 2020-1A A                                                                                                                                          | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      115631 | PA      | $111081.16    | 0.00%             | 2045-09-25      | Fixed         | 2.22%                 | Yes           |                  2 | On Loan: No      |
| SOLRR AIRCRAFT LTD 2021-1                                                                        | SOLRR 2021-1 A                                                                                                                                         | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      196464 | PA      | $187689.58    | 0.01%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 11/01/33 144A                                                                                                                             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      708000 | PA      | $607507.78    | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| United States Treasury Bonds                                                                     | T 4.125 08/15/44                                                                                                                                       | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10535000 | PA      | $9707837.94   | 0.27%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                                                  | ZAYO 2025-3A A2                                                                                                                                        | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $901952.46    | 0.03%             | 2055-10-20      | Fixed         | 5.57%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-3A B                                                                                                                                        | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125011.48    | 0.00%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CARMAX SELECT RECIEVABLES TRUST 202                                                              | CMXS 2025-B D                                                                                                                                          | CUSIP: 14320BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $809292.80    | 0.02%             | 2031-07-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC                                                            | USRE 2021-1 A1                                                                                                                                         | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230000 | PA      | $192685.26    | 0.01%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                                                   | MVWOT 2021-2A C                                                                                                                                        | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      105624 | PA      | $100837.05    | 0.00%             | 2039-05-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                                         | STC 3.6 11/15/31                                                                                                                                       | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     1760000 | PA      | $1561360.03   | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd.                                                                          | WOODS 2019-20A AR2                                                                                                                                     | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      485000 | PA      | $486508.40    | 0.01%             | 2038-10-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL CLO 82(B) LTD                                                                      | GCBSL 2025-82A A1                                                                                                                                      | CUSIP: 38181TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      600000 | PA      | $601673.10    | 0.02%             | 2038-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                                  | SEB4P 2021-1A A2                                                                                                                                       | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1406475 | PA      | $1405549.96   | 0.04%             | 2052-01-30      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | HGB 9.5 10/21/26 26/H                                                                                                                                  | CUSIP: X51627ZX2<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   303150000 | PA      | $950590.93    | 0.03%             | 2026-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | Boeing Co. 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                                                       | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        8657 | PA      | $597852.42    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                                                              | BSP 2025-43A A                                                                                                                                         | CUSIP: 08179QAA8<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250663.50    | 0.01%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Silver Point Clo 12 Ltd. / Silver Point Clo 12 LLC                                               | SPCLO 2025-12A A1                                                                                                                                      | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1025000 | PA      | $1028075.00   | 0.03%             | 2038-10-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors                                                                                    | Clean Harbors Term Loan B 150 2032-09-15                                                                                                               | CUSIP: 18449EAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      820000 | PA      | $828368.10    | 0.02%             | 2032-09-18      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    13548461 | NS      | $13548460.56  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.25 08/15/54                                                                                                                                        | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13031000 | PA      | $11837594.57  | 0.33%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QA5501                                                                                                                                              | CUSIP: 3133A0DE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      225247 | PA      | $222572.52    | 0.01%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 3.3 08/01/40                                                                                                                                       | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      150000 | PA      | $114245.15    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V1.898 07/23/31 MTN                                                                                                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1169475.44   | 0.03%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BV2452                                                                                                                                              | CUSIP: 3140MFWN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      793631 | PA      | $705116.85    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 4.95 01/05/36                                                                                                                                    | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1611005 | PA      | $1628323.30   | 0.05%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 5.95 10/15/33 144A                                                                                                                               | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2014154.43   | 0.06%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 4.85 12/15/29                                                                                                                                      | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      570000 | PA      | $583915.82    | 0.02%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Slam 2025-1 Ltd. / Slam 2025-1 LLC                                                               | SLAM 2025-1A A                                                                                                                                         | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      241253 | PA      | $248036.90    | 0.01%             | 2050-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                                  | DRVPNK 2025-1A C                                                                                                                                       | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102008.29    | 0.00%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 5.875 01/31/31 144A                                                                                                                              | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      180000 | PA      | $183993.66    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                                                      | USCAR 2025-1A D                                                                                                                                        | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101531.71    | 0.00%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GARNET CLO 2 LTD                                                                                 | GARNET 2025-2A A                                                                                                                                       | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      985000 | PA      | $988401.21    | 0.03%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6287                                                                                                                                              | CUSIP: 36179U6Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      167867 | PA      | $170886.91    | 0.00%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 6.875 04/29/30                                                                                                                                  | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       40000 | PA      | $40605.94     | 0.00%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                                    | BDX 2.823 05/20/30                                                                                                                                     | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      750000 | PA      | $708558.52    | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Company                                                                 | PCG 2.1 08/01/27                                                                                                                                       | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      275000 | PA      | $266811.84    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Servicenow Inc                                                                                   | NOW 1.4 09/01/30                                                                                                                                       | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |      775000 | PA      | $683830.95    | 0.02%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.25 02/01/32                                                                                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      300000 | PA      | $263630.68    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                                     | T 1.125 08/31/28                                                                                                                                       | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19910000 | PA      | $18711900.22  | 0.52%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                       | RABOBK V4.655 08/22/28 144A                                                                                                                            | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1718625.60   | 0.05%             | 2028-08-22      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 3.125 03/15/27                                                                                                                                     | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2079142.70   | 0.06%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 27 Ltd.                                                       | NEUB 2018-27A CR                                                                                                                                       | CUSIP: 64131WAS6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1105728.36   | 0.03%             | 2038-07-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                                 | BANK5 2024-5YR11 A3                                                                                                                                    | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1450000 | PA      | $1526168.50   | 0.04%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2025-1A D                                                                                                                                         | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1365000 | PA      | $1386877.95   | 0.04%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                                      | PAYX 5.6 04/15/35                                                                                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      440000 | PA      | $461648.66    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                                     | T 4.25 05/15/35                                                                                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28560000 | PA      | $28865681.25  | 0.80%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                                  | DRVPNK 2025-1A D                                                                                                                                       | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101991.18    | 0.00%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| HERC HLDGS INC TLB                                                                               | HERC HLDGS INC TLB                                                                                                                                     | CUSIP: LX2634009<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      255000 | PA      | $256647.30    | 0.01%             | 2032-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GFH 2025-IND MORTGAGE TRUST                                                                      | GFH 2025-IND A                                                                                                                                         | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1245000 | PA      | $1258378.21   | 0.04%             | 2033-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMDC 2025-3A A2                                                                                                                                        | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      705000 | PA      | $710877.44    | 0.02%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 02/15/41                                                                                                                                        | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15900000 | PA      | $16242533.22  | 0.45%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.705 05/01/40                                                                                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1254842.96   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 2.75 06/01/31                                                                                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $183947.74    | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 2.5 02/01/31                                                                                                                                       | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      500000 | PA      | $451179.52    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V5.414 09/13/28                                                                                                                                 | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     1700000 | PA      | $1741651.60   | 0.05%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                                   | MS V5.05 01/28/27                                                                                                                                      | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200141.54    | 0.01%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V6.161 03/09/29                                                                                                                                   | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2400000 | PA      | $2500047.67   | 0.07%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5027                                                                                                                                              | CUSIP: 31418ESR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      863651 | PA      | $824574.61    | 0.02%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.35 06/01/34                                                                                                                                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2706635.57   | 0.08%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.299 07/24/29                                                                                                                                    | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2062472.65   | 0.06%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                            | VALEBZ 6.4 06/28/54                                                                                                                                    | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     1160000 | PA      | $1184940.00   | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 36 08/12/26 2Y                                                                                                                                  | CUSIP: M8T85VGT8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |   102820000 | PA      | $2415311.41   | 0.07%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.5 12/01/34                                                                                                                                       | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     2297000 | PA      | $2365061.07   | 0.07%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.502 01/24/36                                                                                                                                    | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      350000 | PA      | $366779.62    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER 2025-1                                                                    | UNIT 2025-1A A2                                                                                                                                        | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102285.85    | 0.00%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.572 04/22/36                                                                                                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      725000 | PA      | $762925.48    | 0.02%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                              | ALA 2025-OANA A                                                                                                                                        | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $201074.23    | 0.01%             | 2040-06-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                                | BRO 5.55 06/23/35                                                                                                                                      | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      260000 | PA      | $267816.90    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Inc                                                                       | HGVT 2025-1A C                                                                                                                                         | CUSIP: 43283CAC5<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |       76371 | PA      | $77673.94     | 0.00%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BIRCH GROVE CLO 6 LTD                                                                            | BGCLO 2023-6A A1R                                                                                                                                      | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | JE        |      400000 | PA      | $401551.96    | 0.01%             | 2037-07-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 5.7 08/01/35                                                                                                                                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $3380006.50   | 0.09%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 10 LTD                                                                      | DCLO 2025-10A A                                                                                                                                        | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250895.93    | 0.01%             | 2038-04-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| EDI ABS ISSUER 1 LLC                                                                             | ECORE 2025-1A A2                                                                                                                                       | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $874213.65    | 0.02%             | 2055-07-25      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -2000000 | PA      | $-1801251.76  | -0.05%            | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 02/15/40                                                                                                                                           | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2790000 | PA      | $1434714.99   | 0.04%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                                        | OH AMEPWR 6.27 02/15/2050                                                                                                                              | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      210000 | PA      | $217107.53    | 0.01%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $8865633.80   | 0.25%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    31000000 | PA      | $26272500.00  | 0.73%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8033                                                                                                                                              | CUSIP: 3132DV4S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       24187 | PA      | $23955.42     | 0.00%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                                | SYY 6.6 04/01/40                                                                                                                                       | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      700000 | PA      | $776277.44    | 0.02%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 4.05 04/15/30                                                                                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      375000 | PA      | $372223.77    | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 3.6 05/01/30                                                                                                                                        | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121628.00    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.15 05/01/30                                                                                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1472310.31   | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                                    | BANNER 2.338 01/01/30                                                                                                                                  | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |      865000 | PA      | $809364.82    | 0.02%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                             | OTIS 2.565 02/15/30                                                                                                                                    | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23441.96     | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 6.4 06/15/33                                                                                                                                       | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2165010.01   | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V6.496 09/13/27                                                                                                                                   | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $1930116.09   | 0.05%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2024-R03 2M2                                                                                                                                       | CUSIP: 207941AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       25000 | PA      | $25157.58     | 0.00%             | 2044-03-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 4 LTD                                                                                   | MUZ88 2024-4A D                                                                                                                                        | CUSIP: 68252EAJ0<br>LEI: 2549000NTXDB3VOXDV92 | Long             | ABS-CBDO         | CORP              | KY        |     1750000 | PA      | $1756035.75   | 0.05%             | 2037-04-15      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| ISLAND FINANCE TR 2025-1                                                                         | ISLN 2025-1A A                                                                                                                                         | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101233.91    | 0.00%             | 2035-03-19      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| NetApp Inc.                                                                                      | NTAP 5.7 03/17/35                                                                                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      550000 | PA      | $578456.95    | 0.02%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| CARMAX SELECT RECIEVABLES TRUST 202                                                              | CMXS 2025-A C                                                                                                                                          | CUSIP: 14319UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      485000 | PA      | $495209.30    | 0.01%             | 2031-07-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 5.125 04/10/30 144A                                                                                                                             | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15251.72     | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 5.375 08/15/35                                                                                                                                       | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1721286.32   | 0.05%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.75 08/15/42                                                                                                                                        | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9830000 | PA      | $7620169.90   | 0.21%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                                  | FOXA 4.709 01/25/29                                                                                                                                    | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      275000 | PA      | $278720.41    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.5 06/01/41                                                                                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      450000 | PA      | $355335.29    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | STLD 1.65 10/15/27                                                                                                                                     | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      325000 | PA      | $312476.90    | 0.01%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QE5484                                                                                                                                              | CUSIP: 3133BFCV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1508873 | PA      | $1342315.10   | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.808 07/25/28 MTN                                                                                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1820645.37   | 0.05%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW5055                                                                                                                                              | CUSIP: 3140MWTM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      352500 | PA      | $336526.86    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 5.65 09/12/28 144A                                                                                                                                  | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309722.34    | 0.01%             | 2028-09-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OCP Clo 2019-16 Ltd.                                                                             | OCP 2020-18A A1R2                                                                                                                                      | CUSIP: 671078AW3<br>LEI: 254900XAI48J82ID5O83 | Long             | ABS-CBDO         | CORP              | KY        |      745000 | PA      | $748130.49    | 0.02%             | 2037-07-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 5.375 05/30/30 144A                                                                                                                               | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      430000 | PA      | $442294.15    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                                    | SMBCAC 5.1 04/01/30 144A                                                                                                                               | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      855000 | PA      | $876812.92    | 0.02%             | 2030-04-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: —       |
| Kyrgyzstan (Republic of)                                                                         | KYRGYZ 7.75 06/03/30 144A                                                                                                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |      920000 | PA      | $951455.73    | 0.03%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 06/30/27                                                                                                                                        | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19490000 | PA      | $19568416.75  | 0.55%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 08/01/32 144A                                                                                                                                 | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2375000 | PA      | $2440908.63   | 0.07%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 4.8 10/24/30 144A                                                                                                                               | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135282.84    | 0.00%             | 2030-10-24      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust 2025-1                                                           | WEFUN 2025-1 C                                                                                                                                         | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $202800.84    | 0.01%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| TPG CLO 2025-1 LTD                                                                               | TPGCLO 2025-1A A1                                                                                                                                      | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1010000 | PA      | $1014057.17   | 0.03%             | 2037-07-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14000000 | PA      | $14143103.94  | 0.39%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/33                                                                                                                                           | CUSIP: 9128334W7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1540000 | PA      | $1127523.37   | 0.03%             | 2033-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/31                                                                                                                                           | CUSIP: 9128334S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3810000 | PA      | $3064890.76   | 0.09%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006 Ar2 Trust                                            | WFMBS 2019-3 A1                                                                                                                                        | CUSIP: 949831AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       22689 | PA      | $20791.56     | 0.00%             | 2049-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 0.625 05/15/30                                                                                                                                       | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37760000 | PA      | $33172012.55  | 0.92%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                                | AIG 3.4 06/30/30                                                                                                                                       | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      275000 | PA      | $265676.17    | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 3.875 02/15/31 144A                                                                                                                               | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1519707.33   | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                                | CHH 3.7 01/15/31                                                                                                                                       | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     1644000 | PA      | $1568336.78   | 0.04%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Manhattan West 2020-1MW Mortgage Trust                                                           | OMW 2020-1MW A                                                                                                                                         | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1375000 | PA      | $1323609.31   | 0.04%             | 2039-09-10      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 1.7 10/15/30                                                                                                                                       | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      775000 | PA      | $689387.95    | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BT8106                                                                                                                                              | CUSIP: 3140LXAG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      767592 | PA      | $684053.03    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW6230                                                                                                                                              | CUSIP: 3140MX4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      817346 | PA      | $780267.33    | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.389 04/24/34                                                                                                                                    | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2084201.52   | 0.06%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.288 04/25/34                                                                                                                                    | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2785231.16   | 0.08%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                             | STLD 5.25 05/15/35                                                                                                                                     | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      785000 | PA      | $804651.63    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECIEVABLES TRUST 202                                                              | CMXS 2025-A D                                                                                                                                          | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840000 | PA      | $861651.29    | 0.02%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                                | MCAIRH 5.2 03/27/28 144A                                                                                                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      865000 | PA      | $878605.76    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.5 05/01/33 144A                                                                                                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      830000 | PA      | $897276.48    | 0.03%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 20                                                              | OMFIT 2025-1A D                                                                                                                                        | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $126812.65    | 0.00%             | 2038-07-14      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 01/15/34 144A                                                                                                                               | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      552000 | PA      | $565662.02    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 03/24/26                                                                                                                                           | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   111800000 | PA      | $110919448.67 | 3.09%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 05/15/32                                                                                                                                           | CUSIP: 9128337R5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3306100 | PA      | $2569211.36   | 0.07%             | 2032-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/35                                                                                                                                           | CUSIP: 9128335A4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2900000 | PA      | $1921984.11   | 0.05%             | 2035-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    53294886 | NS      | $53294886.43  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                                     | COST 1.6 04/20/30                                                                                                                                      | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |      625000 | PA      | $566986.99    | 0.02%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.956 05/13/31                                                                                                                                    | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      225000 | PA      | $212501.05    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| The East Ohio Gas Company                                                                        | ENBCN 2 06/15/30 144A                                                                                                                                  | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |      150000 | PA      | $136118.97    | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Costar Group Inc                                                                                 | CSGP 2.8 07/15/30 144A                                                                                                                                 | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |      700000 | PA      | $643167.13    | 0.02%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4158                                                                                                                                              | CUSIP: 31418DTQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5001604 | PA      | $4093651.82   | 0.11%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 3 10/15/50                                                                                                                                         | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      175000 | PA      | $111826.81    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 5.95 01/28/31                                                                                                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      710000 | PA      | $687611.82    | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6000000 | PA      | $4978814.28   | 0.14%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.08 01/20/27                                                                                                                                     | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1000511.73   | 0.03%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                                | CHH 5.85 08/01/34                                                                                                                                      | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      669000 | PA      | $683431.51    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Cedar Funding IX CLO                                                                             | CEDF 2018-9A AR                                                                                                                                        | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1085000 | PA      | $1089076.35   | 0.03%             | 2037-07-20      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                                 | BANK5 2024-5YR11 AS                                                                                                                                    | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $680713.09    | 0.02%             | 2057-11-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| IQVIA (Quintiles IMS)                                                                            | IQVIA (Quintiles IMS) Term Loan B 175 2031-01-01                                                                                                       | CUSIP: 44969CBP4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |      665149 | PA      | $670450.36    | 0.02%             | 2031-01-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-5A D                                                                                                                                        | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $254143.25    | 0.01%             | 2028-04-20      | Fixed         | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                           | FAIRIC 6 05/15/33 144A                                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      280000 | PA      | $288520.12    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc.                                                                   | JHXAU 6.125 07/31/32 144A                                                                                                                              | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      255000 | PA      | $261911.01    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6221                                                                                                                                              | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      126579 | PA      | $126292.11    | 0.00%             | 2049-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.522 04/22/31                                                                                                                                    | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46629.96     | 0.00%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4182                                                                                                                                              | CUSIP: 31418DUG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5833931 | PA      | $4771866.51   | 0.13%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BW6250                                                                                                                                              | CUSIP: 3140MX5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      657651 | PA      | $584487.82    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.123 02/01/29                                                                                                                                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2450695.09   | 0.07%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8316                                                                                                                                              | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      161216 | PA      | $163995.68    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 202                                                              | CITZN 2023-1 A3                                                                                                                                        | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1034745 | PA      | $1040970.13   | 0.03%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                           | EXR 3.875 12/15/27                                                                                                                                     | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      900000 | PA      | $897998.42    | 0.03%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                              | DC 2024-HLTN A                                                                                                                                         | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $760207.20    | 0.02%             | 2028-04-13      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| CHI COMMERCIAL MORTGAGE TRUST 2025-                                                              | CHI 2025-SFT A                                                                                                                                         | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2085000 | PA      | $2140908.65   | 0.06%             | 2042-04-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025                                                              | CRVNA 2025-P1 C                                                                                                                                        | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1495000 | PA      | $1519759.97   | 0.04%             | 2031-08-11      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GLS AUTO REC ISSUER TR 2025-2                                                                    | GCAR 2025-2A D                                                                                                                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $101392.19    | 0.00%             | 2031-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                           | MSI 5.55 08/15/35                                                                                                                                      | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1979909.91   | 0.06%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Applebees's Funding LLC / IHOP Funding LLC                                                       | DIN 2025-1A A2                                                                                                                                         | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2095000 | PA      | $2114388.70   | 0.06%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2025-3                                                         | GSAR 2025-3A C                                                                                                                                         | CUSIP: 36272GAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100778.88    | 0.00%             | 2031-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                            | HP 5.5 12/01/34                                                                                                                                        | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     2515000 | PA      | $2481913.19   | 0.07%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DaVita                                                                                           | DaVita Term Loan B 175 2031-05-01                                                                                                                      | CUSIP: 23918VBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1900293 | PA      | $1910383.81   | 0.05%             | 2031-05-09      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.25 11/09/32                                                                                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1333351.76   | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 5.625 04/05/34                                                                                                                                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      216000 | PA      | $226265.47    | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                                 | UCGIM V5.459 06/30/35 144A                                                                                                                             | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      275000 | PA      | $280757.13    | 0.01%             | 2035-06-30      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.831 04/19/35                                                                                                                                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7485000 | PA      | $7970448.06   | 0.22%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ROC MTG TR 2024-RTL1                                                                             | ROC 2024-RTL1 A1                                                                                                                                       | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1370000 | PA      | $1384456.65   | 0.04%             | 2039-10-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.946 10/22/35                                                                                                                                    | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1103534.94   | 0.03%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 3.9 10/19/31 REGS                                                                                                                                | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      535000 | PA      | $495418.21    | 0.01%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 5.95 06/30/33                                                                                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2698444.74   | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                                      | FMCN 9.375 03/01/29 144A                                                                                                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      504000 | PA      | $531348.74    | 0.01%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-3A A                                                                                                                                        | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1345000 | PA      | $1389929.05   | 0.04%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital, Inc.                                                                   | ZFFNGR 6.875 04/23/32 144A                                                                                                                             | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1042252.56   | 0.03%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                               | CYRUS 2024-3A A2                                                                                                                                       | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      305000 | PA      | $293595.10    | 0.01%             | 2049-05-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                                                            | TEAM 5.5 05/15/34                                                                                                                                      | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2416741.62   | 0.07%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AQUA FINANCE TRUST 2024-A                                                                        | AQFIT 2024-A B                                                                                                                                         | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1515000 | PA      | $1530976.81   | 0.04%             | 2050-04-18      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TR 2024-3                                                                   | LADAR 2024-3A D                                                                                                                                        | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $556291.15    | 0.02%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms                                    | JPMCC 2025-BMS B                                                                                                                                       | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $299445.98    | 0.01%             | 2042-01-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Corevest American Finance Trust                                                                  | CAFL 2021-1 D                                                                                                                                          | CUSIP: 21873LAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      240000 | PA      | $214480.88    | 0.01%             | 2053-04-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                                                              | ANTHOL 3.75 07/15/27                                                                                                                                   | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $2832770.57   | 0.08%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                             | URI 6.125 03/15/34 144A                                                                                                                                | CUSIP: 911365BR4<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1053352.24   | 0.03%             | 2034-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Company                                                                        | MTDR 6.5 04/15/32 144A                                                                                                                                 | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40592.60     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                               | CYRUS 2024-2A A2                                                                                                                                       | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      380000 | PA      | $371531.32    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Asplundh Tree Expert                                                                             | Asplundh Tree Expert Term Loan B (Incremental) 175 2031-04-23                                                                                          | CUSIP: 04538FAE9<br>LEI: 549300R0YQTCFHYAL481 | Long             | LON              | CORP              | US        |     1905172 | PA      | $1915717.02   | 0.05%             | 2031-05-08      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 A                                                                                                                                         | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      145000 | PA      | $145126.78    | 0.00%             | 2041-06-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                      | HST 5.5 04/15/35                                                                                                                                       | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     1915000 | PA      | $1942624.73   | 0.05%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.45 11/15/34                                                                                                                                      | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1892293.52   | 0.05%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-3A A2I                                                                                                                                     | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1371150 | PA      | $1369436.13   | 0.04%             | 2054-07-30      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.1 02/25/29 144A                                                                                                                                | CUSIP: Y000WRAS7<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      480000 | PA      | $584477.98    | 0.02%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.15 04/01/35                                                                                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      765000 | PA      | $779309.56    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| American Tower Corporation                                                                       | AMT 5.9 11/15/33                                                                                                                                       | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3235000 | PA      | $3463027.56   | 0.10%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| SBA Senior Finance II LLC                                                                        | SBAC L 01/27/31 14                                                                                                                                     | CUSIP: 78404XAJ4<br>LEI: 549300PVT2ADFWMYEW87 | Long             | STIV             | CORP              | US        |     1388187 | PA      | $1395169.28   | 0.04%             | 2031-01-31      | Fixed         |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.55 06/01/34                                                                                                                                     | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1143832.38   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| Uzbekistan (The Republic of)                                                                     | UZBEK 6.9 02/28/32 144A                                                                                                                                | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     2090000 | PA      | $2252299.39   | 0.06%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 5.45 06/15/34                                                                                                                                      | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1552290.48   | 0.04%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| TransUnion                                                                                       | TransUnion Term Loan B-8 175 2031-05-29                                                                                                                | CUSIP: 89334GBF0<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     1905177 | PA      | $1911854.41   | 0.05%             | 2031-06-11      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                           | AYR 5.25 03/15/30 144A                                                                                                                                 | CUSIP: 00929JAB2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     1370000 | PA      | $1401408.30   | 0.04%             | 2030-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                                     | SNPS 5.7 04/01/55                                                                                                                                      | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      895000 | PA      | $891573.12    | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Dryden 37 Senior Loan Fund                                                                       | DRSLF 2017-54A C                                                                                                                                       | CUSIP: 26244RAC5<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1002954.10   | 0.03%             | 2029-10-19      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 5.805 05/01/50                                                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3560000 | PA      | $3522324.36   | 0.10%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 LLC                                                                               | PRPM 2024-RCF1 A1                                                                                                                                      | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1111293 | PA      | $1099667.07   | 0.03%             | 2054-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                   | SNX 6.1 04/12/34                                                                                                                                       | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     2255000 | PA      | $2387757.17   | 0.07%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2013-A                                                    | SDART 2024-2 D                                                                                                                                         | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2065867.30   | 0.06%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.375 05/29/27 144A                                                                                                                              | CUSIP: Y000WRAM0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      735000 | PA      | $884838.12    | 0.02%             | 2027-05-29      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Owens Corning                                                                                    | OC 5.7 06/15/34                                                                                                                                        | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2409172.62   | 0.07%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A2I                                                                                                                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1326600 | PA      | $1346079.93   | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                                 | BCULC 5.625 09/15/29 144A                                                                                                                              | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |      545000 | PA      | $555592.62    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRU                                                              | WLAKE 2024-3A D                                                                                                                                        | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2090000 | PA      | $2117542.54   | 0.06%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-Bms                                    | JPMCC 2025-BMS A                                                                                                                                       | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $400460.10    | 0.01%             | 2042-01-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO REC 25-A                                                                            | HART 2025-A C                                                                                                                                          | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $406248.60    | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2019-2                                                          | OMFIT 2019-2A D                                                                                                                                        | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $96518.02     | 0.00%             | 2036-10-14      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| EWC MASTER ISSUER LLC                                                                            | WAX 2022-1A A2                                                                                                                                         | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1375125 | PA      | $1360231.09   | 0.04%             | 2052-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TR 2024-3                                                                   | LADAR 2024-3A C                                                                                                                                        | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      825000 | PA      | $836377.62    | 0.02%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Ltd.                                                                  | HORZN 2018-1 A                                                                                                                                         | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       79953 | PA      | $79268.76     | 0.00%             | 2038-12-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                                     | ENTG 4.75 04/15/29 144A                                                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2766998.03   | 0.08%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Open Text                                                                                        | Open Text Term Loan B 275 2030-01-01                                                                                                                   | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | US        |     1898488 | PA      | $1902294.90   | 0.05%             | 2030-01-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO 5.7 03/15/34                                                                                                                                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     2835000 | PA      | $2991890.33   | 0.08%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.75 01/15/34                                                                                                                                     | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3810000 | PA      | $4049647.44   | 0.11%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HCA Inc.                                                                                         | HCA 5.6 04/01/34                                                                                                                                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3320000 | PA      | $3475167.57   | 0.10%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Adamas Trust Inc.                                                                                | NYMT 2024-BPL2 A1                                                                                                                                      | CUSIP: 67120TAA8<br>LEI: 549300JFGR0M7ULHWG48 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1009743.90   | 0.03%             | 2039-05-25      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Corevest American Finance Trust                                                                  | CAFL 2021-3 D                                                                                                                                          | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $91764.52     | 0.00%             | 2054-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 4.34 03/07/42                                                                                                                                    | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      210000 | PA      | $187425.00    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-8A C                                                                                                                                        | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1305000 | PA      | $1384521.81   | 0.04%             | 2030-02-20      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.375 01/30/34 REGS                                                                                                                             | CUSIP: X7360WCT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1604000 | PA      | $1674637.72   | 0.05%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 5.8 05/15/34                                                                                                                                       | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2648864.82   | 0.07%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 6.2 04/14/34                                                                                                                                       | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2634135.06   | 0.07%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Veralto Corp.                                                                                    | VLTO 5.45 09/18/33                                                                                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2390013.00   | 0.07%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST 2                                                              | GSAR 2024-4A D                                                                                                                                         | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1442000 | PA      | $1459464.06   | 0.04%             | 2031-10-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                                           | NWMLIC 6.063 03/30/40 144A                                                                                                                             | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      350000 | PA      | $373564.58    | 0.01%             | 2040-03-30      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.75 02/28/48 2048                                                                                                                                | CUSIP: S6989ZAQ7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     6400000 | PA      | $371697.95    | 0.01%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AQ0221                                                                                                                                              | CUSIP: 3138MFG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7669 | PA      | $6926.08      | 0.00%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AH9735                                                                                                                                              | CUSIP: 3138ABY94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       36226 | PA      | $36498.05     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 605698                                                                                                                                              | CUSIP: 36200N3F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14420 | PA      | $14861.97     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H15 FB                                                                                                                                        | CUSIP: 38376RCZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      516129 | PA      | $516575.99    | 0.01%             | 2065-06-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                               | SO 3.25 06/15/26                                                                                                                                       | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      300000 | PA      | $299004.82    | 0.01%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST BRD ADMIN FIN CORP                                                                    | FL FLSGEN 2.15 07/01/2030                                                                                                                              | CUSIP: 341271AF1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      235000 | PA      | $216325.70    | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BWAY 2021-1450 MORTGAGE TRUST                                                                    | BWAY 2021-1450 A                                                                                                                                       | CUSIP: 12430YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2247332.65   | 0.06%             | 2036-09-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 6.921 08/08/33                                                                                                                                  | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1400000 | PA      | $1556512.03   | 0.04%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2023-B                                                                   | NAROT 2023-B A3                                                                                                                                        | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      249266 | PA      | $251373.97    | 0.01%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TYSN 2023 CRNR MORTGAGE TRUST                                                                    | TYSN 2023-CRNR A                                                                                                                                       | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1010000 | PA      | $1064457.03   | 0.03%             | 2033-12-10      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2024-R01 1M2                                                                                                                                       | CUSIP: 20753UAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      450000 | PA      | $453251.30    | 0.01%             | 2044-01-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-5C3 MORTGAGE TRUST                                                                      | BMO 2024-5C3 C                                                                                                                                         | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $771649.28    | 0.02%             | 2057-02-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 5.125 05/15/31                                                                                                                                      | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1464524.74   | 0.04%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V5.546 03/04/30                                                                                                                                   | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2100000 | PA      | $2179375.57   | 0.06%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| European Union                                                                                   | EU 2.875 10/05/29 UFA                                                                                                                                  | CUSIP: YW2615873<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     6300000 | PA      | $7507385.70   | 0.21%             | 2029-10-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                                  | GSAR 2025-1A B                                                                                                                                         | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1090000 | PA      | $1113100.48   | 0.03%             | 2031-02-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 5.918 03/20/28                                                                                                                                       | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1126496.51   | 0.03%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2025-5C36                                                                   | BBCMS 2025-5C36 A3                                                                                                                                     | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1985092.17   | 0.06%             | 2058-08-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                        | XYZ 6 08/15/33 144A                                                                                                                                    | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      430000 | PA      | $441696.00    | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Aurium Clo VIII Designated Activity Company                                                      | ACLO 8A CR                                                                                                                                             | CUSIP: BCC3P3MJ5<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-O            | CORP              | IE        |     1600000 | PA      | $1880092.69   | 0.05%             | 2038-10-16      | Floating      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.625 03/15/31 144A                                                                                                                                | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      490000 | PA      | $493865.12    | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| CBAMR 2021-14 LTD                                                                                | CBAMR 2021-14A A1R                                                                                                                                     | CUSIP: 12516KAC1<br>LEI: 254900YSCN4KH02DQ033 | Long             | ABS-CBDO         | CORP              | KY        |     1240000 | PA      | $1241244.96   | 0.03%             | 2038-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                          | KGS 6.5 10/01/33 144A                                                                                                                                  | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      535000 | PA      | $546988.87    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW                                                          | BFLD 2025-5MW A                                                                                                                                        | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3050000 | PA      | $3055942.47   | 0.09%             | 2042-10-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                                       | USAC 6.25 10/01/33 144A                                                                                                                                | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |      550000 | PA      | $556976.20    | 0.02%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| Oracle Corp.                                                                                     | ORCL 4.8 09/26/32                                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1703221.80   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 02/17/26                                                                                                                                           | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    44600000 | PA      | $44398800.70  | 1.24%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.25 05/15/39                                                                                                                                        | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4300000 | PA      | $4226933.58   | 0.12%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                         | DVN 4.75 05/15/42                                                                                                                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      555000 | PA      | $484016.55    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN AR9977                                                                                                                                              | CUSIP: 3138W8CP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6495 | PA      | $5774.35      | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR9291                                                                                                                                              | CUSIP: 3138W7KD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      266976 | PA      | $239665.43    | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AQ7146                                                                                                                                              | CUSIP: 3138MN5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7442 | PA      | $6943.22      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT1751                                                                                                                                              | CUSIP: 3138WN5M7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17776 | PA      | $16477.42     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 669959                                                                                                                                              | CUSIP: 36295GJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      505454 | PA      | $460103.20    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Incorporation 2015-1                                                             | SAVE 4.1 04/01/28 A                                                                                                                                    | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-O            | CORP              | US        |      699994 | PA      | $672333.98    | 0.02%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H17 FL                                                                                                                                        | CUSIP: 38376REV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       38357 | PA      | $38358.43     | 0.00%             | 2065-06-20      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H22 FC                                                                                                                                        | CUSIP: 38376RGP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      120845 | PA      | $120993.35    | 0.00%             | 2065-09-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN AM4306                                                                                                                                              | CUSIP: 36184QYB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      130785 | PA      | $122275.52    | 0.00%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G07479                                                                                                                                              | CUSIP: 3128M9UC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7469 | PA      | $7330.09      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                                 | OHI 3.625 10/01/29                                                                                                                                     | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1551993.19   | 0.04%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KREST COMMERCIAL MORTGAGE SECURITIE                                                              | KREST 2021-CHIP A                                                                                                                                      | CUSIP: 50085PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $1829406.20   | 0.05%             | 2044-11-05      | Fixed         | 2.56%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.571 04/27/33                                                                                                                                    | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1214500.80   | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 3.4 05/01/30                                                                                                                                      | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      275000 | PA      | $265540.62    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN BR6352                                                                                                                                              | CUSIP: 3140L5BW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      128014 | PA      | $111193.44    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gmf Floorplan Owner Revolving Trust                                                              | GFORT 2023-1 A1                                                                                                                                        | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1207439.22   | 0.03%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 7.25 04/01/29 144A                                                                                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1924382.46   | 0.05%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.259 05/01/27                                                                                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      400000 | PA      | $410626.45    | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                                  | GSAR 2025-1A C                                                                                                                                         | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      825000 | PA      | $843202.68    | 0.02%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-1                                                     | WLAKE 2025-1A D                                                                                                                                        | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1422841.98   | 0.04%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 5.75 08/15/32 144A                                                                                                                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      365000 | PA      | $373649.77    | 0.01%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2019-1                                                        | EFMT 2021-2 A2                                                                                                                                         | CUSIP: 31572LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1726882 | PA      | $1479150.73   | 0.04%             | 2066-06-25      | Variable      | 1.08%                 | Yes           |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST 2025-11MD                                                          | MAD 2025-11MD C                                                                                                                                        | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1061927.00   | 0.03%             | 2042-10-15      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1959821.45   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| VMED O2 UK Financing I PLC                                                                       | VMED 6.75 01/15/33 144A                                                                                                                                | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $397169.16    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    34600000 | PA      | $35522401.92  | 0.99%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 3001                                                                                                                                                | CUSIP: 36202DKN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1953 | PA      | $2054.22      | 0.00%             | 2030-11-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc.                                                                             | DUK 7.75 03/01/31                                                                                                                                      | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |      400000 | PA      | $458715.45    | 0.01%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2000-32 FM                                                                                                                                         | CUSIP: 31358SNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        1766 | PA      | $1764.29      | 0.00%             | 2030-10-18      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 594243                                                                                                                                              | CUSIP: 31387UEQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         736 | PA      | $750.22       | 0.00%             | 2030-12-01      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT6353                                                                                                                                              | CUSIP: 3138WUBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18115 | PA      | $16370.83     | 0.00%             | 2043-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H14 FA                                                                                                                                        | CUSIP: 38376RCB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      497718 | PA      | $498065.03    | 0.01%             | 2065-06-20      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| ResLoC UK 2007-1 PLC                                                                             | RLOC 2007-1X A3A                                                                                                                                       | CUSIP: G7521KAQ6<br>LEI: 213800RE18XIC3OI1847 | Long             | ABS-O            | CORP              | GB        |      430096 | PA      | $499884.20    | 0.01%             | 2043-12-15      | Floating      | 2.26%                 | Yes           |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 9 01/31/40 2040                                                                                                                                   | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     5600000 | PA      | $339079.64    | 0.01%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG V80552                                                                                                                                              | CUSIP: 3132L5TH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3821 | PA      | $3785.67      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 2.75 12/15/29                                                                                                                                      | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1315883.26   | 0.04%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB0090                                                                                                                                              | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      965241 | PA      | $787713.56    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE Healthcare Technologies Inc.                                                                  | GEHC 6.377 11/22/52                                                                                                                                    | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      320000 | PA      | $350810.96    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Tikehau US CLO III Ltd/Tikehau US CLO III LLC                                                    | TKO 2022-2A C1R                                                                                                                                        | CUSIP: 88676NAW7<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |      900000 | PA      | $905320.26    | 0.03%             | 2036-01-20      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC 5.8 01/15/55                                                                                                                                    | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1405087.85   | 0.04%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 30 LTD FRN                                                                              | AMMC CLO 30 LTD FRN                                                                                                                                    | CUSIP: 03165YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1000000 | PA      | $1004618.50   | 0.03%             | 2036-01-25      | Floating      | 11.63%                | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.15 02/21/34                                                                                                                                     | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      378000 | PA      | $383603.17    | 0.01%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Trust Bank Ltd.                                                                  | SUMITR 5.2 03/07/27 144A                                                                                                                               | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     1700000 | PA      | $1724954.03   | 0.05%             | 2027-03-07      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                                                          | HYNMTR 5.3 03/19/27 144A                                                                                                                               | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1014804.83   | 0.03%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                                 | BMCAUS 6.25 08/01/33 144A                                                                                                                              | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1650694.60   | 0.05%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Snap Inc                                                                                         | SNAP 6.875 03/15/34 144A                                                                                                                               | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1014000 | PA      | $1044840.51   | 0.03%             | 2034-03-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                                     | AM 5.75 10/15/33 144A                                                                                                                                  | CUSIP: 03690AAM8<br>LEI: 529900HFO1BDEIT4QU11 | Long             | DBT              | CORP              | US        |      668000 | PA      | $672393.44    | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aqueduct European Clo 14 Designated Activity Co.                                                 | AQUE 2025-14A B                                                                                                                                        | CUSIP: BCC3P9N44<br>LEI: 2549003MKHH8W6CBWG92 | Long             | ABS-O            | CORP              | IE        |     1100000 | PA      | $1292532.70   | 0.04%             | 2039-01-25      | Floating      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2002-AR6 A                                                                                                                                        | CUSIP: 929227QB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1953 | PA      | $1850.10      | 0.00%             | 2042-06-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $6236859.54   | 0.17%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 847259                                                                                                                                              | CUSIP: 3128JRB47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         339 | PA      | $349.59       | 0.00%             | 2034-03-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR OHIO INC                                                                        | OH AMEPWR 8.08 02/15/2050                                                                                                                              | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      600000 | PA      | $755272.83    | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AQ3670                                                                                                                                              | CUSIP: 3138MKCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4080 | PA      | $3647.42      | 0.00%             | 2042-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FH 788303                                                                                                                                              | CUSIP: 31295MGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1452 | PA      | $1480.44      | 0.00%             | 2031-07-01      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust 2004-12                                                                 | BALTA 2005-4 23A2                                                                                                                                      | CUSIP: 07386HSZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35185 | PA      | $33853.50     | 0.00%             | 2035-05-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAFC 2005-D A1                                                                                                                                         | CUSIP: 06051GDM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-O            | CORP              | US        |      109251 | PA      | $102796.47    | 0.00%             | 2035-05-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2005-AR8 2A1A                                                                                                                                     | CUSIP: 92922FR75<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       47406 | PA      | $45761.28     | 0.00%             | 2045-07-25      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 804965                                                                                                                                              | CUSIP: 31406BJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8594 | PA      | $8787.42      | 0.00%             | 2034-12-01      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                                      | GSR 2005-AR6 2A1                                                                                                                                       | CUSIP: 362341RX9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |       91555 | PA      | $87812.52     | 0.00%             | 2035-09-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2005-AR13 A1A1                                                                                                                                    | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      191049 | PA      | $185970.43    | 0.01%             | 2045-10-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $5699728.05   | 0.16%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR6051                                                                                                                                              | CUSIP: 3138W3WM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254071 | PA      | $229169.91    | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bosphorus 2015 LLC                                                                               | THYAO 4.2 03/15/27 144A                                                                                                                                | CUSIP: 10010YAA0<br>LEI: 549300PE1HRXLP6MPQ94 | Long             | ABS-O            | CORP              | US        |      330904 | PA      | $327256.70    | 0.01%             | 2027-03-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H11 FC                                                                                                                                        | CUSIP: 38376RBB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      314793 | PA      | $314962.92    | 0.01%             | 2065-05-20      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H18 FB                                                                                                                                        | CUSIP: 38376REZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       75892 | PA      | $75979.80     | 0.00%             | 2065-07-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                                    | NI 3.95 03/30/48                                                                                                                                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      500000 | PA      | $392905.90    | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA1119                                                                                                                                              | CUSIP: 3140Q8G58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      328112 | PA      | $317764.34    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                        | AMH 4.9 02/15/29                                                                                                                                       | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      309000 | PA      | $314778.73    | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                                | CHH 3.7 12/01/29                                                                                                                                       | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1461189.35   | 0.04%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.375 11/15/40                                                                                                                                       | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32300000 | PA      | $21060609.38  | 0.59%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV                                                                                    | CSMC 2021-ADV A                                                                                                                                        | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2600000 | PA      | $2328536.73   | 0.06%             | 2038-07-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM2971                                                                                                                                              | CUSIP: 3140X6JR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1314333 | PA      | $1284973.54   | 0.04%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0296                                                                                                                                              | CUSIP: 3132DMKH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2713021 | PA      | $2623834.90   | 0.07%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B39 MTG TR                                                                        | BMARK 2023-B39 A5                                                                                                                                      | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      950000 | PA      | $1008144.51   | 0.03%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2021-135 A                                                                                                                                         | CUSIP: 38382XAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |     3190808 | PA      | $2677367.34   | 0.07%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD7563                                                                                                                                              | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4753776 | PA      | $4704937.44   | 0.13%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4481                                                                                                                                              | CUSIP: 3140XK6T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      810570 | PA      | $701891.81    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I 2023-GRIDI                                                                      | SNVA 2023-GRID1 1A                                                                                                                                     | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      152027 | PA      | $152385.98    | 0.00%             | 2050-12-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-4 OWNE                                                               | HAROT 2023-4 A3                                                                                                                                        | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1736295 | PA      | $1755546.62   | 0.05%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2023-III LTD                                                                        | CIFC 2023-3A B                                                                                                                                         | CUSIP: 12598YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1200000 | PA      | $1201371.96   | 0.03%             | 2037-01-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-HE3                                                              | JPMMT 2023-HE3 A1                                                                                                                                      | CUSIP: 465985AA7<br>LEI: 5299007DSRZLE19EYU93 | Long             | ABS-O            | CORP              | US        |      251286 | PA      | $252290.32    | 0.01%             | 2054-05-20      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD4473                                                                                                                                              | CUSIP: 3132E06J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      726075 | PA      | $767139.92    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM2 TRUST                                                                              | OBX 2024-NQM2 A1                                                                                                                                       | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-O            | CORP              | US        |     1128922 | PA      | $1137228.60   | 0.03%             | 2063-12-25      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Constellation Software Inc.                                                                      | CSUCN 5.461 02/16/34 144A                                                                                                                              | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |      551000 | PA      | $557170.97    | 0.02%             | 2034-02-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST 2024-                                                              | BLP 2024-IND2 A                                                                                                                                        | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1113653 | PA      | $1115428.70   | 0.03%             | 2041-03-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                  | DANBNK V5.705 03/01/30 144A                                                                                                                            | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     2100000 | PA      | $2184113.79   | 0.06%             | 2030-03-01      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance Us Inc                                                                        | STLA 5.75 03/18/30 144A                                                                                                                                | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |      500000 | PA      | $516379.43    | 0.01%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     2710000 | PA      | $2763143.10   | 0.08%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Adventist Health Systems (West)                                                                  | ADVENT 4.742 12/01/30 2025                                                                                                                             | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     3360000 | PA      | $3377473.85   | 0.09%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS K547 A2                                                                                                                                           | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     3000000 | PA      | $3045564.00   | 0.08%             | 2030-05-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Harvest Clo XXXVII Designated Activity Co.                                                       | HARVT 37A B                                                                                                                                            | CUSIP: BCC3PPSQ4<br>LEI: 635400IUMEGLVCCJWL30 | Long             | ABS-O            | CORP              | IE        |     1700000 | PA      | $1997840.22   | 0.06%             | 2039-01-15      | Floating      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Mastr Adjustable Rate Mortgages Trust 2002-3                                                     | MARM 2004-4 4A1                                                                                                                                        | CUSIP: 576433ME3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       24642 | PA      | $24002.66     | 0.00%             | 2034-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Deutsche Alt A Securities Mortgage Loan Trust Series 2006 Af1                                    | DBALT 2006-AR1 3A1                                                                                                                                     | CUSIP: 251510LH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      447023 | PA      | $272159.14    | 0.01%             | 2036-02-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                                              | LGATE 2007-1 A2A                                                                                                                                       | CUSIP: G571A3AW5<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-O            | CORP              | GB        |      305104 | PA      | $402738.74    | 0.01%             | 2061-01-01      | Floating      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.75 08/15/42                                                                                                                                        | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $465117.19    | 0.01%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ResLoC UK 2007-1 PLC                                                                             | RLOC 2007-1X A3B                                                                                                                                       | CUSIP: G7521KAD5<br>LEI: 213800RE18XIC3OI1847 | Long             | ABS-O            | CORP              | GB        |      107524 | PA      | $143544.53    | 0.00%             | 2043-12-15      | Floating      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H19 FK                                                                                                                                        | CUSIP: 38376RGB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       98885 | PA      | $98984.35     | 0.00%             | 2065-08-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H23 FA                                                                                                                                        | CUSIP: 38376RHD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      165429 | PA      | $165678.11    | 0.00%             | 2065-09-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA3174                                                                                                                                              | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       64291 | PA      | $62438.65     | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H26 FA                                                                                                                                        | CUSIP: 38376RJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      263178 | PA      | $263382.08    | 0.01%             | 2065-10-20      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AZ6406                                                                                                                                              | CUSIP: 3138YYDL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      407694 | PA      | $372379.85    | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care Ltd Partnership / Sabra Capital Corp                                           | SBRA 3.9 10/15/29                                                                                                                                      | CUSIP: 78572XAG6<br>LEI: 5493008V2SV0789N9W56 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1472734.10   | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.875 02/15/41                                                                                                                                       | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6800000 | PA      | $4771156.25   | 0.13%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 02/15/42                                                                                                                                       | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2800000 | PA      | $2069976.57   | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FR QA1023                                                                                                                                              | CUSIP: 31334XD48<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |       77016 | PA      | $72982.99     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 3.3 05/19/32                                                                                                                                      | CUSIP: 3133ENXC9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     1310000 | PA      | $1263966.95   | 0.04%             | 2032-05-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.25 05/15/42                                                                                                                                        | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6900000 | PA      | $5777671.88   | 0.16%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 785622                                                                                                                                              | CUSIP: 3622ABD33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      314288 | PA      | $270104.15    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2903                                                                                                                                              | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4871117 | PA      | $3988865.44   | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V5.775 06/12/29                                                                                                                                    | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      655000 | PA      | $681277.53    | 0.02%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.625 01/19/29                                                                                                                                  | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       90000 | PA      | $96528.15     | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM5525                                                                                                                                              | CUSIP: 3140X9D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1680673 | PA      | $1436164.18   | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8385                                                                                                                                              | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      528798 | PA      | $550166.14    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                             | AHTLN 5.8 04/15/34 144A                                                                                                                                | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      952000 | PA      | $1000112.86   | 0.03%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                                       | RABOBK V5.447 03/05/30 144A                                                                                                                            | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     2200000 | PA      | $2275745.89   | 0.06%             | 2030-03-05      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Gls Auto Select Receivables Issuer Trust 2025-1                                                  | GSAR 2025-1A D                                                                                                                                         | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      825000 | PA      | $844029.66    | 0.02%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                              | BMW 4.75 03/21/28 144A                                                                                                                                 | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1421098.42   | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                                           | QNTELE 6.25 08/15/33 144A                                                                                                                              | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      230000 | PA      | $238694.35    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                               | CHRD 6 10/01/30 144A                                                                                                                                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1344986.30   | 0.04%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                                 | SOLADV 5.625 09/30/33 144A                                                                                                                             | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      260000 | PA      | $262447.66    | 0.01%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| 180 Medical Inc.                                                                                 | CTECLN 5.3 10/08/35 144a                                                                                                                               | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199803.54    | 0.01%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bills                                                                     | B 0 03/31/26                                                                                                                                           | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      395000 | PA      | $391614.52    | 0.01%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 6.25 03/31/36 R209                                                                                                                                | CUSIP: S69124MZ5<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     8600000 | PA      | $441628.50    | 0.01%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C00882                                                                                                                                              | CUSIP: 31292G6T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         659 | PA      | $680.30       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Structured Products Inc.                                                            | BSSP 2007-R6 1A1                                                                                                                                       | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      137205 | PA      | $99860.12     | 0.00%             | 2036-01-26      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT2668                                                                                                                                              | CUSIP: 3138WP6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      282048 | PA      | $254818.60    | 0.01%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bbccre Trust 2015-Gtp                                                                            | BBCCR 2015-GTP A                                                                                                                                       | CUSIP: 05490TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1493731.36   | 0.04%             | 2033-08-10      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 08/15/45                                                                                                                                       | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      700000 | PA      | $527406.25    | 0.01%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Welltower Inc.                                                                                   | WELL 4.25 04/01/26                                                                                                                                     | CUSIP: 95040QAC8<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |      898000 | PA      | $898048.43    | 0.03%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ9253                                                                                                                                              | CUSIP: 3140HBH76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      219907 | PA      | $213357.06    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                                                                   | HR 3.1 02/15/30                                                                                                                                        | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1427947.28   | 0.04%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.375 11/15/49                                                                                                                                       | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3800000 | PA      | $2453078.13   | 0.07%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.375 08/15/50                                                                                                                                       | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4900000 | PA      | $2423107.40   | 0.07%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                           | TFC V6.047 06/08/27 MTN                                                                                                                                | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      240000 | PA      | $241977.03    | 0.01%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co. LLC                                                             | CPGX 6.036 11/15/33 144A                                                                                                                               | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1174621.33   | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QG9525                                                                                                                                              | CUSIP: 3133CASN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7371318 | PA      | $7499557.64   | 0.21%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                                | HI 6.25 02/15/29                                                                                                                                       | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      451000 | PA      | $461822.20    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Israel (State Of)                                                                                | ISRAEL 5.375 03/12/29 5Y                                                                                                                               | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2000000 | PA      | $2061377.80   | 0.06%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED V5.55 03/19/35                                                                                                                                  | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2710236.98   | 0.08%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                                            | SUZANO 5.5 01/15/36                                                                                                                                    | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |      160000 | PA      | $158856.80    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tikehau CLO IV Designated Activity Company                                                       | TIKEH 4A DR                                                                                                                                            | CUSIP: BCC3P7FH8<br>LEI: 5493003A9LSOVYP56X91 | Long             | ABS-O            | CORP              | IE        |     1200000 | PA      | $1406875.32   | 0.04%             | 2039-10-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                                          | KGS 6.75 10/01/35 144A                                                                                                                                 | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      315000 | PA      | $323947.65    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC3                                         | MSRM 2025-DSC3 A1A                                                                                                                                     | CUSIP: 61779JAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3168605 | PA      | $3172504.66   | 0.09%             | 2070-09-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V4.32 09/22/29                                                                                                                                   | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1301965.02   | 0.04%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 5.25 10/15/28 144A                                                                                                                                | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1208398.34   | 0.03%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                                 | CWALT 2006-OA11 A1B                                                                                                                                    | CUSIP: 02147DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      120884 | PA      | $119476.36    | 0.00%             | 2046-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust 2004-2                                                              | SAST 2004-1 M1                                                                                                                                         | CUSIP: 805564PN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23205 | PA      | $20072.58     | 0.00%             | 2035-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     2342486 | NS      | $2342485.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| South Africa (Republic of)                                                                       | SAGB 8.875 02/28/35 2035                                                                                                                               | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    49000000 | PA      | $3083109.35   | 0.09%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H30 FA                                                                                                                                        | CUSIP: 38376RKZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |        1324 | PA      | $1326.33      | 0.00%             | 2061-08-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.25 08/15/49                                                                                                                                        | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | PA      | $3151562.50   | 0.09%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0295                                                                                                                                              | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      703816 | PA      | $645652.72    | 0.02%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 2.5 05/11/31                                                                                                                                      | CUSIP: 62954HBA5<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |      225000 | PA      | $203946.19    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2024-I                                                                           | BABSN 2024-1A D                                                                                                                                        | CUSIP: 06763VAG0<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |     1325000 | PA      | $1346565.24   | 0.04%             | 2037-01-20      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C24                                                                    | BBCMS 2024-C24 A5                                                                                                                                      | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $889249.18    | 0.02%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V5.174 02/13/30                                                                                                                                      | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2670970.94   | 0.07%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.2 03/20/64 17                                                                                                                                    | CUSIP: J2S39L2J2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   508000000 | PA      | $2360808.04   | 0.07%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 5.65 03/25/32 144A                                                                                                                                  | CUSIP: 928668CR1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      900000 | PA      | $937326.54    | 0.03%             | 2032-03-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Amkor Technology, Inc.                                                                           | AMKR 5.875 10/01/33 144A                                                                                                                               | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |      492000 | PA      | $502764.18    | 0.01%             | 2033-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 97 CLO LTD                                                                                | DRSLF 2022-97A D1R                                                                                                                                     | CUSIP: 26248XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1730000 | PA      | $1732010.09   | 0.05%             | 2038-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                                                           | STLA 5.4 09/15/30 144A                                                                                                                                 | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |      700000 | PA      | $711780.70    | 0.02%             | 2030-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Armada Euro Clo IX Designated Activity Co.                                                       | ARMDA 9A B                                                                                                                                             | CUSIP: BCC3NTYC2<br>LEI: 254900H74CRBB8IV8606 | Long             | ABS-O            | CORP              | IE        |     1400000 | PA      | $1644890.25   | 0.05%             | 2039-10-30      | Floating      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Bridgepoint CLO IX Designated Activity Company                                                   | BRGPT 9A B                                                                                                                                             | CUSIP: BCC3P0X00<br>LEI: 635400KHJOULRBQMED20 | Long             | ABS-O            | CORP              | IE        |     1300000 | PA      | $1527760.17   | 0.04%             | 2039-10-15      | Floating      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                                | LAMR 5.375 11/01/33 144A                                                                                                                               | CUSIP: 513075CA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1631303.59   | 0.05%             | 2033-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Ludgate Funding PLC                                                                              | LGATE 2008-W1X A1                                                                                                                                      | CUSIP: G571A3BB0<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-O            | CORP              | GB        |      194653 | PA      | $260657.50    | 0.01%             | 2061-01-01      | Floating      | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H16 FM                                                                                                                                        | CUSIP: 38376REA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      574616 | PA      | $575310.99    | 0.02%             | 2065-07-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                                 | PCG 2.95 03/01/26                                                                                                                                      | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      800000 | PA      | $798029.18    | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.25 PERP T                                                                                                                                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      175000 | PA      | $175827.66    | 0.00%             | 2049-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 3.375 10/15/26                                                                                                                                     | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1194079.59   | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA1194                                                                                                                                              | CUSIP: 3140Q8KG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      107608 | PA      | $104647.30    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM3211                                                                                                                                              | CUSIP: 3140J7R98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      148054 | PA      | $143644.48    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.25 05/15/41                                                                                                                                        | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1700000 | PA      | $1255708.99   | 0.04%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D 2.25 08/15/31 C                                                                                                                                      | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2051319.26   | 0.06%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 785702                                                                                                                                              | CUSIP: 3622ABGK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      745801 | PA      | $641209.42    | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 MORTGAGE TRUST                                                                       | BMO 2023-C7 A5                                                                                                                                         | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2258970.11   | 0.06%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2024-C24                                                                    | BBCMS 2024-C24 AS                                                                                                                                      | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $735136.19    | 0.02%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWN TR 2024-REV1                                                                    | FORDR 2024-1 A                                                                                                                                         | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1745837.36   | 0.05%             | 2036-08-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                            | CAH 5.125 02/15/29                                                                                                                                     | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      585000 | PA      | $602957.24    | 0.02%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN DA1098                                                                                                                                              | CUSIP: 3140A1GG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2496419 | PA      | $2596586.19   | 0.07%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 4.875 05/15/29                                                                                                                                     | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      530000 | PA      | $542779.03    | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.528 05/01/34                                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      300000 | PA      | $332716.68    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-1                                                                | VERUS 2025-1 A1A                                                                                                                                       | CUSIP: 92540TAL4<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-O            | CORP              | US        |     2665083 | PA      | $2692543.96   | 0.08%             | 2070-01-25      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.25 01/31/34 144A                                                                                                                                 | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      195000 | PA      | $202430.09    | 0.01%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2025-VIS1                                                                      | JPMMT 2025-VIS1 A1A                                                                                                                                    | CUSIP: 46659BAA0<br>LEI: 529900CBDGTUOOQONB64 | Long             | ABS-O            | CORP              | US        |     1606876 | PA      | $1621029.13   | 0.05%             | 2055-08-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 5.875 03/15/34 144A                                                                                                                                | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1410000 | PA      | $1410532.84   | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 4.9 08/15/44                                                                                                                                      | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      291000 | PA      | $209707.76    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                             | SFD 5.2 04/01/29 144A                                                                                                                                  | CUSIP: 832248BB3<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      650000 | PA      | $659620.52    | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD3745                                                                                                                                              | CUSIP: 3132E0ES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4778406 | PA      | $4968818.34   | 0.14%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carrington Mtg Nc5                                                                               | CARR 2006-NC5 A3                                                                                                                                       | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      890010 | PA      | $812590.07    | 0.02%             | 2037-01-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| JOL Air Limited                                                                                  | JOLAR 2019-1 A                                                                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |      126649 | PA      | $126061.81    | 0.00%             | 2044-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| CMFT NET LEASE MASTER ISSUER LLC                                                                 | CIMNL 2021-1 A4                                                                                                                                        | CUSIP: 12575AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $693844.08    | 0.02%             | 2051-07-20      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| JG Wentworth Co                                                                                  | HENDR 2015-2A A                                                                                                                                        | CUSIP: 46619RAA4<br>LEI: 549300L1ZGKRJDEO8G69 | Long             | ABS-O            | CORP              | US        |       51372 | PA      | $48209.79     | 0.00%             | 2058-03-15      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 4.25 09/15/65                                                                                                                                      | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     5400000 | PA      | $4484527.66   | 0.13%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.625 05/01/27 144A                                                                                                                                 | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200016.53    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 5.9 10/15/40                                                                                                                                      | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      158000 | PA      | $137899.52    | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sonic Cap Llc                                                                                    | SONIC 2020-1A A2II                                                                                                                                     | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      473333 | PA      | $458632.62    | 0.01%             | 2050-01-20      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                               | POST 6.5 03/15/36 144A                                                                                                                                 | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1754019.21   | 0.05%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | ANGINC 5 06/15/27                                                                                                                                      | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      796000 | PA      | $802460.67    | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 3.5 12/15/42                                                                                                                                       | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      500000 | PA      | $416324.92    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                                 | AMCR 4.875 07/15/26 144A                                                                                                                               | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      450000 | PA      | $450099.54    | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sonic Cap Llc                                                                                    | SONIC 2020-1A A2I                                                                                                                                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      615333 | PA      | $609329.72    | 0.02%             | 2050-01-20      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                        | TRGP 6.875 01/15/29                                                                                                                                    | CUSIP: 87612BBN1<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |      924000 | PA      | $935034.64    | 0.03%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aaset Mount 1 Ltd. / Aaset Mount 1 LLC                                                           | AASET 2025-3A A                                                                                                                                        | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      248878 | PA      | $249883.19    | 0.01%             | 2050-02-16      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Dryden XXVI Senior Loan Fund                                                                     | DRSLF 2013-26A CR                                                                                                                                      | CUSIP: 26250UAU9<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1504263.15   | 0.04%             | 2029-04-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Mc 2021-1 Ltd                                                                                    | MACON 2021-1 A                                                                                                                                         | CUSIP: 55283YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      690883 | PA      | $657440.51    | 0.02%             | 2035-11-05      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51143.61     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Ixis Real Estate Cap                                                              | MSIX 2006-2 A3                                                                                                                                         | CUSIP: 617463AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4528861 | PA      | $1490165.46   | 0.04%             | 2036-11-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 4.625 09/15/60                                                                                                                                     | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       50000 | PA      | $44743.59     | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                 | PARA 5.25 04/01/44                                                                                                                                     | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      256000 | PA      | $194613.02    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Soundview Home Loan Trust 2005-Opt1                                                              | SVHE 2007-OPT1 2A4                                                                                                                                     | CUSIP: 83612TAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1383312 | PA      | $933919.26    | 0.03%             | 2037-06-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Mach 1 Cayman Ltd/Mach 1 Usa LLC                                                                 | MAACH 2019-1 A                                                                                                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      156750 | PA      | $155445.37    | 0.00%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| ELDRIDGE CLO 2025-2 L FRN                                                                        | ELDRIDGE CLO 2025-2 L FRN                                                                                                                              | CUSIP: 28473AAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      675000 | PA      | $675000.00    | 0.02%             | 2039-01-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6179                                                                                                                                              | CUSIP: 3140QR2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2031469 | PA      | $2050815.45   | 0.06%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMH SPV C LLC TL.                                                                                | PMH SPV C LLC TL.                                                                                                                                      | CUSIP: LX2090582<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      236784 | PA      | $238062.22    | 0.01%             | 2027-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2023-CES2 A1A                                                                                                                                     | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      615484 | PA      | $623648.63    | 0.02%             | 2063-10-25      | Variable      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| AmFam Holdings Inc.                                                                              | AMFAHI 3.833 03/11/51 144A                                                                                                                             | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1350000 | PA      | $913663.29    | 0.03%             | 2051-03-11      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                                    | UWMLLC 5.5 04/15/29 144A                                                                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $994154.90    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 9.5 02/01/29 144A                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      400000 | PA      | $414867.20    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4940                                                                                                                                              | CUSIP: 3140XLP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      841264 | PA      | $848432.08    | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Americo Life Inc.                                                                                | AMERIC 3.45 04/15/31 144A                                                                                                                              | CUSIP: 03060NAD2<br>LEI: 549300B5C1FRFHBYW144 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1315213.96   | 0.04%             | 2031-04-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                                               | AASET 2021-2A A                                                                                                                                        | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      648568 | PA      | $616217.65    | 0.02%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Lbj Infrastructure Group Llc                                                                     | CINCON 3.797 12/31/57 144A                                                                                                                             | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1020721.98   | 0.03%             | 2057-12-31      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: —       |
| Fairfax Financial Holdings Limited                                                               | FFHCN 5.625 08/16/32                                                                                                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $836741.39    | 0.02%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.35 06/01/34                                                                                                                                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      610000 | PA      | $635018.34    | 0.02%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bombardier Recreational Products                                                                 | Bombardier Recreational Products Term Loan B-3 275 2029-12-01                                                                                          | CUSIP: 09776MAS3<br>LEI: 549300DZZJW11IMTMJ24 | Long             | LON              | CORP              | US        |      242555 | PA      | $243918.98    | 0.01%             | 2029-12-13      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2023-SFR2 Trust                                                               | TCN 2023-SFR2 C                                                                                                                                        | CUSIP: 895978AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $499686.35    | 0.01%             | 2028-12-17      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KREF 2021-Fl2 Ltd.                                                                               | KREF 2021-FL2 AS                                                                                                                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $294480.47    | 0.01%             | 2039-02-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Legacy Mortgage Asset Trust 2021-GS4                                                             | LMAT 2021-GS4 A1                                                                                                                                       | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      842150 | PA      | $843423.51    | 0.02%             | 2060-11-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Belvoir Land LLC                                                                                 | FTBELV 5.6 12/15/35 A-3                                                                                                                                | CUSIP: 081331AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $951387.30    | 0.03%             | 2035-12-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                                  | TMCL 2021-2A A                                                                                                                                         | CUSIP: 88315LAQ1<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | BM        |      626667 | PA      | $594475.81    | 0.02%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                          | VENLNG 9.875 02/01/32 144A                                                                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155054.61    | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| Hillenbrand, Inc.                                                                                | HI 3.75 03/01/31                                                                                                                                       | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      416000 | PA      | $417582.88    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                                          | GBLATL 2.9 01/06/32 144A                                                                                                                               | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1292061.22   | 0.04%             | 2032-01-06      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| PMH NEWCO LP TL.                                                                                 | PMH NEWCO LP TL.                                                                                                                                       | CUSIP: LX2090608<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      906940 | PA      | $911828.63    | 0.03%             | 2027-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-7                                                                | VERUS 2023-7 A3                                                                                                                                        | CUSIP: 92539YAC6<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-O            | CORP              | US        |      552611 | PA      | $558943.59    | 0.02%             | 2068-10-25      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2023-54 GA                                                                                                                                         | CUSIP: 3136BQRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      412169 | PA      | $420250.56    | 0.01%             | 2049-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding LLC                                                                            | GUYS 2023-1A A2                                                                                                                                        | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |      990000 | PA      | $1019554.47   | 0.03%             | 2054-01-26      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                                              | KNTK 6.625 12/15/28 144A                                                                                                                               | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      796000 | PA      | $820157.01    | 0.02%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                                                 | MF1 2022-FL8 A                                                                                                                                         | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      551917 | PA      | $551980.72    | 0.02%             | 2037-02-19      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                                  | COLT 2023-3 A3                                                                                                                                         | CUSIP: 19688RAC3<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-O            | CORP              | US        |      459062 | PA      | $464109.29    | 0.01%             | 2068-09-25      | Variable      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                                  | COLT 2023-3 A1                                                                                                                                         | CUSIP: 19688RAA7<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-O            | CORP              | US        |      918066 | PA      | $928913.83    | 0.03%             | 2068-09-25      | Variable      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V7.003 10/19/34 144A                                                                                                                            | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1115712.40   | 0.03%             | 2034-10-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GATX Corporation                                                                                 | GMT 6.9 05/01/34                                                                                                                                       | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1744212.50   | 0.05%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Ipalco Enterprises Inc.                                                                          | AES 4.25 05/01/30                                                                                                                                      | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |      650000 | PA      | $636607.32    | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Highmark Inc.                                                                                    | HIMARK 2.55 05/10/31 144A                                                                                                                              | CUSIP: 431116AE2<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |      300000 | PA      | $267239.34    | 0.01%             | 2031-05-10      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Triton Container International Ltd.                                                              | TRTN 3.15 06/15/31 144A                                                                                                                                | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |      564000 | PA      | $509651.11    | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                                  | ADC 2021-1A A2                                                                                                                                         | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3400000 | PA      | $3339762.20   | 0.09%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.375 PERP RR                                                                                                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      700000 | PA      | $692808.69    | 0.02%             | 2049-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Copeland (Emerson Electrics climate control business)                                            | Copeland (Emerson Electrics climate control business) Term Loan B 300 2030-04-22                                                                       | CUSIP: 26872NAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      982538 | PA      | $986222.02    | 0.03%             | 2030-05-04      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                           | FABSJV 5.875 01/25/34                                                                                                                                  | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205933.56    | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Trinet Group Inc                                                                                 | TNET 7.125 08/15/31 144A                                                                                                                               | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      500000 | PA      | $517413.00    | 0.01%             | 2031-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL GP STAKES                                                                               | BLUE OWL GP STAKES                                                                                                                                     | CUSIP: 09599ADJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      374250 | PA      | $395305.31    | 0.01%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Jefferies Finance LLC/JFIN Co-Issuer Corp                                                        | JEFFIN 6.625 10/15/31 144A                                                                                                                             | CUSIP: 47232MAG7<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |      950000 | PA      | $935637.43    | 0.03%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Figre Trust 2023-HE1                                                                             | FIGRE 2024-HE5 A                                                                                                                                       | CUSIP: 31684FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1199282 | PA      | $1215851.02   | 0.03%             | 2054-10-25      | Variable      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Company Inc                                               | POWSOL 6.75 02/15/30 144A                                                                                                                              | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      600000 | PA      | $627936.00    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| ARES DIRECT LENDING CLO 6 LLC                                                                    | ARESDL 2025-2A B                                                                                                                                       | CUSIP: 039960AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1500000 | PA      | $1502344.65   | 0.04%             | 2037-10-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.8 09/26/32                                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      325000 | PA      | $315411.44    | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6.1 09/26/65                                                                                                                                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      150000 | PA      | $132900.41    | 0.00%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                                | FDX 4.1 02/01/45 .                                                                                                                                     | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      150000 | PA      | $118808.25    | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2025-CRE9 ISSUER LLC                                                                    | LNCR 2025-CRE9 AS                                                                                                                                      | CUSIP: 538912AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $649488.71    | 0.02%             | 2042-08-18      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS 69(M)-R LTD                                                               | GOCAP 2023-69A BR                                                                                                                                      | CUSIP: 38182GAC8<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1101412.40   | 0.03%             | 2038-11-09      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Avilease Capital Ltd.                                                                            | AVILES 4.75 11/12/30 144A                                                                                                                              | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |      400000 | PA      | $397439.87    | 0.01%             | 2030-11-12      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sabey Data Center Issuer Llc                                                                     | SDCP 2021-1 A2                                                                                                                                         | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      815000 | PA      | $803187.76    | 0.02%             | 2046-06-20      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                             | RKT 4 10/15/33 144A                                                                                                                                    | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      850000 | PA      | $790343.69    | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Vontier Corporation                                                                              | VNT 2.4 04/01/28                                                                                                                                       | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      700000 | PA      | $671522.21    | 0.02%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                             | MQGAU V4.442 06/21/33 144A                                                                                                                             | CUSIP: 55608JBE7<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $640761.37    | 0.02%             | 2033-06-21      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8213                                                                                                                                              | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2699834 | PA      | $2403162.67   | 0.07%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 5.8 01/15/36                                                                                                                                       | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |      559783 | PA      | $587661.52    | 0.02%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2023-SFR1 TR                                                                  | TCN 2023-SFR1 C                                                                                                                                        | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1002058.40   | 0.03%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                                           | ARNC 8 10/01/30 144A                                                                                                                                   | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $106241.08    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AP GRANGE HLDGS USD 6.50%                                                                        | AP GRANGE HLDGS USD 6.50%                                                                                                                              | CUSIP: 00199CBS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2799415 | PA      | $2960381.58   | 0.08%             | 2045-03-20      | Fixed         | 6.50%                 | No            |                  3 | On Loan: No      |
| STOLTHAVEN HSTN 5.98%                                                                            | STOLTHAVEN HSTN 5.98%                                                                                                                                  | CUSIP: 86199AME4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      588000 | PA      | $601565.75    | 0.02%             | 2034-07-17      | Fixed         | 5.98%                 | No            |                  3 | On Loan: No      |
| LOANCORE ISSUER 2025-CRE8                                                                        | LNCR 2025-CRE8 B                                                                                                                                       | CUSIP: 53947FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $994935.70    | 0.03%             | 2042-08-17      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 5.75 08/15/34                                                                                                                                      | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52329.73     | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                                      | BCECN V7 09/15/55                                                                                                                                      | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $578284.85    | 0.02%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN CB9974                                                                                                                                              | CUSIP: 3140QWCL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4456100 | PA      | $4568376.21   | 0.13%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Level 3                                                                                          | Level 3 Term Loan B-4 325 2032-03-01                                                                                                                   | CUSIP: 52729KAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1510000 | PA      | $1516228.75   | 0.04%             | 2032-03-27      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| UWN Holdings LLC                                                                                 | UWMC 6.25 03/15/31 144A                                                                                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $499442.89    | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2012-111 B                                                                                                                                         | CUSIP: 3136A9EA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        6805 | PA      | $7386.62      | 0.00%             | 2042-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 6 LLC                                                                    | ARESDL 2025-2A A1                                                                                                                                      | CUSIP: 039960AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $750986.70    | 0.02%             | 2037-10-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                                  | PSX V6.2 03/15/56 B                                                                                                                                    | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99644.05     | 0.00%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co, Inc.                                                                 | AEP V5.8 03/15/56 C                                                                                                                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      265000 | PA      | $263199.44    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 6.75 01/15/33 144A                                                                                                                                | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $297876.87    | 0.01%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS0860                                                                                                                                              | CUSIP: 3138W95W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1205 | PA      | $1210.38      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D 3.375 04/01/30 C                                                                                                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      250000 | PA      | $241526.85    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS 69(M)-R LTD                                                               | GOCAP 2023-69A CR                                                                                                                                      | CUSIP: 38182GAE4<br>LEI: 2549004WBNSFGOX1MY52 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1100000.00   | 0.03%             | 2038-11-09      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 7 LLC                                                                    | ARESDL 2025-3A B                                                                                                                                       | CUSIP: 039973AE2<br>LEI: 254900FZTAJNX33DJ460 | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500817.15    | 0.01%             | 2038-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                                          | PRE V4.5 10/01/50                                                                                                                                      | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |      400000 | PA      | $378164.04    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Signature Aviation                                                                               | Signature Aviation Term Loan B 275 2028-04-06                                                                                                          | CUSIP: 11565HAB2<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      366215 | PA      | $368464.01    | 0.01%             | 2028-06-07      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                                       | ADM 3.25 03/27/30                                                                                                                                      | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      175000 | PA      | $169281.98    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN FM8779                                                                                                                                              | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      157515 | PA      | $136812.21    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOLRR AIRCRAFT LTD 2021-1                                                                        | SOLRR 2021-1 A                                                                                                                                         | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      720370 | PA      | $688195.14    | 0.02%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 3.875 11/01/33 144A                                                                                                                             | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $257418.55    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN FS4273                                                                                                                                              | CUSIP: 3140XKXB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1226182 | PA      | $1229867.08   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD2724                                                                                                                                              | CUSIP: 3132DQAZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1174804 | PA      | $1178577.10   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co.                                                                        | NIPLIF V5.95 04/16/54 144A                                                                                                                             | CUSIP: 654579AN1<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1043252.28   | 0.03%             | 2054-04-16      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: —       |
| Volkswagen Group of America Finance LLC                                                          | VW 5.35 03/27/30 144A                                                                                                                                  | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      900000 | PA      | $925947.10    | 0.03%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                                                         | TRN 7.75 07/15/28 144A                                                                                                                                 | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |      750000 | PA      | $779640.41    | 0.02%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6862                                                                                                                                              | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      812611 | PA      | $815136.65    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.623 05/09/29                                                                                                                                    | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1621975.97   | 0.05%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Slam 2025-1 Ltd. / Slam 2025-1 LLC                                                               | SLAM 2025-1A A                                                                                                                                         | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1833526 | PA      | $1885080.49   | 0.05%             | 2050-05-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| PFP 2024-11 LTD /LLC                                                                             | PFP 2024-11 AS                                                                                                                                         | CUSIP: 69291WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       94513 | PA      | $94558.28     | 0.00%             | 2039-09-17      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| BRSP 2024-FL2 LTD                                                                                | BRSP 2024-FL2 A                                                                                                                                        | CUSIP: 05613BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      750000 | PA      | $749927.03    | 0.02%             | 2037-08-19      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.3 11/20/26                                                                                                                                         | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75203.55     | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C 4.45 09/29/27                                                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176210.67    | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.5 02/15/35                                                                                                                                      | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      400000 | PA      | $410679.47    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asurion                                                                                          | Asurion First-lien Term Loan B-12 425 2030-09-01                                                                                                       | CUSIP: 04649VBD1<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      495000 | PA      | $495695.48    | 0.01%             | 2030-09-13      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 2.95 04/01/30                                                                                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      146000 | PA      | $134985.69    | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD0294                                                                                                                                              | CUSIP: 3132DMKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6166162 | PA      | $6119846.52   | 0.17%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2014-1 Ltd.                                                                    | PLMRS 2023-4A CR                                                                                                                                       | CUSIP: 696924AQ2<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1003877.80   | 0.03%             | 2037-10-20      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                                   | OPALBD 6.5 03/31/32 144A                                                                                                                               | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     1115000 | PA      | $1142784.42   | 0.03%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVA 5.25 02/01/55                                                                                                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      350000 | PA      | $348505.46    | 0.01%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DYAL CAP IV B 5.94%                                                                              | DYAL CAP IV B 5.94%                                                                                                                                    | CUSIP: 26199AGM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $610917.00    | 0.02%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| DP World Crescent LTD                                                                            | DPWDU 5.5 05/08/35 144A                                                                                                                                | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |     1330000 | PA      | $1372500.15   | 0.04%             | 2035-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.                                                        | STX 5.875 07/15/30 144A                                                                                                                                | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      620000 | PA      | $639735.22    | 0.02%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| TKO Group Holdings (UFC)                                                                         | TKO Group Holdings (UFC) Term Loan B 200 2031-11-01                                                                                                    | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |     1691500 | PA      | $1701133.09   | 0.05%             | 2031-11-21      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ELDRIDGE CLO 2025-1 LTD                                                                          | ELD 2025-1A B                                                                                                                                          | CUSIP: 284913AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $801849.20    | 0.02%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                                             | OBX 2025-NQM10 A3                                                                                                                                      | CUSIP: 67121LAC0<br>LEI: 254900NDJVO62R77II89 | Long             | ABS-O            | CORP              | US        |      861079 | PA      | $866374.07    | 0.02%             | 2065-05-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 5.141 03/15/52 *                                                                                                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       49000 | PA      | $32406.15     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RQ0057                                                                                                                                              | CUSIP: 3142J6B36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      909416 | PA      | $934824.92    | 0.03%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                                     | SO V3.75 09/15/51 21-A                                                                                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       87000 | PA      | $86063.26     | 0.00%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                                  | TMCL 2021-3A A                                                                                                                                         | CUSIP: 88315LAS7<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | BM        |      660000 | PA      | $593115.01    | 0.02%             | 2046-08-20      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-1 TRUST                                                                               | AASET 2021-1A A                                                                                                                                        | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      420322 | PA      | $405129.74    | 0.01%             | 2041-11-16      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                              | HWIRE 2021-1 A2                                                                                                                                        | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1322898.68   | 0.04%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Refuel                                                                                           | Refuel Term Loan B 475 2028-10-12                                                                                                                      | CUSIP: 30323KAC6<br>LEI: 549300Y6GW0LGV84NW77 | Long             | LON              | CORP              | US        |      273201 | PA      | $272176.36    | 0.01%             | 2028-11-08      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bettcher Industries                                                                              | Bettcher Industries First-lien Term Loan 400 2028-11-22                                                                                                | CUSIP: 59010LAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      500000 | PA      | $505392.50    | 0.01%             | 2028-12-14      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Triton Container International Limited / TAL International Container Corporation                 | TRTN 3.25 03/15/32                                                                                                                                     | CUSIP: 89681LAA0<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |      975000 | PA      | $886945.90    | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                                    | SDART 2025-2 A2                                                                                                                                        | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1018943 | PA      | $1020566.61   | 0.03%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                                | CBG 5.5 06/15/35                                                                                                                                       | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2589015.03   | 0.07%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                              | HWIRE 2023-1A C                                                                                                                                        | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $766492.43    | 0.02%             | 2053-05-20      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Cars Db4 LP                                                                                      | CAUTO 2023-1A A1                                                                                                                                       | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      514938 | PA      | $518852.37    | 0.01%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet Clo 2022-2 Ltd.                                                                        | WELF 2022-2A BR                                                                                                                                        | CUSIP: 94949FAN3<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |     1250000 | PA      | $1254319.38   | 0.03%             | 2037-10-18      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc.                                                                                     | MET V6.35 03/15/55 G                                                                                                                                   | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      600000 | PA      | $633031.80    | 0.02%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CC0243                                                                                                                                              | CUSIP: 3140Y6HV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3841826 | PA      | $3938625.57   | 0.11%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                                 | ANGINC 5.25 06/03/30 144A                                                                                                                              | CUSIP: 02771D2B9<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |      250000 | PA      | $254574.14    | 0.01%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Iqvia Inc                                                                                        | IQV 6.25 06/01/32 144A                                                                                                                                 | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1412326.99   | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                            | BELL 2025-1A A2I                                                                                                                                       | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $548679.95    | 0.02%             | 2055-08-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                                    | CA CAS 7.55 04/01/2039                                                                                                                                 | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      410000 | PA      | $498094.69    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS 3.95 04/23/27                                                                                                                                       | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      448000 | PA      | $447886.28    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NAVIGATOR 2025-1 AVIATION LIMITED                                                                | NAVTR 2025-1 A                                                                                                                                         | CUSIP: 63943GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      495006 | PA      | $491620.33    | 0.01%             | 2050-10-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66 Co.                                                                                  | PSX V5.875 03/15/56 A                                                                                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      175000 | PA      | $173214.26    | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC 4.95 03/31/30                                                                                                                                     | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205273.40    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 03/31/31                                                                                                                                       | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17280000 | PA      | $17595562.52  | 0.49%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RWC COMMERCIAL MORTGAGE 2025-1                                                                   | RWC 2025-1 AS                                                                                                                                          | CUSIP: 78348LAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      650000 | PA      | $652165.31    | 0.02%             | 2040-06-25      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| STORE MASTER FUNDING I - VII XIV XIX XX XXII XXIV XXXVII XXXVIII                                 | STR 2025-1A A5                                                                                                                                         | CUSIP: 86212FAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      499375 | PA      | $500124.03    | 0.01%             | 2055-10-20      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| ARCHWEST 2025-RTL1                                                                               | ARCHW 2025-RTL1 A1                                                                                                                                     | CUSIP: 039966AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $701495.20    | 0.02%             | 2040-10-25      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Insured Lending 1 Ltd.                                                                           | INLEND 6.5 02/04/32 144                                                                                                                                | CUSIP: YJ7225560<br>LEI: 875500RRX7H6NZ8RYE90 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $824108.50    | 0.02%             | 2032-02-04      | Fixed         | 6.50%                 | Yes           |                  3 | On Loan: No      |
| NiSource Inc.                                                                                    | NI V5.75 07/15/56                                                                                                                                      | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      275000 | PA      | $277221.51    | 0.01%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Safehold GL Holdings LLC                                                                         | SAFE 2.85 01/15/32                                                                                                                                     | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      750000 | PA      | $677809.87    | 0.02%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Insulet Corporation                                                                              | PODD 6.5 04/01/33 144A                                                                                                                                 | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |      155000 | PA      | $162162.55    | 0.00%             | 2033-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Ivory Coast (Republic Of)                                                                        | IVYCST 8.075 04/01/36 144A                                                                                                                             | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      520000 | PA      | $563262.29    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Stewart Information Services Corporation                                                         | STC 3.6 11/15/31                                                                                                                                       | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1419418.21   | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4579                                                                                                                                              | CUSIP: 31418ECR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10076251 | PA      | $8962821.74   | 0.25%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                            | BELL 2025-1A A2II                                                                                                                                      | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $550443.55    | 0.02%             | 2055-08-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Group Inc                                                                                | CG 5.05 09/19/35                                                                                                                                       | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |      725000 | PA      | $717157.22    | 0.02%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Harbour Energy PLC                                                                               | HBRLN 6.327 04/01/35 144A                                                                                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $507429.51    | 0.01%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: —       |
| GLS AUTO REC ISSUER TR 2025-2                                                                    | GCAR 2025-2A A2                                                                                                                                        | CUSIP: 37989BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1311806 | PA      | $1314338.54   | 0.04%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FDG INC TL                                                                               | AVANTOR FDG INC TL                                                                                                                                     | CUSIP: LX2705858<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1000000 | PA      | $1179795.16   | 0.03%             | 2032-09-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                                        | SPRO 2025-1A A2                                                                                                                                        | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1499497.43   | 0.04%             | 2055-10-25      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                            | WEC V5.625 05/15/56                                                                                                                                    | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      275000 | PA      | $277393.76    | 0.01%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| AITX FINCO LLC 5.38%                                                                             | AITX FINCO LLC 5.38%                                                                                                                                   | CUSIP: 00199CFP4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700000 | PA      | $700970.20    | 0.02%             | 2030-10-23      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| EFMT 2025-CES4                                                                                   | EFMT 2025-CES4 A1                                                                                                                                      | CUSIP: 267954AA3<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-O            | CORP              | US        |      898777 | PA      | $907008.21    | 0.03%             | 2060-06-25      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                                    | STWD 5.75 01/15/31 144A                                                                                                                                | CUSIP: 85571BBG9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      740000 | PA      | $750428.82    | 0.02%             | 2031-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CSMC 2020-West                                                                                   | CSMC 2021-RPL4 A1                                                                                                                                      | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2220629 | PA      | $2213711.44   | 0.06%             | 2060-12-27      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Sothebys / Bidfair Holdings Inc.                                                                 | BID 5.875 06/01/29 144a                                                                                                                                | CUSIP: 83600GAA2<br>LEI: 549300P5BAAMQQ7VL735 | Long             | DBT              | CORP              | US        |      325000 | PA      | $304002.87    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| NYC COMMERCIAL MORTGAGE TRUST 2025-11X                                                           | NYC 2025-11X A                                                                                                                                         | CUSIP: 67122NAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2800000 | PA      | $2813662.60   | 0.08%             | 2037-10-15      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC) | ACI 5.75 03/31/34 144A                                                                                                                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $1025400.91   | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Maple Grove Funding Trust I                                                                      | LIFEVT 4.161 08/15/51                                                                                                                                  | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      495000 | PA      | $350351.42    | 0.01%             | 2051-08-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR AIRCRAFT ABS LIMITED                                                                   | NAVTR 2021-1 A                                                                                                                                         | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      970223 | PA      | $928019.55    | 0.03%             | 2046-11-15      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.55 11/15/35                                                                                                                                      | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1624252.16   | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.625 PERP                                                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1142332.16   | 0.03%             | 2049-12-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                                     | SWK 3 05/15/32                                                                                                                                         | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |      500000 | PA      | $454072.79    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Brookfield Capital Finance LLC                                                                   | BNCN 6.087 06/14/33                                                                                                                                    | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $150208.50    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BLUE OWL GP STAKES V ISSU                                                                        | BLUE OWL GP STAKES V ISSU                                                                                                                              | CUSIP: 09599ADK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      375750 | PA      | $396889.70    | 0.01%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V6.85 PERP                                                                                                                                          | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      650000 | PA      | $678560.58    | 0.02%             | 2049-12-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 6.125 12/11/37 144A                                                                                                                               | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      290000 | PA      | $286532.18    | 0.01%             | 2037-12-11      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Rogers Communications Inc.                                                                       | RCICN V7.125 04/15/55                                                                                                                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $158372.86    | 0.00%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Bell Canada                                                                                      | BCECN V6.875 09/15/55                                                                                                                                  | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $155371.20    | 0.00%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A14237                                                                                                                                              | CUSIP: 31296NV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         672 | PA      | $684.41       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/30                                                                                                                                           | CUSIP: 912833XY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1540000 | PA      | $1294198.84   | 0.04%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Metis Issuer 2025-1 LLC                                                                          | Metis Issuer 2025-1 LLC 6.892% NTS 15/05/2055 USD (144A)                                                                                               | CUSIP: 59155MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $662898.60    | 0.02%             | 2055-05-15      | Fixed         | 6.89%                 | Yes           |                  3 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2025-1A A2                                                                                                                                       | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $596221.74    | 0.02%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5652                                                                                                                                              | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      363084 | PA      | $360448.19    | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 3.25 02/15/30                                                                                                                                     | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      250000 | PA      | $240066.31    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.95 09/26/55                                                                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      575000 | PA      | $511985.51    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BSPRT 2025-FL12 ISSUER LLC                                                                       | BSPRT 2025-FL12 AS                                                                                                                                     | CUSIP: 05619BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $299841.03    | 0.01%             | 2043-01-17      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EASY STREET MORTGAGE LOAN TRUST 2025-RTL2                                                        | EASY 2025-RTL2 A1                                                                                                                                      | CUSIP: 27786YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1820151.45   | 0.05%             | 2040-10-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Jgwpt Xxxviii Llc 2017-1                                                                         | HENDR 2017-1A A                                                                                                                                        | CUSIP: 46620JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      148887 | PA      | $139291.51    | 0.00%             | 2060-08-16      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| CLI Funding Llc                                                                                  | CLIF 2022-1A A                                                                                                                                         | CUSIP: 12565KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      169533 | PA      | $158233.07    | 0.00%             | 2047-01-18      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Munich Reinsurance AG                                                                            | MUNRE V5.875 05/23/42 144A                                                                                                                             | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |     1200000 | PA      | $1256218.37   | 0.04%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: —       |
| UBS Group AG                                                                                     | UBS V4.194 04/01/31 144A                                                                                                                               | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $247957.72    | 0.01%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FIN UW TR 2025-A                                                                      | SFUEL 2025-AA A2                                                                                                                                       | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1711135 | PA      | $1717196.48   | 0.05%             | 2027-07-20      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| BLUE STREAM ISSUER LLC                                                                           | BSTRM 2023-1A A2                                                                                                                                       | CUSIP: 09606BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1006690.65   | 0.03%             | 2053-05-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                                         | WRLDPY 7.5 01/15/31 144A                                                                                                                               | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      500000 | PA      | $531665.00    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| The Brooklyn Union Gas Company                                                                   | NGGLN 6.388 09/15/33 144A                                                                                                                              | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1352157.03   | 0.04%             | 2033-09-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| WhiteWater DBR                                                                                   | WhiteWater DBR Term Loan B 225 2031-03-01                                                                                                              | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |      493762 | PA      | $497403.98    | 0.01%             | 2031-03-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-PF2                                                                             | FIGRE 2025-PF2 A                                                                                                                                       | CUSIP: 316918AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      616158 | PA      | $615715.99    | 0.02%             | 2055-10-25      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V5.136 09/22/36                                                                                                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199390.63    | 0.01%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Blackfin Pipeline                                                                                | Blackfin Pipeline Term Loan B 300 2032-09-21                                                                                                           | CUSIP: 09231PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700000 | PA      | $702187.50    | 0.02%             | 2032-10-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD                                          | JCPDL 2025-1A C                                                                                                                                        | CUSIP: 47235BAG8<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249554.75    | 0.01%             | 2037-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA5880                                                                                                                                              | CUSIP: 31418FRA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      836973 | PA      | $861013.37    | 0.02%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                            | DNKN 2025-1A A2II                                                                                                                                      | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $301688.49    | 0.01%             | 2055-08-20      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                                          | ENIIM 5.75 05/19/35 144A                                                                                                                               | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     2400000 | PA      | $2521487.06   | 0.07%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Devon Energy Corporation                                                                         | DVN 5.6 07/15/41                                                                                                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       77000 | PA      | $74795.67     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| THOR FINANCECO LLC 5.22%                                                                         | THOR FINANCECO LLC 5.22%                                                                                                                               | CUSIP: 62799ABZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $601852.80    | 0.02%             | 2030-10-30      | Fixed         | 5.22%                 | No            |                  3 | On Loan: No      |
| CAFL 2025-RRTL2 ISSUER LP                                                                        | CAFL 2025-RRTL2 A1                                                                                                                                     | CUSIP: 12770JAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $401487.56    | 0.01%             | 2040-11-28      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G05421                                                                                                                                              | CUSIP: 3128M7LA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.42         | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 4.3 07/22/27 GMTN                                                                                                                                  | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1280607.53   | 0.04%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Smithfield Foods Inc                                                                             | SFD 2.625 09/13/31 144A                                                                                                                                | CUSIP: 832248BD9<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |      250000 | PA      | $221852.87    | 0.01%             | 2031-09-13      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Trustage Financial Group Inc                                                                     | CUNAMU 4.625 04/15/32 144A                                                                                                                             | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1257202.42   | 0.04%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK8838                                                                                                                                              | CUSIP: 3140HNZC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      553662 | PA      | $538430.53    | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                                             | BXP 4.5 12/01/28                                                                                                                                       | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      900000 | PA      | $906480.55    | 0.03%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4599                                                                                                                                              | CUSIP: 31418EDD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3380061 | PA      | $3004121.53   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8764                                                                                                                                              | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      701426 | PA      | $702815.53    | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 3.6 04/01/40                                                                                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      450000 | PA      | $335081.46    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CSX Corporation                                                                                  | CSX 3.8 04/15/50                                                                                                                                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      275000 | PA      | $210669.21    | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6311                                                                                                                                              | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1274044 | PA      | $1276769.03   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS4828                                                                                                                                              | CUSIP: 3140XLLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      878086 | PA      | $878189.53    | 0.02%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6475                                                                                                                                              | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287310 | PA      | $287804.54    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aaset 2024-2 Ltd.                                                                                | AASET 2024-2A A                                                                                                                                        | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      957284 | PA      | $973326.67    | 0.03%             | 2049-09-16      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V4.967 07/22/33 MTN                                                                                                                                | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2535000 | PA      | $2558356.64   | 0.07%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB2045                                                                                                                                              | CUSIP: 3140QMHX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      366029 | PA      | $317412.60    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Xxxiv Ltd.                                                                  | MDPK 2025-71A B                                                                                                                                        | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      650000 | PA      | $651145.89    | 0.02%             | 2038-04-23      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                                | LPLA 5.75 06/15/35                                                                                                                                     | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309536.51    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM9492                                                                                                                                              | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      287000 | PA      | $248879.02    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6032                                                                                                                                              | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      625458 | PA      | $541367.12    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURIT FRN                                                                        | STATION PLACE SECURIT FRN                                                                                                                              | CUSIP: 85772TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1250000.00   | 0.03%             | 2026-07-02      | Floating      | 5.28%                 | No            |                  3 | On Loan: No      |
| HOPE GAS HLDGS LLC 6.18%                                                                         | HOPE GAS HLDGS LLC 6.18%                                                                                                                               | CUSIP: 43999AC24<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      200000 | PA      | $204171.80    | 0.01%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| METROPOLITAN TRANSN AUTH N Y                                                                     | NY MTATRN 5.17 11/15/2049                                                                                                                              | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |       65000 | PA      | $60090.79     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                          | VW 5.05 03/27/28 144A                                                                                                                                  | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      600000 | PA      | $609702.57    | 0.02%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JEFFERIES CREDIT PARTNERS DIRECT LENDING CLO 2025-1 LTD                                          | JCPDL 2025-1A B                                                                                                                                        | CUSIP: 47235BAE3<br>LEI: 213800SOG377Y9E1U217 | Long             | ABS-CBDO         | CORP              | KY        |      200000 | PA      | $200286.06    | 0.01%             | 2037-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TD Synnex Corp                                                                                   | SNX 5.3 10/10/35                                                                                                                                       | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      700000 | PA      | $695895.82    | 0.02%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 6.25 07/01/33 144A                                                                                                                                 | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      505000 | PA      | $517756.30    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5549 BF                                                                                                                                            | CUSIP: 3137HLS52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     2177126 | PA      | $2186781.51   | 0.06%             | 2055-02-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL7 ISSUER LTD                                                                         | TRTX 2025-FL7 B                                                                                                                                        | CUSIP: 87277LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      500000 | PA      | $500246.80    | 0.01%             | 2043-06-18      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2025-RRTL1                                               | GRADE 2025-RRTL1 A1                                                                                                                                    | CUSIP: 79582NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $900918.81    | 0.03%             | 2040-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PLACEHOLD BR SECONDARIES                                                                         | PLACEHOLD BR SECONDARIES                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      550000 | PA      | $550000.00    | 0.02%             | 2030-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-54 FM                                                                                                                                         | CUSIP: 3136BWNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1185846 | PA      | $1190305.06   | 0.03%             | 2055-07-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mississippi Higher Education Assist Corp (MS)                                                    | MHEAC 2014-1 A1                                                                                                                                        | CUSIP: 60535YAA1<br>LEI: 549300HWPV47979HMV21 | Long             | ABS-O            | CORP              | US        |      139403 | PA      | $139598.21    | 0.00%             | 2035-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2364                                                                                                                                              | CUSIP: 3140Q9TW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      213464 | PA      | $212540.47    | 0.01%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5530                                                                                                                                              | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      395637 | PA      | $403259.65    | 0.01%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                   | INTNED 4.625 01/06/26 144A                                                                                                                             | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $1600099.39   | 0.04%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FR QE5890                                                                                                                                              | CUSIP: 3133BFRK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |           0 | PA      | $0.01         | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN 6 FDG LP 2025-1                                                                    | PKAIR 2025-1 A                                                                                                                                         | CUSIP: 69291YAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      938607 | PA      | $947117.56    | 0.03%             | 2042-11-15      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/30                                                                                                                                           | CUSIP: 9128337N4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1540000 | PA      | $1280735.62   | 0.04%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                            | CHTR 5.875 11/15/40                                                                                                                                    | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      125000 | PA      | $116146.80    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA1225                                                                                                                                              | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      103900 | PA      | $100943.94    | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2012-153 B                                                                                                                                         | CUSIP: 3136ABDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       23885 | PA      | $26247.26     | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GILD 4.5 02/01/45                                                                                                                                      | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      300000 | PA      | $266284.60    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                                  | FOXA 3.5 04/08/30                                                                                                                                      | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145900.28    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                                         | JANEST 6.75 05/01/33 144A                                                                                                                              | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |      550000 | PA      | $574450.99    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                        | NEE 3.8 12/15/42                                                                                                                                       | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      475000 | PA      | $392661.16    | 0.01%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.45 04/01/44                                                                                                                                      | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       75000 | PA      | $68668.15     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                                 | AMZN 4.8 12/05/34                                                                                                                                      | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77219.43     | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5597                                                                                                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      432956 | PA      | $440475.79    | 0.01%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5597                                                                                                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      254001 | PA      | $258412.50    | 0.01%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                                     | EXC 4.7 04/15/50                                                                                                                                       | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21572.31     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                                                                   | HR 2.05 03/15/31                                                                                                                                       | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      200000 | PA      | $173329.84    | 0.00%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                                  | BANK 2022-BNK43 A5                                                                                                                                     | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $983959.90    | 0.03%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                    | JEF 6.2 04/14/34                                                                                                                                       | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1057885.57   | 0.03%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                                       | TIAAGL 5.85 04/15/34 144A                                                                                                                              | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $316157.50    | 0.01%             | 2034-04-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM10                                                                             | OBX 2024-NQM10 A2                                                                                                                                      | CUSIP: 67119MAB4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-O            | CORP              | US        |     1112680 | PA      | $1124947.05   | 0.03%             | 2064-05-25      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                            | ONT 3.8 12/02/34                                                                                                                                       | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     2200000 | PA      | $1609748.28   | 0.04%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                            | JGB 2.4 03/20/55 86                                                                                                                                    | CUSIP: J2S39L7Y4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   320000000 | PA      | $1678784.47   | 0.05%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mutual of Omaha Insurance Co                                                                     | MUTOMA V6.144 01/16/64 144A                                                                                                                            | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1046524.84   | 0.03%             | 2064-01-16      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Lstar Securities Investment 2024-1 Ltd.                                                          | LSTRZ 2024-1 A                                                                                                                                         | CUSIP: 54916LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       98751 | PA      | $98658.38     | 0.00%             | 2029-01-01      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                                              | OBX 2024-NQM3 A3                                                                                                                                       | CUSIP: 67118KAC7<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |      571747 | PA      | $577443.73    | 0.02%             | 2063-12-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                                  | TDG 6.625 03/01/32 144A                                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       48000 | PA      | $50002.90     | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                                  | SIDC 2023-2A A2                                                                                                                                        | CUSIP: 85236KAH5<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1005232.05   | 0.03%             | 2048-07-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Credit Funding 13 Limited                                                              | ANCHF 2021-13A A2                                                                                                                                      | CUSIP: 03290AAJ9<br>LEI: 549300N5JCR10GGBIT41 | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $970928.10    | 0.03%             | 2039-07-27      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Eisner Advisory Group                                                                            | Eisner Advisory Group Term Loan B 400 2031-02-05                                                                                                       | CUSIP: 28259HAG6<br>LEI: 549300TV33NKCG2ZE467 | Long             | LON              | CORP              | US        |      294780 | PA      | $297222.20    | 0.01%             | 2031-02-21      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                           | BPLN V6.45 PERP                                                                                                                                        | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      350000 | PA      | $373137.10    | 0.01%             | 2049-12-31      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| Builders Firstsource, Inc.                                                                       | BLDR 6.375 03/01/34 144A                                                                                                                               | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1035542.88   | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-2                                                                  | AOMT 2024-2 A3                                                                                                                                         | CUSIP: 034942AC6<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-O            | CORP              | US        |      707126 | PA      | $712407.57    | 0.02%             | 2069-01-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLV LLC                                                                    | CERB 2024-1A B                                                                                                                                         | CUSIP: 15675FAC2<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1504891.20   | 0.04%             | 2036-04-15      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-1A B                                                                                                                                        | CUSIP: 05377RHZ0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1037900.95   | 0.03%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                                        | SPRO 2024-1A A2                                                                                                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      638625 | PA      | $660478.75    | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.519 01/19/28 144A                                                                                                                            | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      950000 | PA      | $962598.01    | 0.03%             | 2028-01-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                                  | WHR 5.75 03/01/34                                                                                                                                      | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      170000 | PA      | $157886.51    | 0.00%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS RIALTO ISSUER LTD                                                                             | FSRIA 2021-FL3 B                                                                                                                                       | CUSIP: 30323CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $999971.30    | 0.03%             | 2036-11-16      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                                         | COXENT 5.8 12/15/53 144A                                                                                                                               | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      175000 | PA      | $150406.33    | 0.00%             | 2053-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: —       |
| BCAP LLC Trust 2006-AA2                                                                          | BCAP 2006-AA2 A1                                                                                                                                       | CUSIP: 05530MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1865424 | PA      | $1763240.77   | 0.05%             | 2037-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Pacific Beacon Llc                                                                               | PACBEA 5.508 07/15/36                                                                                                                                  | CUSIP: 69403WAC1<br>LEI: 549300RDBP3BJOLTTC39 | Long             | DBT              | CORP              | US        |      750000 | PA      | $737236.50    | 0.02%             | 2036-07-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                  | SBATOW 1.84 04/15/27 144A                                                                                                                              | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $969067.55    | 0.03%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                             | WSTOP 2022-1A A2                                                                                                                                       | CUSIP: 974153AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      397000 | PA      | $385515.90    | 0.01%             | 2052-03-05      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.942 02/07/39                                                                                                                                     | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      400000 | PA      | $421283.12    | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                               | ET 5.95 05/15/54                                                                                                                                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      500000 | PA      | $476990.90    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                                                | VERUS 2024-1 A3                                                                                                                                        | CUSIP: 92540EAC7<br>LEI: 984500A3F1D749452747 | Long             | ABS-O            | CORP              | US        |      504416 | PA      | $507030.05    | 0.01%             | 2069-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V6.7 PERP I                                                                                                                                        | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      950000 | PA      | $987729.25    | 0.03%             | 2049-12-31      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Boardwalk Pipelines LP                                                                           | BWP 5.625 08/01/34                                                                                                                                     | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |      350000 | PA      | $367445.74    | 0.01%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Safehold GL Holdings LLC                                                                         | SAFE 6.1 04/01/34                                                                                                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |      350000 | PA      | $371693.78    | 0.01%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Ecmc Group Student Loan Trust 2017-1                                                             | ECMC 2017-1A A                                                                                                                                         | CUSIP: 26828WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      534601 | PA      | $539418.71    | 0.02%             | 2066-12-27      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA4185                                                                                                                                              | CUSIP: 3140QBUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       46665 | PA      | $46111.13     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.375 01/28/50 REGS                                                                                                                             | CUSIP: X7360WBF8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       70000 | PA      | $53030.94     | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6541                                                                                                                                              | CUSIP: 36179VHS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5760849 | PA      | $5201156.65   | 0.14%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                             | Q 4.45 09/01/34                                                                                                                                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |     7500000 | PA      | $5743533.93   | 0.16%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2024-5                                                                   | VERUS 2024-5 A1                                                                                                                                        | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-O            | CORP              | US        |     1479274 | PA      | $1498212.90   | 0.04%             | 2069-06-25      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Genmab AS And Genmab Finance LLC                                                                 | GMABDC 6.25 12/15/32 144A                                                                                                                              | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |     1505000 | PA      | $1543065.09   | 0.04%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.125 08/15/44                                                                                                                                       | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4800000 | PA      | $3815625.02   | 0.11%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL8964                                                                                                                                              | CUSIP: 3138ET6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      169264 | PA      | $169247.91    | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 3 10/23/26                                                                                                                                         | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1117071.66   | 0.03%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.384 10/23/35                                                                                                                                    | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      550000 | PA      | $568760.14    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5819                                                                                                                                              | CUSIP: 36179UPC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      129193 | PA      | $131332.08    | 0.00%             | 2049-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                               | EIX 4.2 03/01/29 A                                                                                                                                     | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      450000 | PA      | $447630.11    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 3.2 04/01/30 144A                                                                                                                                 | CUSIP: 571676AB1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      425000 | PA      | $409247.50    | 0.01%             | 2030-04-01      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                | EPD 4.2 01/31/50                                                                                                                                       | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      625000 | PA      | $503906.52    | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.496 02/13/31 MTN                                                                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       75000 | PA      | $69944.46     | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                               | TMUS 5.2 01/15/33                                                                                                                                      | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $5246655.89   | 0.15%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC F 04/22/28 MTN                                                                                                                                     | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2615123.89   | 0.07%             | 2028-04-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.707 04/22/28 MTN                                                                                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1939985.69   | 0.05%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 1.15 03/15/28                                                                                                                                       | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      275000 | PA      | $259637.45    | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 08/15/41                                                                                                                                           | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1080000 | PA      | $508360.70    | 0.01%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.625 09/30/28                                                                                                                                       | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1000000 | PA      | $1028710.94   | 0.03%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 04/30/30                                                                                                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10020000 | PA      | $10107675.00  | 0.28%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -1000000 | PA      | $-1027166.83  | -0.03%            | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    44000000 | PA      | $44649530.20  | 1.24%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5000000 | PA      | $5167952.25   | 0.14%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                                         | BX 2024-VLT5 A                                                                                                                                         | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1095000 | PA      | $1113160.96   | 0.03%             | 2046-11-13      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc.                                                                             | ELV 5.2 02/15/35                                                                                                                                       | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      685000 | PA      | $701361.01    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    25000000 | PA      | $25490847.75  | 0.71%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9000000 | PA      | $7782187.50   | 0.22%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                                           | GLP 8.25 01/15/32 144A                                                                                                                                 | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |      550000 | PA      | $581519.95    | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities Inc                                                                          | WTRG 5.375 01/15/34                                                                                                                                    | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      925000 | PA      | $958291.80    | 0.03%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PORT AUTH N Y & N J                                                                              | NY PORTRN 4.81 10/15/2065                                                                                                                              | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      300000 | PA      | $269022.68    | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                               | STT V3.152 03/30/31                                                                                                                                    | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48266.97     | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH                                           | LA LASGOV 4.28 02/01/2036                                                                                                                              | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     1300000 | PA      | $1290507.40   | 0.04%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 08/15/34                                                                                                                                       | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11110000 | PA      | $10962662.29  | 0.31%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP                                                                    | MD MDSDEV 4.93 11/30/2031                                                                                                                              | CUSIP: 574205HZ6<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |      400000 | PA      | $409406.44    | 0.01%             | 2031-11-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                      | IL ILS 5.1 06/01/2033                                                                                                                                  | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      353382 | PA      | $362327.57    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    27000000 | PA      | $26961081.26  | 0.75%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20000000 | PA      | $19551789.50  | 0.55%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                      | IL ILS 6.63 02/01/2035                                                                                                                                 | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      380769 | PA      | $402543.32    | 0.01%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                         | T 3.65 06/01/51                                                                                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      575000 | PA      | $406283.30    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 1.25 03/31/28                                                                                                                                        | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      510000 | PA      | $485555.86    | 0.01%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP                                                                    | MD MDSDEV 4.79 11/30/2029                                                                                                                              | CUSIP: 574205HX1<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |      435000 | PA      | $443798.24    | 0.01%             | 2029-11-30      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.125 05/15/48                                                                                                                                       | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3340000 | PA      | $2548315.63   | 0.07%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP                                                                    | MD MDSDEV 4.83 11/30/2030                                                                                                                              | CUSIP: 574205HY9<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |      335000 | PA      | $341976.36    | 0.01%             | 2030-11-30      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                                        | RMIT 2024-2 A                                                                                                                                          | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1370000 | PA      | $1381104.33   | 0.04%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.125 12/01/29                                                                                                                                     | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      585000 | PA      | $600823.64    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.125 11/15/41                                                                                                                                       | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3580000 | PA      | $2972518.75   | 0.08%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.375 11/15/48                                                                                                                                       | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3220000 | PA      | $2559271.09   | 0.07%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                                          | ENS 6.625 01/15/32 144A                                                                                                                                | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1041769.00   | 0.03%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.518 10/25/35                                                                                                                                    | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      195000 | PA      | $200182.74    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Coml Mtg Tr 2015-C27                                                                 | WFCM 2017-RC1 D                                                                                                                                        | CUSIP: 95001FAC9<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $136766.18    | 0.00%             | 2060-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                                 | AN 4.75 06/01/30                                                                                                                                       | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $252777.03    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA, Inc.                                                                         | BIMBOA 5.375 01/09/36 144A                                                                                                                             | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |      725000 | PA      | $743785.63    | 0.02%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GOODLEAP HOME IMPT 2024-1                                                                        | GDLP 2024-1A A                                                                                                                                         | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1252267 | PA      | $1270109.14   | 0.04%             | 2046-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.624 05/26/30 144A                                                                                                                             | CUSIP: X7360WBL5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      250000 | PA      | $289912.07    | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.84 01/23/30                                                                                                                                    | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1420000 | PA      | $1442899.87   | 0.04%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 5 05/15/45                                                                                                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7550000 | PA      | $7781218.75   | 0.22%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 11/15/45                                                                                                                                       | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4239000 | PA      | $4158194.06   | 0.12%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO LTD 2024-38                                                                              | OCP 2024-38A A                                                                                                                                         | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1265000 | PA      | $1270426.85   | 0.04%             | 2038-01-21      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2024-6 LTD                                                               | BCC 2024-6A B                                                                                                                                          | CUSIP: 05685XAE8<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | KY        |     1715000 | PA      | $1721773.74   | 0.05%             | 2038-01-21      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.75 06/30/30                                                                                                                                        | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9990000 | PA      | $10023950.37  | 0.28%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/31                                                                                                                                           | CUSIP: 9128337Q7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5260000 | PA      | $4184200.31   | 0.12%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.75 11/15/42                                                                                                                                        | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6350000 | PA      | $4900414.06   | 0.14%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 05/15/49                                                                                                                                       | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3380000 | PA      | $2436636.71   | 0.07%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.625 05/15/44                                                                                                                                       | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14760000 | PA      | $14548978.13  | 0.41%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11000000 | PA      | $8909544.93   | 0.25%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA2608                                                                                                                                              | CUSIP: 3133KH3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      135377 | PA      | $133606.74    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/53                                                                                                                                        | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1130000 | PA      | $1114374.22   | 0.03%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18000000 | PA      | $17561962.08  | 0.49%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                                      | IL ILS 7.35 07/01/2035                                                                                                                                 | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |      332143 | PA      | $361870.22    | 0.01%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    17000000 | PA      | $15695508.06  | 0.44%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | TII 1.5 02/15/53                                                                                                                                       | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12204000 | PA      | $10459580.19  | 0.29%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                                | CSCHLD 7.5 04/01/28 144a                                                                                                                               | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      590000 | PA      | $344135.20    | 0.01%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Smb Pvt Education Loan Trust 2020-A                                                              | SMB 2020-A A2A                                                                                                                                         | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      121984 | PA      | $118598.95    | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 6 04/08/26 REGS                                                                                                                                 | CUSIP: Y2835JAH1<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      922000 | PA      | $920986.63    | 0.03%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5.75 03/15/33                                                                                                                                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      750000 | PA      | $796250.88    | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                           | MU 5.875 09/15/33                                                                                                                                      | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1612177.30   | 0.04%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                                       | LHX 5.4 07/31/33                                                                                                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1340878.44   | 0.04%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1                                                              | HGVT 2023-1A C                                                                                                                                         | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      324383 | PA      | $335784.26    | 0.01%             | 2038-01-25      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.65 02/01/34                                                                                                                                     | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      545000 | PA      | $575649.54    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                                     | TXT 6.1 11/15/33                                                                                                                                       | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $3468861.38   | 0.10%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                           | GFLCN 6.75 01/15/31 144A                                                                                                                               | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      190000 | PA      | $199578.66    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO XVI LLC                                                                             | OR 2024-16A A                                                                                                                                          | CUSIP: 69120YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1003482.00   | 0.03%             | 2036-04-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                            | RCL 6 02/01/33 144A                                                                                                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     3910000 | PA      | $4023166.58   | 0.11%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.375 02/12/35 10Y                                                                                                                              | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |      594000 | PA      | $618038.05    | 0.02%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| POLEN CAPITAL CLO 2025-1 LTD                                                                     | POLEN 2025-1A B                                                                                                                                        | CUSIP: 73110MAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2150000 | PA      | $2157063.18   | 0.06%             | 2038-04-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                           | VRSK 5.25 03/15/35                                                                                                                                     | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      820000 | PA      | $836377.93    | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2022-1                                                          | FIAOT 2025-1A D                                                                                                                                        | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100649.39    | 0.00%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| SHENTEL ISSUER LLC                                                                               | SHENTL 2025-1A A2                                                                                                                                      | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      725000 | PA      | $734042.64    | 0.02%             | 2055-12-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-4                                                         | GCAR 2025-4A D                                                                                                                                         | CUSIP: 36273HAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      395000 | PA      | $397805.57    | 0.01%             | 2031-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SF ABS ISSUER LLC                                                                                | SFARM 2025-1A A2                                                                                                                                       | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1395000 | PA      | $1369088.64   | 0.04%             | 2055-11-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.             | CHTR 6.384 10/23/35                                                                                                                                    | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      470000 | PA      | $486031.39    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V5.699 02/08/35 144A                                                                                                                               | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5220000 | PA      | $5502653.79   | 0.15%             | 2035-02-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-1A A                                                                                                                                        | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1880000 | PA      | $1942301.51   | 0.05%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKGB 37 02/18/26 2Y                                                                                                                                  | CUSIP: M8T85VDM6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    86225000 | PA      | $2015004.60   | 0.06%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMDC 2025-1A A2                                                                                                                                        | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $607523.82    | 0.02%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 6.9474 05/25/32 144A                                                                                                                             | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      590000 | PA      | $638643.86    | 0.02%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                             | CCL 5.75 03/15/30 144A                                                                                                                                 | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1460000 | PA      | $1504284.72   | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 6.625 05/16/36 REGS                                                                                                                             | CUSIP: X73648AA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1580000 | PA      | $1649417.41   | 0.05%             | 2036-05-16      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 6 12/15/35 144A                                                                                                                                    | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       99000 | PA      | $101654.35    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Willis North America Inc.                                                                        | WTW 5.15 03/15/36                                                                                                                                      | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      223000 | PA      | $223588.89    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 8.75 03/15/32                                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1205000 | PA      | $1459909.55   | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MBONO 8.5 11/18/38 M                                                                                                                                   | CUSIP: P6625CAM0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    54472400 | PA      | $2839244.19   | 0.08%             | 2038-11-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Pakistan (Islamic Republic of)                                                                   | PKSTAN 6.875 12/05/27 REGS                                                                                                                             | CUSIP: Y2835JAE8<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |      645000 | PA      | $651287.17    | 0.02%             | 2027-12-05      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Smb Private Education Loan Trust 2021-D                                                          | SMB 2021-D A1A                                                                                                                                         | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1057425 | PA      | $1002102.68   | 0.03%             | 2053-03-17      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST 2023-3                                                                       | DTAOT 2023-3A D                                                                                                                                        | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $412302.36    | 0.01%             | 2029-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                              | FYBR 2023-1 A2                                                                                                                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1380000 | PA      | $1393071.43   | 0.04%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC 2025-RCF1                                                                               | PRPM 2025-RCF1 A1                                                                                                                                      | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      287287 | PA      | $286308.12    | 0.01%             | 2055-02-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Leidos Inc                                                                                       | LDOS 5.5 03/15/35                                                                                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     2615000 | PA      | $2725485.96   | 0.08%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| BX TRUST 2025-VLT6                                                                               | BX 2025-VLT6 A                                                                                                                                         | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2695000 | PA      | $2695406.14   | 0.08%             | 2042-03-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission                                                                             | Allison Transmission Term Loan B (Incremental) 175 2032-10-28                                                                                          | CUSIP: 01973KAJ5<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | LON              | CORP              | US        |      805000 | PA      | $810200.30    | 0.02%             | 2032-11-05      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR                                                              | SDART 2025-4 D                                                                                                                                         | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100544.48    | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                                                                | LAFL 2016-1A A1                                                                                                                                        | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | US        |       80820 | PA      | $80930.82     | 0.00%             | 2042-01-15      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                                    | NGERIA 6.5 11/28/27 REGS                                                                                                                               | CUSIP: V342A3BX1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      602000 | PA      | $612307.84    | 0.02%             | 2027-11-28      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2015-1                                                  | CLAST 2019-1A A                                                                                                                                        | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |      144923 | PA      | $142065.04    | 0.00%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                                   | BNTNF 10 01/01/31 NTNF                                                                                                                                 | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     8619000 | PA      | $1382419.49   | 0.04%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 3.5 03/01/32                                                                                                                                       | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3177244.67   | 0.09%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 6.5 03/30/34                                                                                                                                      | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3444551.90   | 0.10%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-3A C                                                                                                                                        | CUSIP: 05377RJM7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $258273.05    | 0.01%             | 2030-12-20      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| DYAL CAP 6.55%                                                                                   | DYAL CAP 6.55%                                                                                                                                         | CUSIP: 26799ADL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      644000 | PA      | $669947.40    | 0.02%             | 2044-06-15      | Variable      | 6.55%                 | No            |                  3 | On Loan: No      |
| Ardonagh Group (previously KIRS Group, Towergate Partnership)                                    | Ardonagh Group (previously KIRS Group, Towergate Partnership) Term Loan B 375 2031-02-01                                                               | CUSIP: Q0500HAB5<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | US        |      555000 | PA      | $554886.23    | 0.02%             | 2031-02-17      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 6 08/03/55                                                                                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       82000 | PA      | $72631.92     | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                                             | EXP 5 03/15/36                                                                                                                                         | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1660101.88   | 0.05%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8.5 03/15/28 REGS                                                                                                                               | CUSIP: P80557BV5<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    31840000 | PA      | $833165.09    | 0.02%             | 2028-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 4.125 08/15/31 144A                                                                                                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      137000 | PA      | $124601.84    | 0.00%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 7.125 01/17/33 REGS                                                                                                                             | CUSIP: X7360WCQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      260000 | PA      | $282992.84    | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| First Brands (Trico Group)                                                                       | First Brands (Trico Group) Term Loan B (Add-on) 500 2027-03-01                                                                                         | CUSIP: 31935HAG2<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      186481 | PA      | $1005.13      | 0.00%             | 2027-03-30      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2023-1A A                                                                                                                                        | CUSIP: 05377RGC2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1075000 | PA      | $1099324.83   | 0.03%             | 2029-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                                       | PPC 4.25 04/15/31                                                                                                                                      | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4886.16      | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | IR 5.7 08/14/33                                                                                                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     2290000 | PA      | $2431072.94   | 0.07%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CLO XVI LLC                                                                             | OR 2024-16A B                                                                                                                                          | CUSIP: 69120YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1003444.00   | 0.03%             | 2036-04-20      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST2024-NQM5                                                                               | OBX 2024-NQM5 A2                                                                                                                                       | CUSIP: 67448NAB4<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-O            | CORP              | US        |      280538 | PA      | $283088.16    | 0.01%             | 2028-03-25      | Variable      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2024-4A D                                                                                                                                         | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $869318.16    | 0.02%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                              | ACAR 2025-1 D                                                                                                                                          | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1390000 | PA      | $1413150.10   | 0.04%             | 2031-08-12      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 5.4 02/15/35                                                                                                                                      | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2601057.98   | 0.07%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                              | SYF V5.45 03/06/31                                                                                                                                     | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      520000 | PA      | $533771.12    | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                              | MTH 5.65 03/15/35                                                                                                                                      | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1858959.04   | 0.05%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AFFIRM MASTER TRUST                                                                              | AFRMT 2025-1A A                                                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      635000 | PA      | $641634.77    | 0.02%             | 2033-02-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Novelis                                                                                          | Novelis Term Loan B 200 2032-02-09                                                                                                                     | CUSIP: 67000LAB8<br>LEI: 549300DP3XIGY7CFV648 | Long             | LON              | CORP              | US        |     1900226 | PA      | $1910116.24   | 0.05%             | 2032-02-25      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                  | TMHC 5.75 11/15/32 144A                                                                                                                                | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      262000 | PA      | $269732.14    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| CSC Holdings, LLC                                                                                | CSCHLD 5.375 02/01/28 144A                                                                                                                             | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1347239.94   | 0.04%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Fidelity National Financial, Inc.                                                                | FNF 4.5 08/15/28                                                                                                                                       | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2695467.31   | 0.08%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                                            | CIVI 8.375 07/01/28 144A                                                                                                                               | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      290000 | PA      | $299161.97    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 9.75 07/20/33                                                                                                                                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    32470000 | PA      | $933652.80    | 0.03%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 6.5 10/06/33 144A                                                                                                                               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     8410000 | PA      | $9307286.91   | 0.26%             | 2033-10-06      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CAFL 2023-RTL1 ISSUER LLC                                                                        | CAFL 2023-RTL1 A1                                                                                                                                      | CUSIP: 124762AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      545000 | PA      | $545000.00    | 0.02%             | 2030-12-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                         | AESOP 2024-1A C                                                                                                                                        | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $260736.28    | 0.01%             | 2030-06-20      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                                | HI 6.25 02/15/29                                                                                                                                       | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      634000 | PA      | $649213.46    | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BAE Systems PLC                                                                                  | BALN 5.3 03/26/34 144A                                                                                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     1795000 | PA      | $1862480.78   | 0.05%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2302266.57   | 0.06%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SFS Auto Receivables Securitization Trust 2025-1                                                 | SFAST 2025-1A B                                                                                                                                        | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102491.81    | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                                                | CMDC 2025-1A A3                                                                                                                                        | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       95000 | PA      | $96067.80     | 0.00%             | 2050-02-25      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                               | ALTDE 2025-1A A                                                                                                                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      803831 | PA      | $823702.03    | 0.02%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                                               | BHG 2025-1CON A                                                                                                                                        | CUSIP: 08860AAA7<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-O            | CORP              | US        |      375338 | PA      | $379419.61    | 0.01%             | 2036-04-17      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                                               | BHG 2025-1CON B                                                                                                                                        | CUSIP: 08860AAB5<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-O            | CORP              | US        |       89806 | PA      | $90822.79     | 0.00%             | 2036-04-17      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Company                                                                        | CMC 5.75 11/15/33 144A                                                                                                                                 | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71617.84     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Western Midstream Operating LP                                                                   | WES 5.5 12/15/35                                                                                                                                       | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      212000 | PA      | $211536.81    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Cenovus Energy Inc                                                                               | CVECN 5.4 03/20/36                                                                                                                                     | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      407000 | PA      | $407450.65    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Time Warner Cable LLC                                                                            | CHTR 6.55 05/01/37                                                                                                                                     | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25569.41     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.75 02/15/33                                                                                                                                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      775000 | PA      | $816033.06    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                                      | TRMB 6.1 03/15/33                                                                                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1861037.36   | 0.05%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| MVW 2023-1 LLC                                                                                   | MVWOT 2023-1A A                                                                                                                                        | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       65881 | PA      | $66737.96     | 0.00%             | 2040-10-20      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Aircastle Limited                                                                                | AYR 6.5 07/18/28 144A                                                                                                                                  | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      805000 | PA      | $846884.56    | 0.02%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-D                                                              | DC 2023-DC C                                                                                                                                           | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      440000 | PA      | $455759.30    | 0.01%             | 2040-09-12      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V6.627 11/01/34                                                                                                                                     | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3901000 | PA      | $4372054.49   | 0.12%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                                                                        | RTX 6.1 03/15/34                                                                                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2745000 | PA      | $3010657.98   | 0.08%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| DYAL CAP 6.55%                                                                                   | DYAL CAP 6.55%                                                                                                                                         | CUSIP: 26799ADK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      506000 | PA      | $526337.66    | 0.01%             | 2044-06-15      | Variable      | 6.55%                 | No            |                  3 | On Loan: No      |
| SEB FUNDING LLC                                                                                  | SEB4P 2024-1A A2                                                                                                                                       | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      150000 | PA      | $153612.02    | 0.00%             | 2054-04-30      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Metronet Infrastructure Issuer LLC.                                                              | MNET 2025-2A A2                                                                                                                                        | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $507898.85    | 0.01%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                                | HLT 5.5 03/31/34 144A                                                                                                                                  | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      150000 | PA      | $151230.19    | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                            | AMRZ 5.4 04/07/35                                                                                                                                      | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      700000 | PA      | $724072.25    | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.5 06/15/34 144A                                                                                                                               | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18411.70     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                                                            | WDC 4.75 02/15/26                                                                                                                                      | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      179000 | PA      | $179735.69    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                              | CHILE 3.25 09/21/71                                                                                                                                    | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1750000 | PA      | $1087100.00   | 0.03%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SCOTT TR 2023-SFS                                                                                | SCOTT 2023-SFS A                                                                                                                                       | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1905000 | PA      | $1956313.56   | 0.05%             | 2040-03-10      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                                       | ACGCAP 6.375 07/15/30 144A                                                                                                                             | CUSIP: 05366DAA6<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     1745000 | PA      | $1867368.88   | 0.05%             | 2030-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WILLIS ENGINE STRUCTURED TRUST VII                                                               | WESTF 2023-A A                                                                                                                                         | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      184493 | PA      | $189762.68    | 0.01%             | 2048-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide                                                                                 | Hilton Worldwide Term Loan B4 (Incremental) 200 2030-10-28                                                                                             | CUSIP: 43289DAK9<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |     1905000 | PA      | $1919316.08   | 0.05%             | 2030-11-06      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd.                                                                              | ARDGRP 7.75 02/15/31 144A                                                                                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |      200000 | PA      | $209814.96    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                             | POLAND 5.5 03/18/54 30Y                                                                                                                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2401000 | PA      | $2307999.67   | 0.06%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HINNT TR LLC 2024-A                                                                              | HINTT 2024-A A                                                                                                                                         | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      312141 | PA      | $318567.63    | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| TIF FUNDING III LLC 2024-1                                                                       | TIF 2024-1A A                                                                                                                                          | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      477812 | PA      | $481199.90    | 0.01%             | 2034-05-22      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 21 LTD                                                                                 | AIMCO 2024-21A B                                                                                                                                       | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      385000 | PA      | $386965.62    | 0.01%             | 2037-04-18      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.744 02/12/36                                                                                                                                    | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26113.70     | 0.00%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-1                                                 | SFAST 2025-1A C                                                                                                                                        | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $306548.25    | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.7 04/01/35                                                                                                                                        | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3020000 | PA      | $3133301.84   | 0.09%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                                     | MAR 5.5 04/15/37                                                                                                                                       | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1816519.70   | 0.05%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                               | CNQCN 5.4 12/15/34                                                                                                                                     | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     1855000 | PA      | $1891032.34   | 0.05%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| CREDIT ACC AUTO LN TR 2025-2                                                                     | CAALT 2025-2A C                                                                                                                                        | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $203448.87    | 0.01%             | 2036-03-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank National Association                                                 | MS V4.465 11/19/31                                                                                                                                     | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     1696000 | PA      | $1701679.94   | 0.05%             | 2031-11-19      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.7 01/30/31 144A                                                                                                                                 | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      674000 | PA      | $670610.99    | 0.02%             | 2031-01-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2019-Inv3                                                             | VERUS 2024-4 A1                                                                                                                                        | CUSIP: 92540GAA6<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-O            | CORP              | US        |     1220321 | PA      | $1236968.49   | 0.03%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.32 07/19/35                                                                                                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      700000 | PA      | $722364.58    | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 5.45 02/15/37 AA                                                                                                                                   | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |      193104 | PA      | $199488.56    | 0.01%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    59100000 | PA      | $59912413.72  | 1.67%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    70200000 | PA      | $70024772.03  | 1.95%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 605594                                                                                                                                              | CUSIP: 36200NXX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       16815 | PA      | $17292.54     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA2827                                                                                                                                              | CUSIP: 36179RD89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        8843 | PA      | $8556.33      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                                       | VMED 7.75 04/15/32 144A                                                                                                                                | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2086870.00   | 0.06%             | 2032-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDU LN TR 2024-C                                                                     | SMB 2024-C A1A                                                                                                                                         | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      638488 | PA      | $656337.90    | 0.02%             | 2052-06-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2                                                              | CHASE 2024-RPL2 A1A                                                                                                                                    | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1783713 | PA      | $1596354.14   | 0.04%             | 2064-08-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| COLT 2024-3 MORTGAGE LOAN TRUST                                                                  | COLT 2024-3 A1                                                                                                                                         | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-O            | CORP              | US        |     1368474 | PA      | $1387596.69   | 0.04%             | 2069-06-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Ascension Health Alliance                                                                        | ASCHEA 4.923 11/15/35 2025                                                                                                                             | CUSIP: 04351LAE0<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1500968.97   | 0.04%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2002-AR19 A7                                                                                                                                      | CUSIP: 929227ZT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1042 | PA      | $1028.32      | 0.00%             | 2033-02-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5700000 | PA      | $5691783.82   | 0.16%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    43200000 | PA      | $42231865.32  | 1.18%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    75000000 | PA      | $73248898.13  | 2.04%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 395136                                                                                                                                              | CUSIP: 31378C4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         719 | PA      | $713.73       | 0.00%             | 2027-07-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 620035                                                                                                                                              | CUSIP: 31389AY80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2871 | PA      | $2812.94      | 0.00%             | 2033-05-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 620064                                                                                                                                              | CUSIP: 31389AZ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         669 | PA      | $668.51       | 0.00%             | 2038-01-01      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 620061                                                                                                                                              | CUSIP: 31389AZ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         661 | PA      | $654.16       | 0.00%             | 2027-11-01      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 651074                                                                                                                                              | CUSIP: 31390NJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3893 | PA      | $3898.61      | 0.00%             | 2032-06-01      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                                          | ACGL 7.35 05/01/34                                                                                                                                     | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |      200000 | PA      | $232417.57    | 0.01%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A30172                                                                                                                                              | CUSIP: 31297KFM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        7852 | PA      | $7946.40      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -100000 | PA      | $-92326.52    | -0.00%            | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                                        | CWHL 2003-58 2A2                                                                                                                                       | CUSIP: 12669FDH3<br>LEI: 549300430UQIJMFG3R47 | Long             | ABS-O            | CORP              | US        |       71915 | PA      | $70789.89     | 0.00%             | 2034-02-19      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                                         | ACGL 4.011 12/15/26                                                                                                                                    | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |      675000 | PA      | $675219.19    | 0.02%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP V4.322 11/23/31 GMTN                                                                                                                              | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $199910.11    | 0.01%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                                   | HPE 6.35 10/15/45                                                                                                                                      | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30888.10     | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.3 04/15/47                                                                                                                                        | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      150000 | PA      | $133871.46    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                                    | SPLLLC 5 03/15/27                                                                                                                                      | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      475000 | PA      | $478341.72    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                                                        | MEXCAT 3.875 04/30/28 144A                                                                                                                             | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      360000 | PA      | $352329.53    | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5763                                                                                                                                              | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      726851 | PA      | $697665.12    | 0.02%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.875 11/15/51                                                                                                                                       | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2100000 | PA      | $1167263.67   | 0.03%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.581 04/22/30                                                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1044197.66   | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti S.p.A.                                                                 | CDEP 5.875 04/30/29 144A                                                                                                                               | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |     4400000 | PA      | $4642968.95   | 0.13%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2 TRUST                                                                             | GCAT 2024-NQM2 A1                                                                                                                                      | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      998619 | PA      | $1009773.67   | 0.03%             | 2059-06-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MTG TR 2024-7                                                                 | CHASE 2024-7 A11                                                                                                                                       | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1517524 | PA      | $1522975.30   | 0.04%             | 2055-06-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.625 02/15/44                                                                                                                                       | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5700000 | PA      | $4913578.13   | 0.14%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL6619                                                                                                                                              | CUSIP: 3138EPK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      179081 | PA      | $179514.13    | 0.01%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                             | MCMLT 2017-2 A3                                                                                                                                        | CUSIP: 59980AAQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       60115 | PA      | $59213.35     | 0.00%             | 2059-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN MA3593                                                                                                                                              | CUSIP: 31418C7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37961 | PA      | $37474.36     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM1051                                                                                                                                              | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      607313 | PA      | $603815.37    | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 2.95 02/01/30                                                                                                                                       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      174000 | PA      | $165180.51    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Peru (Republic Of)                                                                               | PERU 6.15 08/12/32 144A                                                                                                                                | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     7400000 | PA      | $2376423.82   | 0.07%             | 2032-08-12      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 7.875 09/15/31                                                                                                                                     | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      445000 | PA      | $509180.92    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II SARL                                                                        | DHR 2.6 11/15/29                                                                                                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $237523.47    | 0.01%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Adventist Health Systems (West)                                                                  | ADVENT 2.952 03/01/29                                                                                                                                  | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      160000 | PA      | $152125.29    | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                              | CGCMT 2019-C7 A4                                                                                                                                       | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      360000 | PA      | $343029.98    | 0.01%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2156                                                                                                                                              | CUSIP: 3140Q9ME0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      531195 | PA      | $514276.30    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V2.699 01/22/31 GMTN                                                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1150385.48   | 0.03%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 0.625%                                                                        | UNITED STATES TSY. 0.625%                                                                                                                              | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18400000 | PA      | $19376231.10  | 0.54%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS2772                                                                                                                                              | CUSIP: 3140XJCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40010 | PA      | $34632.45     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.75%                                                                         | UNITED STATES TSY. 1.75%                                                                                                                               | CUSIP: 91282CJY8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     7300000 | PA      | $7702088.52   | 0.21%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM F 04/22/28 .                                                                                                                                       | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1708342.60   | 0.05%             | 2028-04-22      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc.                                                                        | ECPG 8.5 05/15/30 144A                                                                                                                                 | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      400000 | PA      | $429829.20    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| American Express Company                                                                         | AXP V5.284 07/26/35                                                                                                                                    | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1239134.05   | 0.03%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL7072                                                                                                                                              | CUSIP: 3138EP2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       21307 | PA      | $21358.88     | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5818                                                                                                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      105186 | PA      | $104401.45    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.5 06/01/27 *                                                                                                                                      | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      775000 | PA      | $788049.15    | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                                         | MPC 3.8 04/01/28                                                                                                                                       | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      150000 | PA      | $149304.76    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 3.375 08/15/31                                                                                                                                     | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      375000 | PA      | $351164.58    | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                               | ALCSW 3 09/23/29 144A                                                                                                                                  | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2192835.94   | 0.06%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM1389                                                                                                                                              | CUSIP: 3140X4RK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      371346 | PA      | $367944.78    | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BM5538                                                                                                                                              | CUSIP: 3140JAEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      915419 | PA      | $932201.61    | 0.03%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corporation                                                           | BRK 1.85 03/12/30                                                                                                                                      | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      825000 | PA      | $758671.84    | 0.02%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Quikrete                                                                                         | Quikrete Term Loan B-1 225 2029-03-01                                                                                                                  | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      193526 | PA      | $194443.78    | 0.01%             | 2029-03-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V5.571 04/22/28                                                                                                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1938526.20   | 0.05%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS F 04/13/28 MTN                                                                                                                                      | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3113501.90   | 0.09%             | 2028-04-13      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM8                                                                              | OBX 2024-NQM8 A1                                                                                                                                       | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |     1235001 | PA      | $1250506.30   | 0.03%             | 2064-05-25      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                                  | ACRISU 6.75 07/01/32 144A                                                                                                                              | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      810000 | PA      | $839944.83    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3.375 05/15/44                                                                                                                                       | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3200000 | PA      | $2652124.99   | 0.07%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM 3.625 12/01/27                                                                                                                                     | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1020361.02   | 0.03%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS 4.282 01/09/28 144A                                                                                                                                | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $250445.82    | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.431 01/23/30 GMTN                                                                                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      200000 | PA      | $201275.22    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                                  | WPC 3.85 07/15/29                                                                                                                                      | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1012566.45   | 0.03%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.25 02/01/35                                                                                                                                       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21986.72     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 4.9 12/15/48                                                                                                                                        | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      350000 | PA      | $314251.37    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Paypal Holdings Inc.                                                                             | PYPL 2.65 10/01/26                                                                                                                                     | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49597.48     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD1384                                                                                                                                              | CUSIP: 3132DNRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       93865 | PA      | $81250.87     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | TII 1.125 01/15/33                                                                                                                                     | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13700000 | PA      | $14392784.30  | 0.40%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.375 05/15/33                                                                                                                                       | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | PA      | $1926328.13   | 0.05%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH F 02/23/27 EMTN                                                                                                                                    | CUSIP: C04575AM5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $2007587.84   | 0.06%             | 2027-02-23      | Floating      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                             | RKT 6.125 08/01/30 144A                                                                                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $879397.25    | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| The Egyptian Financial Company for Sovereign Taskeek (S.A.E.)                                    | EGYSK 7.95 10/07/32 144A                                                                                                                               | CUSIP: 282370AC9<br>LEI: 894500CX5LI3HIC87H85 | Long             | DBT              | CORP              | EG        |      370000 | PA      | $393032.50    | 0.01%             | 2032-10-07      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| DBR Land Holdings LLC                                                                            | LB 6.25 12/01/30 144A                                                                                                                                  | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      785000 | PA      | $803447.50    | 0.02%             | 2030-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CHICAGO ILL TRAN AUTH                                                                            | IL CHITRN 6.9 12/01/2040                                                                                                                               | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |      615136 | PA      | $690529.18    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    56330000 | PA      | $53475740.31  | 1.49%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2.875 05/15/43                                                                                                                                       | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3200000 | PA      | $2494750.02   | 0.07%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 3 11/15/44                                                                                                                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      500000 | PA      | $388378.91    | 0.01%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 4.3 10/12/28 12Y                                                                                                                                  | CUSIP: 836205AU8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      280000 | PA      | $278994.44    | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                                     | NNN 3.6 12/15/26                                                                                                                                       | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      275000 | PA      | $273984.36    | 0.01%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.782 02/01/28                                                                                                                                    | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1219000 | PA      | $1216628.42   | 0.03%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5817                                                                                                                                              | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      417251 | PA      | $400238.49    | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 3.306 06/27/29                                                                                                                                  | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $389137.84    | 0.01%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                                                            | WSTP V4.11 07/24/34                                                                                                                                    | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      300000 | PA      | $295515.18    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                                       | OXY 6.45 09/15/36                                                                                                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      150000 | PA      | $159989.70    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3.375 01/28/50 144A                                                                                                                             | CUSIP: X7360WBD3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |       60000 | PA      | $45455.10     | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA8268                                                                                                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3012417 | PA      | $2962440.25   | 0.08%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co. PJSC                                                         | ADQABU 5.5 05/08/34 144A                                                                                                                               | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | NUSS              | AE        |     1000000 | PA      | $1057838.27   | 0.03%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-RPL3                                                      | CHASE 2024-RPL3 A1A                                                                                                                                    | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1962386 | PA      | $1759075.10   | 0.05%             | 2064-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                                                                        | UNITED STATES TSY. 1.875%                                                                                                                              | CUSIP: 91282CLE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     7800000 | PA      | $8140713.56   | 0.23%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Viking Cruises, Ltd.                                                                             | VIKCRU 5.875 10/15/33 144A                                                                                                                             | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1640000 | PA      | $1665877.56   | 0.05%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2018-1 LTD                                                               | BCC 2025-5A D1                                                                                                                                         | CUSIP: 056917AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1890000 | PA      | $1890000.00   | 0.05%             | 2039-01-19      | Variable      |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT8407                                                                                                                                              | CUSIP: 3138WWKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9870 | PA      | $9152.05      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AQ9317                                                                                                                                              | CUSIP: 3138MRK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       14549 | PA      | $13532.08     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AQ7310                                                                                                                                              | CUSIP: 3138MPDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5529 | PA      | $5123.59      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 2.4 03/15/30                                                                                                                                        | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      625000 | PA      | $580779.76    | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH                                                             | CA CASGEN 7.14 08/15/2047                                                                                                                              | CUSIP: 13080SL93<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |     1165000 | PA      | $1228531.29   | 0.03%             | 2047-08-15      | Fixed         | 7.14%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8213                                                                                                                                              | CUSIP: 3133KQDS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      779923 | PA      | $815500.92    | 0.02%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 3.85 08/15/32                                                                                                                                     | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2915.04      | 0.00%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                                       | AMGN 5.25 03/02/30                                                                                                                                     | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2123000 | PA      | $2206704.08   | 0.06%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Williams Companies Inc. (The)                                                                    | WMB 5.65 03/15/33                                                                                                                                      | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      600000 | PA      | $633392.83    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WB Burgers Asia Inc                                                                              | WB 2024-HQ B                                                                                                                                           | CUSIP: 92943PAC5<br>LEI: 549300GK97AYN6BKKT80 | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1908879.75   | 0.05%             | 2040-03-15      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM8                                                                              | OBX 2024-NQM8 A3                                                                                                                                       | CUSIP: 67119CAC4<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |      154376 | PA      | $156074.10    | 0.00%             | 2064-05-25      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                        | TOYOTA F 08/07/26                                                                                                                                      | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1204042.79   | 0.03%             | 2026-08-07      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| CEAMER FIN III 6.79%                                                                             | CEAMER FIN III 6.79%                                                                                                                                   | CUSIP: 12499BKM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      537998 | PA      | $556181.14    | 0.02%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2025-R01 1B1                                                                                                                                       | CUSIP: 20755JAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      650000 | PA      | $647987.86    | 0.02%             | 2045-01-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION 2025-INV1                                                                   | VERUS 2025-INV1 A1                                                                                                                                     | CUSIP: 924929AC6<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-O            | CORP              | US        |     1234445 | PA      | $1248675.36   | 0.03%             | 2070-02-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| KRE COMMERCIAL MORTGAGE TRUST 2025-                                                              | KRE 2025-AIP4 A                                                                                                                                        | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2050000 | PA      | $2050027.68   | 0.06%             | 2042-03-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Corporation                                                                        | FHN V5.514 03/07/31                                                                                                                                    | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |      880000 | PA      | $911340.99    | 0.03%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2025-I1                                                                                | CIM 2025-I1 A2                                                                                                                                         | CUSIP: 12571DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1099026 | PA      | $1114117.06   | 0.03%             | 2069-10-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5502 FG                                                                                                                                            | CUSIP: 3137HJSY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1074896 | PA      | $1075668.85   | 0.03%             | 2055-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 TRUST                                                                             | STAR 2025-SFR6 B                                                                                                                                       | CUSIP: 85520EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1501872.15   | 0.04%             | 2042-08-17      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                             | SUMIBK 5.766 01/13/33                                                                                                                                  | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1965000 | PA      | $2099440.34   | 0.06%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.65 05/06/30                                                                                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      700000 | PA      | $694750.88    | 0.02%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                         | G2 MA8644                                                                                                                                              | CUSIP: 36179XS98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1551961 | PA      | $1429936.75   | 0.04%             | 2053-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                                      | HUM 5.5 03/15/53                                                                                                                                       | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      216000 | PA      | $197399.02    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB6076                                                                                                                                              | CUSIP: 3140QRXE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      782879 | PA      | $805629.85    | 0.02%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 785788                                                                                                                                              | CUSIP: 3622ABJ94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      266717 | PA      | $230185.18    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V5.727 04/25/30                                                                                                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5437105.28   | 0.15%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro Clo 14 Funding Designated Activity Co.                                          | SNDPE 14A B                                                                                                                                            | CUSIP: BCC3KVS78<br>LEI: 635400MRPPDDKPZD8B91 | Long             | ABS-O            | CORP              | IE        |     1330000 | PA      | $1565710.66   | 0.04%             | 2039-04-20      | Floating      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                                 | AA 6.125 03/15/30 144A                                                                                                                                 | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     1210000 | PA      | $1255097.91   | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                           | CITSEC 6.2 06/18/35                                                                                                                                    | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |      250000 | PA      | $263789.75    | 0.01%             | 2035-06-18      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                                      | CQP 5.55 10/30/35 144A                                                                                                                                 | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      300000 | PA      | $307671.58    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Aaset Mount 1 Ltd. / Aaset Mount 1 LLC                                                           | AASET 2025-2A A                                                                                                                                        | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      337301 | PA      | $343268.36    | 0.01%             | 2050-02-16      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VDCM COMMERCIAL MORTGAGE TRUST 2025-AZ                                                           | VDCM 2025-AZ A                                                                                                                                         | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $608165.73    | 0.02%             | 2044-07-13      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-52 GA                                                                                                                                         | CUSIP: 3136BWWS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1234654 | PA      | $1243132.95   | 0.03%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-5 LLC                                                                                  | PRPM 2025-5 A1                                                                                                                                         | CUSIP: 69392RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      384190 | PA      | $384787.06    | 0.01%             | 2030-07-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| HLEND CLO 2025-4 LLC                                                                             | HLEND 2025-4A B                                                                                                                                        | CUSIP: 43367AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1202121.00   | 0.03%             | 2037-08-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                                                    | GSKY 2025-2A B                                                                                                                                         | CUSIP: 39571VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1516955.25   | 0.04%             | 2060-06-25      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.875 PERP GG                                                                                                                                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      475000 | PA      | $493881.31    | 0.01%             | 2049-12-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5530000 | PA      | $5582205.74   | 0.16%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9070000 | PA      | $9194680.07   | 0.26%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                              | CUSIP: 01F042426<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7489849 | PA      | $7497227.40   | 0.21%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 591931                                                                                                                                              | CUSIP: 36201SSU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1326 | PA      | $1343.29      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 3325 EF                                                                                                                                            | CUSIP: 31397JDM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       27959 | PA      | $27818.71     | 0.00%             | 2037-06-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT9647                                                                                                                                              | CUSIP: 3138WXWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7281 | PA      | $6717.52      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6093                                                                                                                                              | CUSIP: 36179UXW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      214837 | PA      | $218658.81    | 0.01%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                                     | SHW 2.95 08/15/29                                                                                                                                      | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      550000 | PA      | $527693.64    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS3440                                                                                                                                              | CUSIP: 3140XJZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      700339 | PA      | $731796.63    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 8.875 01/13/33                                                                                                                                  | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      110000 | PA      | $117149.53    | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                               | DCENT 2023-A1 A                                                                                                                                        | CUSIP: 254683CY9<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1201272.78   | 0.03%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                          | RSG 4.875 04/01/29                                                                                                                                     | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      400000 | PA      | $410692.01    | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                                  | DROCK 2023-1 A                                                                                                                                         | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |     2400000 | PA      | $2405781.60   | 0.07%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.75 05/15/63                                                                                                                                     | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      890000 | PA      | $858826.44    | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                                                      | COF V6.183 01/30/36                                                                                                                                    | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2329200.65   | 0.06%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-11 FB                                                                                                                                         | CUSIP: 3136BUZ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1906422 | PA      | $1912158.72   | 0.05%             | 2055-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Penta Clo 2021-2 Designated Activity Company                                                     | PENTA 2021-2A BR                                                                                                                                       | CUSIP: BCC3LB493<br>LEI: 635400GBGDCFEEAL3O62 | Long             | ABS-O            | CORP              | IE        |     1350000 | PA      | $1578260.67   | 0.04%             | 2038-04-15      | Floating      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| QTS ISSUER ABS I, LLLC                                                                           | QTS 2025-1A A2                                                                                                                                         | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1550000 | PA      | $1562348.62   | 0.04%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 4.279 03/15/32 *                                                                                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      204000 | PA      | $179330.28    | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Henneman Trust                                                                                   | GL 6.58 05/15/55 144A                                                                                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      450000 | PA      | $471958.17    | 0.01%             | 2055-05-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 5.7 08/01/35                                                                                                                                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      550000 | PA      | $561632.50    | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.75 01/15/36 144A                                                                                                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      250000 | PA      | $256190.09    | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rckt Mortgage Trust 2025-CES7                                                                    | RCKT 2025-CES7 A1B                                                                                                                                     | CUSIP: 74943AAB8<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-O            | CORP              | US        |      919819 | PA      | $931611.50    | 0.03%             | 2055-07-25      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                                            | ATH 5.033 07/17/30 144A                                                                                                                                | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1008967.18   | 0.03%             | 2030-07-17      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| PRIME PPTY FD 5.81%                                                                              | PRIME PPTY FD 5.81%                                                                                                                                    | CUSIP: 74199AVS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $809640.80    | 0.02%             | 2035-07-15      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 594054                                                                                                                                              | CUSIP: 36201U5P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2610 | PA      | $2643.19      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 620051                                                                                                                                              | CUSIP: 31389AZQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3681 | PA      | $3606.06      | 0.00%             | 2032-08-01      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT8668                                                                                                                                              | CUSIP: 3138WWT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       11386 | PA      | $10277.03     | 0.00%             | 2043-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H14 FB                                                                                                                                        | CUSIP: 38376RCF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      143196 | PA      | $143157.30    | 0.00%             | 2065-05-20      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 620062                                                                                                                                              | CUSIP: 31389AZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        1721 | PA      | $1708.24      | 0.00%             | 2037-12-01      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 563497                                                                                                                                              | CUSIP: 31386G7J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        2028 | PA      | $2027.24      | 0.00%             | 2040-11-01      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 3.85 11/01/48                                                                                                                                       | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18606.50     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Bbcms Mortgage Trust 2017                                                                        | BBCMS 2018-C2 A5                                                                                                                                       | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1691683.26   | 0.05%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 603266                                                                                                                                              | CUSIP: 36200KFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1672 | PA      | $1727.59      | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                                  | IMM 2004-8 1A                                                                                                                                          | CUSIP: 45254NKQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1828 | PA      | $1816.73      | 0.00%             | 2034-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                                       | BRKHEC 3.65 04/15/29                                                                                                                                   | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      400000 | PA      | $395676.81    | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5764                                                                                                                                              | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      147964 | PA      | $146859.65    | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 613049                                                                                                                                              | CUSIP: 36290NBS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         749 | PA      | $752.98       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG Q01536                                                                                                                                              | CUSIP: 3132GEV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         774 | PA      | $799.36       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT7610                                                                                                                                              | CUSIP: 3138WVN49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13488 | PA      | $12492.86     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A13707                                                                                                                                              | CUSIP: 31296NDL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         191 | PA      | $194.67       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                             | GLENLN 2.625 09/23/31 144A                                                                                                                             | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      650000 | PA      | $587079.37    | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 2.45 10/29/26                                                                                                                                      | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      950000 | PA      | $937415.45    | 0.03%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT2009                                                                                                                                              | CUSIP: 3138WPGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7671 | PA      | $7112.71      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 614602                                                                                                                                              | CUSIP: 36290QX75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1613 | PA      | $1625.52      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7706                                                                                                                                              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      671219 | PA      | $605576.23    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                                 | FN BP2428                                                                                                                                              | CUSIP: 3140K9VW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4090 | PA      | $4023.66      | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FN AB9021                                                                                                                                              | CUSIP: 31417GAX4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |       58145 | PA      | $53898.12     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V3.668 07/24/28                                                                                                                                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      175000 | PA      | $173958.85    | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.198 01/23/30                                                                                                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3195480.56   | 0.09%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5564 FB                                                                                                                                            | CUSIP: 3137HMD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1929327 | PA      | $1938405.78   | 0.05%             | 2055-08-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC 4.15 01/24/29 MTN                                                                                                                                  | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150452.45    | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Regency Centers, L.P.                                                                            | REG 2.95 09/15/29                                                                                                                                      | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      875000 | PA      | $841241.45    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BEIGNET INV LLC                                                                                  | RPLDCI 6.581 05/30/49 144A                                                                                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11320000 | PA      | $12004377.43  | 0.33%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                                               | RGA 4.6 11/25/30 144A                                                                                                                                  | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      550000 | PA      | $551068.56    | 0.02%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.493 03/24/31                                                                                                                                    | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75736.53     | 0.00%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8419                                                                                                                                              | CUSIP: 3133KQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      686785 | PA      | $714048.54    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.7 02/10/53                                                                                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      250000 | PA      | $234255.57    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                             | MTB V5.053 01/27/34                                                                                                                                    | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      785000 | PA      | $791563.17    | 0.02%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.652 04/13/28 MTN                                                                                                                                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      800000 | PA      | $816064.96    | 0.02%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2021-4                                                              | DRMT 2021-4 A2                                                                                                                                         | CUSIP: 24381JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1284111 | PA      | $1145695.07   | 0.03%             | 2066-11-25      | Variable      | 2.08%                 | Yes           |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2007-OA3 2A1A                                                                                                                                     | CUSIP: 93364AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      170616 | PA      | $157363.47    | 0.00%             | 2047-04-25      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                                   | EPR 4.75 12/15/26                                                                                                                                      | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1203816.12   | 0.03%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 2025-50                                                                    | CERB 2025-1A A                                                                                                                                         | CUSIP: 15673UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1254377.63   | 0.03%             | 2037-07-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                      | NWIDE V5.537 07/14/36 144A                                                                                                                             | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207065.10    | 0.01%             | 2036-07-14      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.452 12/05/29                                                                                                                                    | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      800000 | PA      | $808575.83    | 0.02%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                           | EQH 4.35 04/20/28                                                                                                                                      | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      863000 | PA      | $867453.66    | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MILE Trust 2025-STNE                                                                             | MILE 2025-STNE B                                                                                                                                       | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $501161.33    | 0.01%             | 2030-07-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Symetra Life Insurance Co.                                                                       | SYA 6.55 10/01/55 144A                                                                                                                                 | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |      250000 | PA      | $259844.22    | 0.01%             | 2055-10-01      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                                | BMARK 2019-B9 A5                                                                                                                                       | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1773850.68   | 0.05%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3.3 01/30/32                                                                                                                                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      275000 | PA      | $254354.23    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                              | GRADE 2025-LOC4 A1A                                                                                                                                    | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      710118 | PA      | $711780.43    | 0.02%             | 2055-06-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2025-SFR2 TRUST                                                               | TCN 2025-SFR2 B                                                                                                                                        | CUSIP: 89617FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      999478 | PA      | $1015386.46   | 0.03%             | 2044-08-09      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| 3650R 2021-PF1 COMMERCIAL MORTGAGE                                                               | 3650R 2021-PF1 AS                                                                                                                                      | CUSIP: 88581EAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      750000 | PA      | $655174.35    | 0.02%             | 2054-11-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA7768                                                                                                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      681632 | PA      | $614970.48    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G01981                                                                                                                                              | CUSIP: 3128LXFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2820 | PA      | $2905.13      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2011-52 GB                                                                                                                                         | CUSIP: 31397S7M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       77338 | PA      | $79562.64     | 0.00%             | 2041-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 785764                                                                                                                                              | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      465580 | PA      | $401811.36    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRKCM TRUST 2021-AFC2                                                                            | PRKCM 2021-AFC2 A1                                                                                                                                     | CUSIP: 69361JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2858394 | PA      | $2567964.03   | 0.07%             | 2056-11-25      | Variable      | 2.07%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C91016                                                                                                                                              | CUSIP: 3128P7DV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         858 | PA      | $871.70       | 0.00%             | 2027-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nokia Corp                                                                                       | NOKIA 4.375 06/12/27                                                                                                                                   | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |        9000 | PA      | $9048.94      | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                                    | ATDBCN 3.55 07/26/27 144A                                                                                                                              | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |       75000 | PA      | $74536.76     | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 3.2 03/15/40                                                                                                                                        | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      775000 | PA      | $615654.40    | 0.02%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                            | LOW 4.25 04/01/52                                                                                                                                      | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      550000 | PA      | $435074.85    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN CA9075                                                                                                                                              | CUSIP: 3140QHCM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      741855 | PA      | $729699.51    | 0.02%             | 2051-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 6.125 05/22/28 REGS                                                                                                                             | CUSIP: X93622GK2<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      500000 | PA      | $518868.02    | 0.01%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                                                                | INTC 5.2 02/10/33                                                                                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      925000 | PA      | $945417.34    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5192                                                                                                                                              | CUSIP: 31418EXW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1008324 | PA      | $1049365.54   | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QH0231                                                                                                                                              | CUSIP: 3133CCHG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10857349 | PA      | $11047619.10  | 0.31%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 4.9 02/06/33                                                                                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1071000 | PA      | $1034359.07   | 0.03%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| NY 2025-299P A                                                                                   | NY 2025-299P C                                                                                                                                         | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1650000 | PA      | $1708380.38   | 0.05%             | 2035-02-10      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                                            | HGMT 2025-HGLR A                                                                                                                                       | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1143164.66   | 0.03%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                         | WCC 6.375 03/15/33 144A                                                                                                                                | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      195000 | PA      | $203718.26    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.469 04/15/34                                                                                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1270716.71   | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                                | CIXCN 4.625 12/12/31 144a                                                                                                                              | CUSIP: DC1465970<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $829114.26    | 0.02%             | 2031-12-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.65 09/01/34                                                                                                                                      | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103767.05    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5499 B                                                                                                                                             | CUSIP: 3137HJWE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      510749 | PA      | $518039.67    | 0.01%             | 2053-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae (Ze)                                                                                  | GNR 2025-204 FH                                                                                                                                        | CUSIP: 38385KEJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      500000 | PA      | $500864.00    | 0.01%             | 2055-12-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                                       | S 6.875 11/15/28                                                                                                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1610678.48   | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV7                                                                         | PMTLT 2025-INV7 A7                                                                                                                                     | CUSIP: 73015FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      308821 | PA      | $314142.60    | 0.01%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                                                                        | UNITED STATES TSY. 1.875%                                                                                                                              | CUSIP: 91282CNS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13775000 | PA      | $13956105.12  | 0.39%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A57714                                                                                                                                              | CUSIP: 3128KLSB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3256 | PA      | $3357.12      | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT0750                                                                                                                                              | CUSIP: 3138WMZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6230 | PA      | $5772.81      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 80344                                                                                                                                               | CUSIP: 36225CL20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        4353 | PA      | $4372.61      | 0.00%             | 2029-11-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG C00896                                                                                                                                              | CUSIP: 31292G7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         508 | PA      | $522.78       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AQ4055                                                                                                                                              | CUSIP: 3138MKQH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9352 | PA      | $8676.72      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 620527                                                                                                                                              | CUSIP: 36290XLG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        1953 | PA      | $1967.74      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V3.75 PERP I                                                                                                                                        | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      700000 | PA      | $690143.61    | 0.02%             | 2049-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                                    | SP 0 05/15/52                                                                                                                                          | CUSIP: 912803GH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40250000 | PA      | $10914815.08  | 0.30%             | 2052-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A30096                                                                                                                                              | CUSIP: 31297KC91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        3758 | PA      | $3792.53      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB8704                                                                                                                                              | CUSIP: 31417FU63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       47352 | PA      | $43893.44     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                                           | CB 6.8 11/15/31                                                                                                                                        | CUSIP: 171232AE1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      979000 | PA      | $1096820.29   | 0.03%             | 2031-11-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust                                                                           | BSARM 2002-11 1A1                                                                                                                                      | CUSIP: 07384MSH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         251 | PA      | $268.95       | 0.00%             | 2033-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables Llc Trust 2006-Fr1                                          | SABR 2007-BR2 A1                                                                                                                                       | CUSIP: 81378PAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1502816 | PA      | $1324790.72   | 0.04%             | 2037-02-25      | Floating      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                               | CMLTI 2006-WF1 A1                                                                                                                                      | CUSIP: 17307G4E5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |     1758965 | PA      | $840998.49    | 0.02%             | 2036-03-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6089                                                                                                                                              | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1034696 | PA      | $937879.76    | 0.03%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD7543                                                                                                                                              | CUSIP: 3132DVLY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10982158 | PA      | $9509873.34   | 0.27%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG G01840                                                                                                                                              | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         887 | PA      | $902.79       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5712                                                                                                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3476 | PA      | $3533.79      | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 TRUST                                                                              | OBX 2022-NQM7 A3                                                                                                                                       | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1374310 | PA      | $1373280.56   | 0.04%             | 2062-08-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Intact Financial Corp.                                                                           | IFCCN 5.459 09/22/32 144A                                                                                                                              | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $621600.04    | 0.02%             | 2032-09-22      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA8417                                                                                                                                              | CUSIP: 3133KQK62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      716971 | PA      | $749590.90    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.164 04/20/29 MTN                                                                                                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2486370.92   | 0.07%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5712                                                                                                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1258652 | PA      | $1279753.52   | 0.04%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                                          | UDR 3.2 01/15/30 MTN                                                                                                                                   | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1154646.24   | 0.03%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| J.P.MORGAN MORTGAGE TR 2024-1                                                                    | JPMMT 2024-1 A4                                                                                                                                        | CUSIP: 46657PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      523833 | PA      | $526936.20    | 0.01%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.656 04/18/30                                                                                                                                     | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      800000 | PA      | $834281.91    | 0.02%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6093                                                                                                                                              | CUSIP: 36179UXW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1673836 | PA      | $1703612.50   | 0.05%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                            | REPHUN 3.125 09/21/51 REGS                                                                                                                             | CUSIP: X93622FY3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1290000 | PA      | $800988.92    | 0.02%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES4                                                                    | RCKT 2024-CES4 A1A                                                                                                                                     | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      366948 | PA      | $371614.48    | 0.01%             | 2044-06-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| PRET 2024-RPL2 TRUST                                                                             | PRET 2024-RPL2 A1                                                                                                                                      | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      610025 | PA      | $588933.51    | 0.02%             | 2064-06-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8199                                                                                                                                              | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      287422 | PA      | $233657.01    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                                     | PEMEX 6.7 02/16/32                                                                                                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      140000 | PA      | $139713.73    | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BDS 2025-FL14 LLC                                                                                | BDS 2025-FL14 B                                                                                                                                        | CUSIP: 072921AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1350000 | PA      | $1338134.85   | 0.04%             | 2042-10-21      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| BCRED CLO 2025-1 LLC FRN                                                                         | BCRED CLO 2025-1 LLC FRN                                                                                                                               | CUSIP: 05556FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      900000 | PA      | $898155.99    | 0.03%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                                  | SANUK V4.858 09/11/30                                                                                                                                  | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     1200000 | PA      | $1216014.89   | 0.03%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2025-1A A2                                                                                                                                        | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      119361 | PA      | $119381.13    | 0.00%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                                 | ESGR V7.5 04/01/45 144A                                                                                                                                | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |      475000 | PA      | $500667.58    | 0.01%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5571 BA                                                                                                                                            | CUSIP: 3137HMEB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     1242784 | PA      | $1246399.76   | 0.03%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MTG TR 2025-3BP                                                                   | NYC 2025-3BP B                                                                                                                                         | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1400000 | PA      | $1398091.80   | 0.04%             | 2042-02-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                                 | AA 6.375 09/15/32 144A                                                                                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      380000 | PA      | $396047.02    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2025-H6 MORTGAGE TRUST                                                                     | CROSS 2025-H6 A2                                                                                                                                       | CUSIP: 22758TAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      711236 | PA      | $716829.64    | 0.02%             | 2070-07-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Wave 2019-1 LLC/LTD                                                                              | WAAV 2019-1 A                                                                                                                                          | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      110983 | PA      | $109069.79    | 0.00%             | 2044-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Workday Inc                                                                                      | WDAY 3.8 04/01/32                                                                                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |      250000 | PA      | $239643.94    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 5.875 04/20/32 10Y                                                                                                                                | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      360000 | PA      | $371343.95    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER MTG AST 25-NQM1                                                                        | SAN 2025-NQM1 A1                                                                                                                                       | CUSIP: 80262BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1732700 | PA      | $1746251.96   | 0.05%             | 2065-01-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5 03/01/32 144A                                                                                                                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2142597.94   | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 5.7 08/01/35                                                                                                                                      | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1123265.00   | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                                    | WBD 3.625 05/15/30 *                                                                                                                                   | CUSIP: 25470DCC1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1659388.68   | 0.05%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Signature Aviation                                                                               | Signature Aviation Term Loan B (Add-on) 275 2028-06-01                                                                                                 | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |      910992 | PA      | $916589.87    | 0.03%             | 2029-07-08      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| HIT TRUST 2022-HI32                                                                              | HIT 2022-HI32 C                                                                                                                                        | CUSIP: 40442AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1003062.34   | 0.03%             | 2039-07-15      | Floating      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Lazard Group LLC                                                                                 | LAZ 5.625 08/01/35                                                                                                                                     | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1952199.26   | 0.05%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 4.95 10/15/32 144A                                                                                                                                | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      900000 | PA      | $893510.80    | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-6                                                                    | SEMT 2025-6 A11                                                                                                                                        | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230359 | PA      | $231336.99    | 0.01%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 2025-50                                                                    | CERB 2025-1A B                                                                                                                                         | CUSIP: 15673UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $300633.03    | 0.01%             | 2037-07-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                       | HLEND 4.9 09/11/28 144A                                                                                                                                | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      800000 | PA      | $796376.22    | 0.02%             | 2028-09-11      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN 535598                                                                                                                                              | CUSIP: 31384V7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         613 | PA      | $612.87       | 0.00%             | 2040-10-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Garden SpinCo Corp                                                                               | NEOG 8.625 07/20/30 144A                                                                                                                               | CUSIP: 365417AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      625000 | PA      | $669692.04    | 0.02%             | 2030-07-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| Cobank ACB                                                                                       | COBKAC V6.45 PERP K                                                                                                                                    | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |      600000 | PA      | $603246.48    | 0.02%             | 2049-12-31      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JCP DIRECT LENDING CLO 2023-1 LTD                                                                | JCPDL 2023-1A A1R                                                                                                                                      | CUSIP: 46656TAS5<br>LEI: 254900B78BA7J8JB6X59 | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $701296.26    | 0.02%             | 2037-07-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Waystar (Navicure)                                                                               | Waystar (Navicure) Term Loan B 200 2029-10-01                                                                                                          | CUSIP: 63939WAN3<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |      700512 | PA      | $705765.79    | 0.02%             | 2029-10-22      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT2717                                                                                                                                              | CUSIP: 3138WQAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9137 | PA      | $8194.15      | 0.00%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mastr Adjustable Rate Mortgages Trust 2002-3                                                     | MARM 2004-13 3A7                                                                                                                                       | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       46937 | PA      | $46638.29     | 0.00%             | 2034-11-21      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.65 03/01/53                                                                                                                                     | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46674.35     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Store Master Funding LLC                                                                         | STR 2024-1A A3                                                                                                                                         | CUSIP: 86212XAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      471042 | PA      | $476405.58    | 0.01%             | 2054-05-20      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Alt07                                                                                | WFALT 2007-PA6 A1                                                                                                                                      | CUSIP: 94985KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       99764 | PA      | $91776.66     | 0.00%             | 2037-12-28      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT0292                                                                                                                                              | CUSIP: 3138WMKE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5522 | PA      | $5177.32      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASSET 2024-1 TRUST                                                                               | AASET 2024-1A A1                                                                                                                                       | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      916928 | PA      | $944201.60    | 0.03%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                                      | RIOLN 5.25 03/14/35                                                                                                                                    | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       10000 | PA      | $10328.25     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8315                                                                                                                                              | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      817873 | PA      | $817210.13    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 785787                                                                                                                                              | CUSIP: 3622ABJ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      739504 | PA      | $636252.08    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FSPC T-61 1A1                                                                                                                                          | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      168371 | PA      | $163962.05    | 0.00%             | 2044-07-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2005-AR8 1A1A                                                                                                                                     | CUSIP: 92922FR67<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      167131 | PA      | $163136.88    | 0.00%             | 2045-07-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                                           | CAN 3 06/01/34                                                                                                                                         | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     7800000 | PA      | $5554733.16   | 0.15%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                              | AXON 6.25 03/15/33 144A                                                                                                                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      180000 | PA      | $188008.59    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Cwheq Inc                                                                                        | CWHEL 2005-F 2A                                                                                                                                        | CUSIP: 126685AK2<br>LEI: 549300X21P41B4WETI38 | Long             | ABS-O            | CORP              | US        |        8503 | PA      | $8289.30      | 0.00%             | 2035-12-15      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass Through Trust 2006 3                                                 | FHAMS 2004-AA1 A1                                                                                                                                      | CUSIP: 32051D3G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       59312 | PA      | $59247.62     | 0.00%             | 2034-06-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM7                                                        | BRAVO 2025-NQM7 A1B                                                                                                                                    | CUSIP: 10570TAB1<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-O            | CORP              | US        |      417918 | PA      | $421338.28    | 0.01%             | 2065-07-25      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-68 CA                                                                                                                                         | CUSIP: 3136BWL61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      722741 | PA      | $723466.55    | 0.02%             | 2053-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 4.8 03/01/30 144A                                                                                                                                 | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2403559.90   | 0.07%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 5.375 06/01/29                                                                                                                                     | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103172.65    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                          | AAL 3.35 10/15/29 AA                                                                                                                                   | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1247575 | PA      | $1212943.96   | 0.03%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5765                                                                                                                                              | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       29175 | PA      | $29652.30     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nassau Companies Of New York                                                                     | NASSAU 7.875 07/15/30 144A                                                                                                                             | CUSIP: 63155AAA6<br>LEI: 549300Q3ENSFI87YLC32 | Long             | DBT              | CORP              | US        |      345000 | PA      | $329676.96    | 0.01%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GN 628079                                                                                                                                              | CUSIP: 36291GXG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        2047 | PA      | $2093.58      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8013                                                                                                                                              | CUSIP: 3132DV3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      182857 | PA      | $180957.86    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHMS KF153 AS                                                                                                                                          | CUSIP: 3137H9Y94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      527373 | PA      | $530447.31    | 0.01%             | 2033-02-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7105000 | PA      | $7293857.26   | 0.20%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                                       | TVASP 0 04/01/56                                                                                                                                       | CUSIP: 88059FBP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1000000 | PA      | $194529.37    | 0.01%             | 2056-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                                    | USB V3.7 PERP                                                                                                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      875000 | PA      | $855279.14    | 0.02%             | 2049-12-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| CubeSmart LP                                                                                     | CUBE 2.5 02/15/32                                                                                                                                      | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      130000 | PA      | $115227.32    | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5009                                                                                                                                              | CUSIP: 31418ER77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6565849 | PA      | $6593030.73   | 0.18%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.202 04/25/29                                                                                                                                    | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4985000 | PA      | $5111151.11   | 0.14%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp.                                                                | SASC 2007-BC4 A1                                                                                                                                       | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1255581 | PA      | $1227122.59   | 0.03%             | 2037-11-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2021-CRE6 ISSUER LTD                                                                    | LNCR 2021-CRE6 AS                                                                                                                                      | CUSIP: 53948HAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      940000 | PA      | $938288.31    | 0.03%             | 2038-11-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                                  | BANK 2022-BNK39 A4                                                                                                                                     | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2025000 | PA      | $1850150.36   | 0.05%             | 2055-02-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR QD9326                                                                                                                                              | CUSIP: 3133B7LF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      195069 | PA      | $191460.12    | 0.01%             | 2052-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2024-                                                              | CMLTI 2024-1 A11                                                                                                                                       | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1613606 | PA      | $1622396.62   | 0.05%             | 2054-07-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2013-2                                                       | EART 2025-1A A3                                                                                                                                        | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      475000 | PA      | $475891.41    | 0.01%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Nationstar Home Equity Loan Asset-Backed Certificates Series 2007-C                              | NSTR 2007-C 1AV1                                                                                                                                       | CUSIP: 63860KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      923098 | PA      | $912969.91    | 0.03%             | 2037-06-25      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                          | SORT 2022-1A A2                                                                                                                                        | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1689801 | PA      | $1646416.68   | 0.05%             | 2062-08-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                                     | MEXPCP 5.5 08/17/30 144A                                                                                                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     2900000 | PA      | $2956869.00   | 0.08%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BGC Group Inc                                                                                    | BGC 6.15 04/02/30                                                                                                                                      | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      400000 | PA      | $415016.93    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.511 01/24/36                                                                                                                                    | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2118436.25   | 0.06%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund III Designated Activity Company                                           | CORDA 3A B1R3                                                                                                                                          | CUSIP: BCC3L6JM9<br>LEI: 213800XV458LVR3TU384 | Long             | ABS-O            | CORP              | IE        |     1600000 | PA      | $1863282.34   | 0.05%             | 2038-05-26      | Floating      | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.369 10/21/31 .                                                                                                                                   | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      600000 | PA      | $599376.42    | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.8 02/15/29                                                                                                                                      | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      600000 | PA      | $610049.69    | 0.02%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                    | ENBCN 5.55 06/20/35                                                                                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $725881.78    | 0.02%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.                  | JBSSBZ 5.5 01/15/36 144A                                                                                                                               | CUSIP: 472140AE2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |     1000000 | PA      | $1017431.22   | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Tennessee Valley Authority                                                                       | TVA 4.25 09/15/52                                                                                                                                      | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1050000 | PA      | $898577.80    | 0.03%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.375%                                                                        | UNITED STATES TSY. 1.375%                                                                                                                              | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      330000 | PA      | $345446.40    | 0.01%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty L.P.                                                                               | KRC 4.75 12/15/28                                                                                                                                      | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      328000 | PA      | $329876.01    | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty L.P.                                                                               | KRC 4.75 12/15/28                                                                                                                                      | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1408007.36   | 0.04%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                            | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |      250000 | PA      | $262474.00    | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.625 02/15/35                                                                                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1220000 | PA      | $1269205.08   | 0.04%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                                      | TCN V6.625 10/15/55 **                                                                                                                                 | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $280801.13    | 0.01%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| Darling Global Finance Bv                                                                        | DAR 4.5 07/15/32 144A                                                                                                                                  | CUSIP: YN4664366<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |      150000 | PA      | $178981.63    | 0.00%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.25 04/15/29                                                                                                                                       | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      800000 | PA      | $822826.23    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V2.972 02/04/33 MTN                                                                                                                                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      475000 | PA      | $435184.84    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| DaVinciRe Holdings Ltd                                                                           | DVREIN 5.95 04/15/35 144A                                                                                                                              | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      950000 | PA      | $980983.74    | 0.03%             | 2035-04-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                                       | RGA V6.65 09/15/55                                                                                                                                     | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155606.40    | 0.00%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN FM7162                                                                                                                                              | CUSIP: 3140XA5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       39681 | PA      | $39351.43     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5167                                                                                                                                              | CUSIP: 31418EW55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1130896 | PA      | $1176926.90   | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                                      | TCN V7 10/15/55                                                                                                                                        | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      275000 | PA      | $286381.15    | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Gulfstream Natural Gas System LLC                                                                | GULFNG 5.6 07/23/35 144A                                                                                                                               | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $617531.22    | 0.02%             | 2035-07-23      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5191                                                                                                                                              | CUSIP: 31418EXV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    17992555 | PA      | $18523652.44  | 0.52%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA5217                                                                                                                                              | CUSIP: 31418EYP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      530968 | PA      | $551990.11    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5566 EA                                                                                                                                            | CUSIP: 3137HMHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      843230 | PA      | $846319.25    | 0.02%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                                 | KMI 5.8 03/15/35                                                                                                                                       | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      150000 | PA      | $158309.88    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                        | VNOM 4.9 08/01/30                                                                                                                                      | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      600000 | PA      | $607419.00    | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 2.45 02/15/31                                                                                                                                     | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1831755.75   | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Pass-Through Certificates                                             | WAMU 2007-HY1 1A1                                                                                                                                      | CUSIP: 92925VAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       83533 | PA      | $74719.33     | 0.00%             | 2037-02-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments II Trust 2007-Ar1                                          | SAMI 2005-AR5 A1                                                                                                                                       | CUSIP: 86359LPD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       21050 | PA      | $20494.13     | 0.00%             | 2035-07-19      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AR3955                                                                                                                                              | CUSIP: 3138W1MD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      370241 | PA      | $332024.12    | 0.01%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                                 | BPLN 4.234 11/06/28                                                                                                                                    | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      175000 | PA      | $176237.77    | 0.00%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | HD 3.9 12/06/28                                                                                                                                        | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      275000 | PA      | $276161.22    | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                                       | AMT 3.95 03/15/29                                                                                                                                      | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297781.96    | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                                      | HST 2.9 12/15/31 J                                                                                                                                     | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      292000 | PA      | $265035.59    | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 2.85 03/28/34                                                                                                                                     | CUSIP: 3133ENSY7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     2880000 | PA      | $2602993.98   | 0.07%             | 2034-03-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8363                                                                                                                                              | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      171140 | PA      | $176308.89    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS5749                                                                                                                                              | CUSIP: 3140XML79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      701921 | PA      | $729709.49    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                                 | NTT 5.171 07/16/32 144A                                                                                                                                | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     1400000 | PA      | $1440006.63   | 0.04%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                                               | CVECN 5.4 03/20/36                                                                                                                                     | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     1400000 | PA      | $1401550.14   | 0.04%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust 2006-5                                                       | TMST 2005-1 A3                                                                                                                                         | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        9438 | PA      | $9261.03      | 0.00%             | 2045-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AB7728                                                                                                                                              | CUSIP: 31417ESS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5630 | PA      | $5064.75      | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS1999                                                                                                                                              | CUSIP: 3138WBGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      105951 | PA      | $96239.86     | 0.00%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AL9854                                                                                                                                              | CUSIP: 3138ER5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       15118 | PA      | $15097.65     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp.                                                                       | NGGLN 4.278 12/15/28 144A                                                                                                                              | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2005567.25   | 0.06%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5653                                                                                                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      406786 | PA      | $413233.83    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.974 02/07/30 MTN                                                                                                                                | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2488850.89   | 0.07%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                                | VTR 3 01/15/30                                                                                                                                         | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1620703.50   | 0.05%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA6475                                                                                                                                              | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      459994 | PA      | $425090.65    | 0.01%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CB1805                                                                                                                                              | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      622994 | PA      | $540229.26    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MTG TR 2021-LTV2                                                                     | JPMMT 2021-LTV2 A1                                                                                                                                     | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      779382 | PA      | $669261.21    | 0.02%             | 2052-05-25      | Variable      | 2.52%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc.                                                                                  | HD 3.25 04/15/32                                                                                                                                       | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      700000 | PA      | $660251.21    | 0.02%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Federal Farm Credit Banks                                                                        | FFCB 2.9 04/12/32                                                                                                                                      | CUSIP: 3133ENUJ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     2640000 | PA      | $2492250.31   | 0.07%             | 2032-04-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                                       | SOAF 7.3 04/20/52 30Y                                                                                                                                  | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      370000 | PA      | $374489.22    | 0.01%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V6.612 10/19/27 144A                                                                                                                            | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1528755.83   | 0.04%             | 2027-10-19      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                          | DUK 5.875 11/15/33                                                                                                                                     | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2166897.13   | 0.06%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 7.125 05/13/54                                                                                                                                  | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      200000 | PA      | $198450.00    | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2025-5                                                              | PAID 2025-5 A2                                                                                                                                         | CUSIP: 69548WAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      499981 | PA      | $503334.00    | 0.01%             | 2033-03-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                                     | BRAZIL 7.25 01/12/56                                                                                                                                   | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      600000 | PA      | $595950.00    | 0.02%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.5 02/15/49                                                                                                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      435000 | PA      | $401653.18    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5711                                                                                                                                              | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1333397 | PA      | $1324200.74   | 0.04%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WestRock Company                                                                                 | SW 4 03/15/28                                                                                                                                          | CUSIP: 96145DAH8<br>LEI: 5493004Z9TCQW68YVL89 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1098267.09   | 0.03%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                                      | JBLU 2.75 05/15/32 2019                                                                                                                                | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-O            | CORP              | US        |     1511085 | PA      | $1360475.69   | 0.04%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.187 11/15/36 144A                                                                                                                               | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       28000 | PA      | $23808.19     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MTG ASSET TR 2021-GS3                                                                     | LMAT 2021-GS3 A1                                                                                                                                       | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      419087 | PA      | $419425.00    | 0.01%             | 2061-07-25      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 6.4 02/14/35                                                                                                                                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      600000 | PA      | $634260.00    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT AVENUE SECURITIES TRUST                                                              | CAS 2021-R01 1M2                                                                                                                                       | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      138400 | PA      | $138987.28    | 0.00%             | 2041-10-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| VERUS SEC TR 2021-7                                                                              | VERUS 2021-7 A1                                                                                                                                        | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1542557 | PA      | $1420979.78   | 0.04%             | 2066-10-25      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2021-R03 1M2                                                                                                                                       | CUSIP: 20754AAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      245000 | PA      | $246428.79    | 0.01%             | 2041-12-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC                                       | ARCLO 2022-FL1 A                                                                                                                                       | CUSIP: 03880XAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      605916 | PA      | $605168.99    | 0.02%             | 2037-01-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4577                                                                                                                                              | CUSIP: 31418ECP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7708432 | PA      | $6265317.12   | 0.17%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS0282                                                                                                                                              | CUSIP: 3140XFJ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      467159 | PA      | $463050.29    | 0.01%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd. / Aircastle Ireland DAC                                                           | AYR 5 09/15/30 144A                                                                                                                                    | CUSIP: 00929JAC0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $607136.72    | 0.02%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PLACEHOLD PROJECT CASHMER                                                                        | PLACEHOLD PROJECT CASHMER                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |    16900000 | PA      | $11278215.56  | 0.31%             | 2057-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU V6.75 03/01/53                                                                                                                                     | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      400000 | PA      | $428120.00    | 0.01%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | TII 2.125 04/15/29                                                                                                                                     | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6600000 | PA      | $7100585.28   | 0.20%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                     | SWTCH 2024-2A A2                                                                                                                                       | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $351266.46    | 0.01%             | 2054-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 05/15/55                                                                                                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7470000 | PA      | $7375457.81   | 0.21%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                                             | GCAT 2025-NQM4 A2                                                                                                                                      | CUSIP: 367923AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      835148 | PA      | $844670.67    | 0.02%             | 2070-06-25      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-65 BA                                                                                                                                         | CUSIP: 3136BWU53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1269831 | PA      | $1272588.02   | 0.04%             | 2053-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                                                                   | OOMLT 2007-5 2A4                                                                                                                                       | CUSIP: 68403HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1446754 | PA      | $785796.18    | 0.02%             | 2037-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Ace Securities Corp. Home Equity Loan Trust Series 2007 Asap1                                    | ACE 2007-ASP1 A2B                                                                                                                                      | CUSIP: 00442JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2095569 | PA      | $860432.89    | 0.02%             | 2037-03-25      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley ABS Capital I Inc                                                                 | MSAC 2007-NC3 A2C                                                                                                                                      | CUSIP: 61755AAD8<br>LEI: 549300RLSHIMYD3FZB52 | Long             | ABS-O            | CORP              | US        |     1161290 | PA      | $907267.80    | 0.03%             | 2037-05-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Sonic Cap Llc                                                                                    | SONIC 2021-1A A2II                                                                                                                                     | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      460557 | PA      | $400864.89    | 0.01%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE 2021-CRE5 ISSUER LTD                                                                    | LNCR 2021-CRE5 AS                                                                                                                                      | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      625377 | PA      | $625053.88    | 0.02%             | 2036-07-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V5.748 07/19/33 144A                                                                                                                            | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $625572.55    | 0.02%             | 2033-07-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                                       | PRU V6 09/01/52                                                                                                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      600000 | PA      | $620319.60    | 0.02%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Accident Fund Insurance Co of America                                                            | AFICOA 8.5 08/01/32 144A                                                                                                                               | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100763.37    | 0.00%             | 2032-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                                | VENTGL 6.25 01/15/30 144A                                                                                                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      475000 | PA      | $481305.89    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V7.375 PERP Z                                                                                                                                        | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      800000 | PA      | $840272.00    | 0.02%             | 2049-12-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Stack Infrastructure Issuer Llc                                                                  | SIDC 2023-1A A2                                                                                                                                        | CUSIP: 85236KAF9<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1002447.50   | 0.03%             | 2048-03-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc.                                                                        | CRBG V6.875 12/15/52                                                                                                                                   | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      680000 | PA      | $696770.88    | 0.02%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                                           | FHR 5564 CA                                                                                                                                            | CUSIP: 3137HMCR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      497101 | PA      | $497956.47    | 0.01%             | 2052-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM4 TRUST                                                                             | GCAT 2025-NQM4 A1B                                                                                                                                     | CUSIP: 367923AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      463971 | PA      | $467795.76    | 0.01%             | 2070-06-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4                                          | SABR 2006-WM4 A2C                                                                                                                                      | CUSIP: 81377XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1706595 | PA      | $468808.04    | 0.01%             | 2036-11-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                                      | SVC 2023-1A A                                                                                                                                          | CUSIP: 78487JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      640792 | PA      | $634037.57    | 0.02%             | 2053-02-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Cerberus Loan Funding XL LLC                                                                     | CERB 2023-1A A                                                                                                                                         | CUSIP: 15675AAA7<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1250659.38   | 0.03%             | 2035-03-22      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    34330000 | PA      | $30411582.55  | 0.85%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASB Bank Ltd.                                                                                    | ASBBNK V5.284 06/17/32 144A                                                                                                                            | CUSIP: 04342JAA5<br>LEI: 549300IBZWZL1KTPF918 | Long             | DBT              | CORP              | NZ        |      600000 | PA      | $607929.32    | 0.02%             | 2032-06-17      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                                           | DOW 6.9 05/15/53                                                                                                                                       | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      280000 | PA      | $288346.54    | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| OBX 2023-NQM1 TRUST                                                                              | OBX 2023-NQM1 A3                                                                                                                                       | CUSIP: 670855AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      279178 | PA      | $278418.00    | 0.01%             | 2062-11-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                                 | NRG 7 03/15/33 144A                                                                                                                                    | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      700000 | PA      | $777217.70    | 0.02%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AQUILA FDG 7.45%                                                                                 | AQUILA FDG 7.45%                                                                                                                                       | CUSIP: 037984AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $417618.80    | 0.01%             | 2045-09-30      | Fixed         | 7.45%                 | No            |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-69 DA                                                                                                                                         | CUSIP: 3136BWB21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1573783 | PA      | $1581407.86   | 0.04%             | 2051-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6 02/15/56 **                                                                                                                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      300000 | PA      | $301829.73    | 0.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXII LP                                                                   | CERB 2021-2A A                                                                                                                                         | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      911833 | PA      | $912224.69    | 0.03%             | 2033-04-22      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8146                                                                                                                                              | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5365501 | PA      | $4386146.83   | 0.12%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4325                                                                                                                                              | CUSIP: 31418DYX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4208815 | PA      | $3434710.97   | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Steris Irish Finco Unlimited Company                                                             | STE 2.7 03/15/31                                                                                                                                       | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |      993000 | PA      | $917443.69    | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DOLP 2021-NYC                                                                                    | DOLP 2021-NYC A                                                                                                                                        | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2250000 | PA      | $2026493.33   | 0.06%             | 2041-05-10      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RES TR 2022-SFR5                                                                        | PROG 2022-SFR5 C                                                                                                                                       | CUSIP: 74332YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1199812.80   | 0.03%             | 2039-06-17      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                              | MUFG V5.133 07/20/33                                                                                                                                   | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1250000 | PA      | $1285985.89   | 0.04%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| BEIGNET INV LLC                                                                                  | RPLDCI 6.581 05/30/49 144A                                                                                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2178000 | PA      | $2309676.15   | 0.06%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 3.469 04/15/34                                                                                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     7055000 | PA      | $6449572.95   | 0.18%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2025-1                                                                  | OCTL 2025-1A B                                                                                                                                         | CUSIP: 67580EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      310000 | PA      | $310261.24    | 0.01%             | 2031-06-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| PRET 2025-RPL5 TRUST                                                                             | PRET 2025-RPL5 A1                                                                                                                                      | CUSIP: 69393AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1054492 | PA      | $1038509.38   | 0.03%             | 2070-01-25      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                         | BFLD 2025-660F A                                                                                                                                       | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      405000 | PA      | $406760.98    | 0.01%             | 2042-11-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| First Brands Group LLC                                                                           | TRICGR L 06/29/26 1                                                                                                                                    | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |       58922 | PA      | $11637.03     | 0.00%             | 2026-06-29      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2025-2                                                        | RMIT 2025-2 B                                                                                                                                          | CUSIP: 75908BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      505000 | PA      | $504759.37    | 0.01%             | 2037-11-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ggam Master Trust Internationa Ltd. / Ggam Mastertrust Us LLC                                    | GGAMMT 2025-1A A                                                                                                                                       | CUSIP: 36173XAA0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | ABS-O            | CORP              | KY        |      915000 | PA      | $924286.98    | 0.03%             | 2060-09-30      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FDG XLIV 2024-44                                                                   | CERB 2023-5A B                                                                                                                                         | CUSIP: 15674DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1005189.30   | 0.03%             | 2036-01-15      | Floating      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| BFLD COMMERCIAL MORTGAGE TRUST 2025-660F                                                         | BFLD 2025-660F B                                                                                                                                       | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      165000 | PA      | $165816.64    | 0.00%             | 2042-11-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 4.9 11/15/35                                                                                                                                       | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      260000 | PA      | $257032.67    | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIALTR 2024-SFR2                                                                   | TCN 2024-SFR2 B                                                                                                                                        | CUSIP: 89616VAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $304841.36    | 0.01%             | 2028-06-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 B                                                                                                                                         | CUSIP: 05612TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $300091.82    | 0.01%             | 2029-07-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Jackson National Life Global Funding                                                             | JXN 5.55 07/02/27 144A                                                                                                                                 | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |      700000 | PA      | $715134.80    | 0.02%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PROVIDENT FDG MTG TR 2025-1                                                                      | PFMT 2025-1 A3                                                                                                                                         | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      626520 | PA      | $630208.54    | 0.02%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Arconic Rolled Products Corp                                                                     | Arconic Rolled Products Corp Term Loan B 275 2030-08-01                                                                                                | CUSIP: 04287KAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      460600 | PA      | $462471.88    | 0.01%             | 2030-08-19      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                                           | EQH V6.7 03/28/55                                                                                                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      752000 | PA      | $787102.61    | 0.02%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Global Payments Inc                                                                              | GPN 5.2 11/15/32                                                                                                                                       | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      525000 | PA      | $526177.22    | 0.01%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 5.7 09/15/34                                                                                                                                       | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1345048.85   | 0.04%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                                 | AA 6.125 03/15/30 144A                                                                                                                                 | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      200000 | PA      | $207454.20    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                             | GHOST 2025-1A A                                                                                                                                        | CUSIP: 37556TAA4<br>LEI: 549300WTZWR07K8MNV44 | Long             | ABS-O            | CORP              | US        |      625772 | PA      | $637012.97    | 0.02%             | 2050-03-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TRTX ISSUER LTD 2025-FL6                                                                         | TRTX 2025-FL6 A                                                                                                                                        | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1103687.20   | 0.03%             | 2042-09-18      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Ares Lv Clo Ltd / Ares Lv Clo Llc                                                                | ARES 2020-56A CR2                                                                                                                                      | CUSIP: 04018NBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004637.20   | 0.03%             | 2038-01-25      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| International-Matex Tank Terminals                                                               | International-Matex Tank Terminals Term Loan B 250 2030-10-01                                                                                          | CUSIP: 45070BAK1<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |     1088979 | PA      | $1096738.25   | 0.03%             | 2030-10-11      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                              | D V6.2 02/15/56                                                                                                                                        | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      450000 | PA      | $451528.68    | 0.01%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-INV8                                                                         | PMTLT 2025-INV8 A7                                                                                                                                     | CUSIP: 73015EAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1609814 | PA      | $1636945.56   | 0.05%             | 2056-07-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Series Trust-1 Trust                                                                             | GMACN 2025-WPAFB A                                                                                                                                     | CUSIP: 817935AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      285808 | PA      | $307243.76    | 0.01%             | 2036-08-10      | Fixed         |  | No            |                  2 | On Loan: No      |
| ARES DIRECT LENDING CLO 8 LLC                                                                    | ARESDL 2025-4A B                                                                                                                                       | CUSIP: 039933AE6<br>LEI: 254900FZTAJNX33DJ460 | Long             | ABS-CBDO         | CORP              | KY        |      800000 | PA      | $800523.52    | 0.02%             | 2039-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AREIT 2025-CRE10 Ltd. / AREIT 2025-CRE10 LLC                                                     | AREIT 2025-CRE11 B                                                                                                                                     | CUSIP: 04002DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      300000 | PA      | $300148.35    | 0.01%             | 2043-06-18      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FDG XLIV 2024-44                                                                   | CERB 2023-5A A                                                                                                                                         | CUSIP: 15674DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1754842.60   | 0.05%             | 2036-01-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A2II                                                                                                                                    | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      346500 | PA      | $354354.36    | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XV Ltd / LLC                                                                 | FCBSL 2022-2A BR                                                                                                                                       | CUSIP: 34964WAQ5<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |     1250000 | PA      | $1251312.50   | 0.03%             | 2033-10-18      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HV STRUCTURED SLTN. TL                                                                           | HV STRUCTURED SLTN. TL                                                                                                                                 | CUSIP: LX2090590<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      709310 | PA      | $709310.50    | 0.02%             | 2026-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                        | SUN 6.625 08/15/32 144A                                                                                                                                | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      800000 | PA      | $825989.60    | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.125 12/15/30 144A                                                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76443.94     | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                              | OBX 2024-NQM9 A3                                                                                                                                       | CUSIP: 67119DAC2<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |      821803 | PA      | $830827.48    | 0.02%             | 2064-01-25      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                                                     | CROSS 2025-H2 A3                                                                                                                                       | CUSIP: 22758PAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      833105 | PA      | $838819.56    | 0.02%             | 2070-03-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 39 LTD                                                                                   | AGL 2025-39A B                                                                                                                                         | CUSIP: 00121XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      900000 | PA      | $902165.58    | 0.03%             | 2038-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-3 MORTGAGE LOAN TRUST                                                                  | COLT 2025-3 A2                                                                                                                                         | CUSIP: 12674LAB9<br>LEI: 2138001CIB6QBPMZRF93 | Long             | ABS-O            | CORP              | US        |      401425 | PA      | $403223.67    | 0.01%             | 2070-03-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                                      | BRKHEC V7.375 09/15/55                                                                                                                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      345000 | PA      | $351876.20    | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CIM TR 2025-R1                                                                                   | CIM 2025-R1 A1                                                                                                                                         | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      785053 | PA      | $783249.40    | 0.02%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO XXII LLC                                                                            | OR 2025-22A A                                                                                                                                          | CUSIP: 69121AAA4<br>LEI: 254900R8KCHZBP66MP06 | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1251694.75   | 0.03%             | 2037-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                                       | ALVGR V6.55 PERP 144a                                                                                                                                  | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      800000 | PA      | $833705.60    | 0.02%             | 2049-12-31      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: —       |
| FIGRE TRUST 2024-HE2                                                                             | FIGRE 2024-HE2 A                                                                                                                                       | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1231826 | PA      | $1265763.58   | 0.04%             | 2054-05-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A2I                                                                                                                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      148500 | PA      | $150680.59    | 0.00%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                               | SUBWAY 2024-1A A23                                                                                                                                     | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      792000 | PA      | $820892.56    | 0.02%             | 2054-07-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2024-VLT4                                                                               | BX 2024-VLT4 C                                                                                                                                         | CUSIP: 05612TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      350000 | PA      | $349943.44    | 0.01%             | 2029-07-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTAL TR 2025-SFR1                                                                   | TCN 2025-SFR1 B                                                                                                                                        | CUSIP: 895974AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1501626.75   | 0.04%             | 2042-03-17      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Renaissancere Holdings Ltd.                                                                      | RNR 5.8 04/01/35                                                                                                                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      600000 | PA      | $627788.33    | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                        | MARS 5.2 03/01/35 144A                                                                                                                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      450000 | PA      | $463633.13    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                                        | TPMT 2025-HE1 A2                                                                                                                                       | CUSIP: 89183LAD7<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1701248.99   | 0.05%             | 2065-07-25      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Pershing Square Holdings, Ltd.                                                                   | PSHNA 3.25 11/15/30 REGS                                                                                                                               | CUSIP: G7016VAD3<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |      250000 | PA      | $232909.00    | 0.01%             | 2030-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                               | VOD 5.875 06/28/64                                                                                                                                     | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     1300000 | PA      | $1268925.20   | 0.04%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.95 04/01/55                                                                                                                                     | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      600000 | PA      | $581143.48    | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALTDE 2025-1 TRUST                                                                               | ALTDE 2025-1A A                                                                                                                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      567410 | PA      | $581436.71    | 0.02%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE1                                                                              | ACHM 2025-HE1 A                                                                                                                                        | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      211445 | PA      | $214544.95    | 0.01%             | 2055-03-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| The Hanover Insurance Group, Inc.                                                                | THG 5.5 09/01/35                                                                                                                                       | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |      350000 | PA      | $356710.06    | 0.01%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                                      | TCN V6.375 06/09/56 .                                                                                                                                  | CUSIP: 87971MCQ4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      280000 | PA      | $280712.22    | 0.01%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2024-1 LLC                                                                | SE 2024-1A A                                                                                                                                           | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      277076 | PA      | $284264.37    | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                               | PRPM 2024-RPL2 A2                                                                                                                                      | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1140000 | PA      | $1096819.94   | 0.03%             | 2054-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                              | PLNT 2024-1A A2II                                                                                                                                      | CUSIP: 72703PAG8<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |      395000 | PA      | $410279.45    | 0.01%             | 2054-06-05      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                              | OBX 2024-NQM9 A2                                                                                                                                       | CUSIP: 67119DAB4<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |      821803 | PA      | $830705.20    | 0.02%             | 2064-01-25      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| LG Energy Solution Ltd.                                                                          | LGENSO 5.5 07/02/34 144A                                                                                                                               | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |     1300000 | PA      | $1321212.28   | 0.04%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| CFMT 2022-HB9 LLC                                                                                | CFMT 2022-HB9 A                                                                                                                                        | CUSIP: 12530GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      523048 | PA      | $516579.91    | 0.01%             | 2037-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKRY HOMES TR 2022-SFR3                                                                      | FKH 2022-SFR3 B                                                                                                                                        | CUSIP: 33768EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1496670.30   | 0.04%             | 2026-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| TIF FUNDING III LLC 2024-1                                                                       | TIF 2024-2A A                                                                                                                                          | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1155592 | PA      | $1165466.42   | 0.03%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CLAUDIUS FINANCE TL                                                                              | CLAUDIUS FINANCE TL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |     1000000 | PA      | $1182674.40   | 0.03%             | 2028-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Virtu Financial                                                                                  | Virtu Financial Term Loan B 250 2031-06-01                                                                                                             | CUSIP: 91820UAV2<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |      250000 | PA      | $251250.00    | 0.01%             | 2031-06-21      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 5.4 07/30/36                                                                                                                                      | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      775000 | PA      | $778179.72    | 0.02%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                                            | Jackson Financial Inc DEPOSITARY SHARES, EACH REPRESENTING A 1/1,000TH INTEREST IN A SHARE OF FIXED-RATE RESET NONCUMULATIVE PERPETUAL PREFERRED STOCK | CUSIP: 46817M206<br>LEI: 213800WXW2KG1N4CO374 | Long             | EP               | CORP              | US        |        6000 | PA      | $156420.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS V5.871 03/06/29                                                                                                                                 | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $622452.54    | 0.02%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Telus Corp.                                                                                      | TCN V6.625 06/09/56 ...                                                                                                                                | CUSIP: 87971MCR2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |      280000 | PA      | $279977.81    | 0.01%             | 2056-06-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XLIII LLC                                                                  | CERB 2024-3A C                                                                                                                                         | CUSIP: 156945AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1005414.70   | 0.03%             | 2036-07-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 5.675 01/15/35                                                                                                                                    | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      550000 | PA      | $571099.28    | 0.02%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                        | CRBG 5.2 06/24/29 144A                                                                                                                                 | CUSIP: 00138CBA5<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      600000 | PA      | $616921.63    | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co LP / PTL Finance Corp.                                                   | PENSKE 5.25 07/01/29 144A                                                                                                                              | CUSIP: 709599CA0<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |     2293000 | PA      | $2360614.06   | 0.07%             | 2029-07-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO LLC 2024-17                                                                         | OR 2024-17A B                                                                                                                                          | CUSIP: 69121RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2204483.60   | 0.06%             | 2036-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2025-65 CA                                                                                                                                         | CUSIP: 3136BWU38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      756667 | PA      | $759231.00    | 0.02%             | 2054-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM7                                                        | BRAVO 2025-NQM7 A3                                                                                                                                     | CUSIP: 10570TAD7<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-O            | CORP              | US        |      325047 | PA      | $327573.19    | 0.01%             | 2065-07-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Concentra                                                                                        | Concentra Term Loan B 200 2031-07-01                                                                                                                   | CUSIP: 20602RAD2<br>LEI: 984500GB84105F75DE32 | Long             | LON              | CORP              | US        |     1290266 | PA      | $1301156.09   | 0.04%             | 2031-07-26      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corporation                                                                           | CMS V6.5 06/01/55                                                                                                                                      | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      490000 | PA      | $504172.76    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC 2024-1                                                                     | SWTCH 2025-1A A2                                                                                                                                       | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $985435.30    | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-2                                                                | VERUS 2025-2 A2                                                                                                                                        | CUSIP: 92540VAD7<br>LEI: 213800TTP1CNX4WER720 | Long             | ABS-O            | CORP              | US        |      857641 | PA      | $861874.84    | 0.02%             | 2070-03-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| VISTA POINT SECURITIZATION TRUST 2025-CES1                                                       | VSTA 2025-CES1 A1                                                                                                                                      | CUSIP: 92842DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      748285 | PA      | $754340.86    | 0.02%             | 2055-04-25      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| RGA Global Funding                                                                               | RGA 5 08/25/32 144A                                                                                                                                    | CUSIP: 76209PAJ2<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      975000 | PA      | $984226.77    | 0.03%             | 2032-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Global Payments Inc                                                                              | GPN 4.875 11/15/30                                                                                                                                     | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      275000 | PA      | $275668.83    | 0.01%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.625 PERP                                                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      690000 | PA      | $700630.39    | 0.02%             | 2049-12-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 4.875 11/15/35                                                                                                                                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      705000 | PA      | $705514.04    | 0.02%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 6.125 12/15/30 144A                                                                                                                             | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      266000 | PA      | $271121.16    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corporation                                                                             | APH 4.625 02/15/36                                                                                                                                     | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1365340.13   | 0.04%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Herc Holdings                                                                                    | Herc Holdings Term Loan B 175 2032-06-01                                                                                                               | CUSIP: 42705FAF3<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |      255000 | PA      | $256647.30    | 0.01%             | 2032-06-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Uruguay (Republic Of)                                                                            | URUGUA 8 10/29/35                                                                                                                                      | CUSIP: 760942BJ0<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    28378000 | PA      | $750661.22    | 0.02%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                               | META 5.625 11/15/55 .                                                                                                                                  | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      950000 | PA      | $914324.94    | 0.03%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                                          | Aramark Term Loan B-10 175 2030-06-01                                                                                                                  | CUSIP: 03852JBC4<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |     1245698 | PA      | $1251534.06   | 0.03%             | 2030-06-24      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Inc.                                                                              | PLNT 2025-1A A2I                                                                                                                                       | CUSIP: 72703PAH6<br>LEI: 549300LLE5HUPF6H8G33 | Long             | ABS-O            | CORP              | US        |      380000 | PA      | $382889.79    | 0.01%             | 2055-12-06      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust 2014/1                                              | ACAR 2022-4 D                                                                                                                                          | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      648746 | PA      | $654202.05    | 0.02%             | 2029-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FDG TST 2018-3                                                                          | MFT 2024-1A D                                                                                                                                          | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1335000 | PA      | $1371915.62   | 0.04%             | 2034-07-17      | Fixed         | 6.93%                 | Yes           |                  2 | On Loan: No      |
| VOLOFIN FIN DESG ACTIV CO 24-1                                                                   | VFIN 2024-1A A                                                                                                                                         | CUSIP: 92873RAA9<br>LEI: 254900VCWBJCNVMCJ740 | Long             | ABS-O            | CORP              | IE        |      454093 | PA      | $463269.19    | 0.01%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 01/31/30                                                                                                                                        | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6500000 | PA      | $6650058.61   | 0.19%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.375%                                                                        | UNITED STATES TSY. 2.375%                                                                                                                              | CUSIP: 912810UH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     2630000 | PA      | $2582782.12   | 0.07%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-30YR                                                                                                                                              | CUSIP: 01F022626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33160000 | PA      | $28097918.58  | 0.78%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citadel Enterprise                                                                               | Citadel Enterprise Term Loan B 200 2031-10-01                                                                                                          | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |      306068 | PA      | $308020.65    | 0.01%             | 2031-10-31      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.7 12/30/34 144A                                                                                                                                  | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      235000 | PA      | $242792.84    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     3136816 | PA      | $3471141.58   | 0.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| PRPM 2024-7 LLC                                                                                  | PRPM 2024-7 A1                                                                                                                                         | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1097902 | PA      | $1099287.66   | 0.03%             | 2029-12-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.125 11/30/29                                                                                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1060000 | PA      | $1079171.10   | 0.03%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                                     | T 3.875 06/30/30                                                                                                                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8662000 | PA      | $8735085.63   | 0.24%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 2 11/15/41                                                                                                                                           | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13140000 | PA      | $9211345.31   | 0.26%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS RES TR 2022-SFR5                                                                        | PROG 2022-SFR5 B                                                                                                                                       | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1385000 | PA      | $1387611.83   | 0.04%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                             | OWL 6.25 04/18/34                                                                                                                                      | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1327784.24   | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                                 | WFLF 2024-3A A1                                                                                                                                        | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |     1187376 | PA      | $1200376.08   | 0.03%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Aag FH UK PLC / Global Auto Holdings PLC                                                         | GLOBAU 11.5 08/15/29 144A                                                                                                                              | CUSIP: 00033YAA4<br>LEI: 984500ADEF1BB0584352 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $231198.99    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                                        | RMIT 2024-2 C                                                                                                                                          | CUSIP: 75907AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      550000 | PA      | $555923.17    | 0.02%             | 2033-12-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.5 12/01/34                                                                                                                                       | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     3135000 | PA      | $3227891.37   | 0.09%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TCO Commercial Mortgage Trust 2024-DPM                                                           | TCO 2024-DPM A                                                                                                                                         | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1955000 | PA      | $1961327.85   | 0.05%             | 2039-12-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO REC TR 2024-P4                                                                      | CRVNA 2024-P4 D                                                                                                                                        | CUSIP: 14076LAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1260789.38   | 0.04%             | 2032-12-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 2.125%                                                                        | UNITED STATES TSY. 2.125%                                                                                                                              | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12460000 | PA      | $13105786.79  | 0.37%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                        | WBD 4.279 03/15/32 *                                                                                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      538000 | PA      | $472939.66    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Caixabank S.A.                                                                                   | CABKSM V5.581 07/03/36 144A                                                                                                                            | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      630000 | PA      | $648745.43    | 0.02%             | 2036-07-03      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2019-IV LLC                                                                         | CIFC 2019-4A A1R2                                                                                                                                      | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      375000 | PA      | $376387.50    | 0.01%             | 2038-07-15      | Variable      |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNMA-15YR                                                                                                                                              | CUSIP: 01F042418<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3620151 | PA      | $3625272.83   | 0.10%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13640000 | PA      | $13604119.57  | 0.38%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 LLC                                                                               | PRET 2024-NPL7 A1                                                                                                                                      | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-O            | CORP              | US        |     1211051 | PA      | $1212698.95   | 0.03%             | 2054-10-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Republic Finance Issuance Trust 2024-B                                                           | REPS 2024-B A                                                                                                                                          | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1270000 | PA      | $1295378.35   | 0.04%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Applovin Corp.                                                                                   | APP 5.375 12/01/31                                                                                                                                     | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      640000 | PA      | $664828.21    | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                                 | AJG 5.15 02/15/35                                                                                                                                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1631525.56   | 0.05%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO REC TR 2024-P4                                                                      | CRVNA 2024-P4 C                                                                                                                                        | CUSIP: 14076LAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840000 | PA      | $853453.48    | 0.02%             | 2031-05-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V5.605 04/23/36                                                                                                                                    | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1581033.75   | 0.04%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.875 02/15/41                                                                                                                                       | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24940000 | PA      | $17498917.19  | 0.49%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                                    | SMBCAC 5.3 04/03/29 144A                                                                                                                               | CUSIP: 78448TAL6<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     1275000 | PA      | $1312929.82   | 0.04%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                             | ATLX 2024-RPL2 A1                                                                                                                                      | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1770768 | PA      | $1732034.31   | 0.05%             | 2063-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Stream Innovations 2024-2 Issuer Trust                                                           | STRE 2024-2A A                                                                                                                                         | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1361823 | PA      | $1379307.83   | 0.04%             | 2045-02-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| BX COML MTG TR 2024-VLT5                                                                         | BX 2024-VLT5 B                                                                                                                                         | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      825000 | PA      | $841987.62    | 0.02%             | 2046-11-13      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| COMM 2024-CBM MORTGAGE TRUST                                                                     | COMM 2024-CBM A2                                                                                                                                       | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1890000 | PA      | $1927958.10   | 0.05%             | 2041-12-10      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                              | AFFRM 2024-X2 A                                                                                                                                        | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       60655 | PA      | $60673.87     | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.858 05/01/54                                                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      340000 | PA      | $383779.73    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a.r.l./JBS USA Food Co /JBS USA Foods Group Holdings Inc.                  | JBSSBZ 5.95 04/20/35 144A                                                                                                                              | CUSIP: 472140AA0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |      905000 | PA      | $953814.99    | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AQUA FINANCE ISSUERTRUST 2025-A                                                                  | AQFIT 2025-A A                                                                                                                                         | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      449225 | PA      | $458066.51    | 0.01%             | 2050-12-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                                  | BAMCN 5.795 04/24/35                                                                                                                                   | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $420272.74    | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: —       |
| IDAHO HSG & FIN ASSN                                                                             | ID IDSSFH 6.01 07/01/2045                                                                                                                              | CUSIP: 45130BDK6<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |      950000 | PA      | $966517.70    | 0.03%             | 2045-07-01      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2018-2                                                             | MCMLT 2019-1 M1                                                                                                                                        | CUSIP: 59981AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      479118 | PA      | $459105.21    | 0.01%             | 2069-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 1.75 08/15/41                                                                                                                                        | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14800000 | PA      | $10031335.88  | 0.28%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                                       | CDW 3.569 12/01/31                                                                                                                                     | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3715000 | PA      | $3466218.17   | 0.10%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| NRG Energy                                                                                       | NRG Energy Term Loan B 175 2031-04-01                                                                                                                  | CUSIP: 62937NBC0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | LON              | CORP              | US        |     3102127 | PA      | $3115077.96   | 0.09%             | 2031-04-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | American National Group Inc. DEPOSITARY SHARE REPRESENTING 1/1000TH, 7.375% FIXED-RATE NON-CUMULATIVE PREFERRED STOCK SERIES D                         | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |       12000 | PA      | $300120.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | T 4.25 08/15/35                                                                                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2700000 | PA      | $2725734.38   | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust 2013-PEMB                                                     | GSMS 2013-PEMB A                                                                                                                                       | CUSIP: 36197VAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |     1355000 | PA      | $988133.75    | 0.03%             | 2033-03-05      | Variable      | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |    33567896 | NS      | $33567895.95  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                                     | TII 1.25 04/15/28                                                                                                                                      | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2930000 | PA      | $3169561.22   | 0.09%             | 2028-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MISSION LANE CREDIT CARD MASTER TRU                                                              | MLANE 2024-B A                                                                                                                                         | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1360000 | PA      | $1369827.36   | 0.04%             | 2030-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                                   | SATS 3.875 11/30/30                                                                                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      297704 | PA      | $995075.62    | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Invesco US CLO 2024-4 Ltd.                                                                       | INVCO 2024-4A A1                                                                                                                                       | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |     2720000 | PA      | $2730980.64   | 0.08%             | 2038-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc                                          | JBSSBZ 6.75 03/15/34                                                                                                                                   | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |      290000 | PA      | $320573.31    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                               | VEGLPL 7.75 05/01/35 144A                                                                                                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      180000 | PA      | $196811.92    | 0.01%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NextEra Energy Capital Holdings Inc SERIES U JUNIOR SUBORDINATED DEBENTURES DUE JUNE 1, 2085                                                           | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     1040000 | PA      | $264732.00    | 0.01%             | 2085-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES PRIME                                                              | SFAST 2025-2A C                                                                                                                                        | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $305559.69    | 0.01%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Kdac Aviation Finance Cayman Limited / Kdac Aviation Finance USA Llc                             | KDAC 2017-1A A                                                                                                                                         | CUSIP: 48244XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      696400 | PA      | $695953.00    | 0.02%             | 2042-12-15      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD7531                                                                                                                                              | CUSIP: 3132DVLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2045623 | PA      | $1851936.65   | 0.05%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding Llc                                                                         | FOCUS 2023-2 A2                                                                                                                                        | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      637000 | PA      | $676662.20    | 0.02%             | 2053-10-30      | Fixed         | 8.24%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V5.466 01/18/35                                                                                                                                     | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      848000 | PA      | $883615.94    | 0.02%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                                     | T 4.625 06/15/27                                                                                                                                       | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7640000 | PA      | $7763702.33   | 0.22%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                                 | MMC 5 03/15/35                                                                                                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1554192.86   | 0.04%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CIfc FundIng 2018-I Ltd. / CIfc FundIng 2018-I LLC                                               | CIFC 2018-1A A1R                                                                                                                                       | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |     2720000 | PA      | $2730585.70   | 0.08%             | 2038-01-18      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.528 05/01/34                                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3835000 | PA      | $4253228.21   | 0.12%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO XXI                                                                          | MIDO 2025-21A A1                                                                                                                                       | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |      755000 | PA      | $756686.52    | 0.02%             | 2038-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BPR COMMERCIAL MORTGAGE TRUST 2025-STAR                                                          | BPR 2025-STAR A                                                                                                                                        | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100802.63    | 0.00%             | 2042-11-05      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2501000 | PA      | $2402702.67   | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| GARNET CLO 3 LTD                                                                                 | GARNET 2025-3A A1                                                                                                                                      | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      930000 | PA      | $932663.52    | 0.03%             | 2038-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2025-4                                                  | GSAR 2025-4A C                                                                                                                                         | CUSIP: 36273DAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      400000 | PA      | $402734.88    | 0.01%             | 2031-12-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2025-RCF5 LLC                                                                               | PRPM 2025-RCF5 A1                                                                                                                                      | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      268025 | PA      | $268473.34    | 0.01%             | 2055-10-25      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                                     | RCL 5.375 01/15/36                                                                                                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      325000 | PA      | $327318.61    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                               | DELL 5.1 02/15/36                                                                                                                                      | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      975000 | PA      | $965266.17    | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                                                | KUWIB 4.652 10/09/35 144A                                                                                                                              | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     1512000 | PA      | $1510560.15   | 0.04%             | 2035-10-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC FINANCE ISSUANCE TRUST 2025-A                                                           | REPS 2025-A C                                                                                                                                          | CUSIP: 76042FAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      345000 | PA      | $348260.06    | 0.01%             | 2034-11-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                         | VST 5.25 10/15/35 144A                                                                                                                                 | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      275000 | PA      | $274265.96    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                             | ESA 2025-ESH B                                                                                                                                         | CUSIP: 30227TAC4<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |      110000 | PA      | $110354.33    | 0.00%             | 2042-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                            | SOCGEN V5.439 10/03/36 144A                                                                                                                            | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     1830000 | PA      | $1839324.75   | 0.05%             | 2036-10-03      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: —       |
| BGC Group Inc                                                                                    | BGC 6.15 04/02/30                                                                                                                                      | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2329282.51   | 0.06%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SOLSTICE ADVANCED TL                                                                             | SOLSTICE ADVANCED TL                                                                                                                                   | CUSIP: LX2698814<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       78539 | PA      | $79054.84     | 0.00%             | 2032-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                             | ESA 2025-ESH C                                                                                                                                         | CUSIP: 30227TAE0<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100347.32    | 0.00%             | 2042-10-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                     | DRIVE 2025-2 D                                                                                                                                         | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $500720.95    | 0.01%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kuwait (State Of)                                                                                | KUWIB 4.136 10/09/30 144A                                                                                                                              | CUSIP: 501499AE7<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |     1200000 | PA      | $1201833.98   | 0.03%             | 2030-10-09      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 5.95 09/26/55                                                                                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      943000 | PA      | $839656.23    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                             | ESA 2025-ESH A                                                                                                                                         | CUSIP: 30227TAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |      130000 | PA      | $130378.88    | 0.00%             | 2042-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BIRCH GROVE CLO 7 LTD                                                                            | BGCLO 2023-7A A1R                                                                                                                                      | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |      450000 | PA      | $451012.46    | 0.01%             | 2038-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                                        | CRHID 5 02/09/36                                                                                                                                       | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1518784.04   | 0.04%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TD Synnex Corp                                                                                   | SNX 5.3 10/10/35                                                                                                                                       | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129237.79    | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-4                                              | ACAR 2025-4 B                                                                                                                                          | CUSIP: 024948AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1100000 | PA      | $1105619.35   | 0.03%             | 2030-01-14      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                             | OTIS 5.131 09/04/35                                                                                                                                    | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      205000 | PA      | $209481.76    | 0.01%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Magnetite XLV Ltd.                                                                               | MAGNE 2025-48A A1                                                                                                                                      | CUSIP: 55956EAA5<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |      835000 | PA      | $837707.74    | 0.02%             | 2038-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc.                                                                                        | MSCI 5.25 09/01/35                                                                                                                                     | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1337709.28   | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                                                      | COF V5.197 09/11/36                                                                                                                                    | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      790000 | PA      | $787960.16    | 0.02%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd / LLC                                                                   | CIFC 2021-4A AR                                                                                                                                        | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      250000 | PA      | $251022.80    | 0.01%             | 2037-07-23      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                                     | UZBEK 5.1 02/25/29 REGS                                                                                                                                | CUSIP: Y000WRAQ1<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      195000 | PA      | $237444.18    | 0.01%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 42 LTD /LLC                                                                              | AGL 2025-42A A1                                                                                                                                        | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |      535000 | PA      | $536944.46    | 0.01%             | 2038-07-22      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BIRCH GROVE CLO 13 LTD                                                                           | BGCLO 2025-13A A1                                                                                                                                      | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      680000 | PA      | $681899.38    | 0.02%             | 2038-10-23      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| REGATTA 35 FUNDING                                                                               | REG35 2025-5A A1                                                                                                                                       | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      895000 | PA      | $898025.91    | 0.03%             | 2038-10-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Terex                                                                                            | Terex Term Loan B 175 2031-10-01                                                                                                                       | CUSIP: 88078FBQ0<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |      225160 | PA      | $226616.78    | 0.01%             | 2031-10-08      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II, LLC                                                                           | QTSII 2025-1A B                                                                                                                                        | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      310000 | PA      | $301690.30    | 0.01%             | 2055-10-05      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| PK ALIFT LN FDG 7 LP 2025-2                                                                      | PKAIR 2025-2 A                                                                                                                                         | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      244196 | PA      | $245147.60    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                             | TURKEY 6.95 09/16/35                                                                                                                                   | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1015000 | PA      | $1046635.09   | 0.03%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2019-VII Ltd. / Cifc Funding 2019-VII LLC                                           | CIFC 2019-7A A1R                                                                                                                                       | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      470000 | PA      | $471551.00    | 0.01%             | 2038-10-19      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                                | WFC V4.892 09/15/36                                                                                                                                    | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1344336.36   | 0.04%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| Var Energi ASA                                                                                   | VARNO 8 11/15/32 144A                                                                                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      210000 | PA      | $240944.73    | 0.01%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-4 LTD                                                               | BCC 2022-4A A1R                                                                                                                                        | CUSIP: 05685BAQ9<br>LEI: 254900Z6DRX34BKP6641 | Long             | ABS-CBDO         | CORP              | JE        |      825000 | PA      | $828331.60    | 0.02%             | 2037-10-16      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 6 Ltd                                                                      | ANCHC 2015-6A AR4                                                                                                                                      | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |      670000 | PA      | $672648.18    | 0.02%             | 2038-07-22      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Resideo Technologies                                                                             | Resideo Technologies Term Loan B (Incremental) 200 2032-07-28                                                                                          | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      945000 | PA      | $948543.75    | 0.03%             | 2032-08-09      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                                                  | SLAM 2021-1A A                                                                                                                                         | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1802500 | PA      | $1722808.89   | 0.05%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| MIDCAP FUNDING TL                                                                                | MIDCAP FUNDING TL                                                                                                                                      | CUSIP: 59568AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $804272.00    | 0.02%             | 2027-04-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                              | MQGAU V5.642 08/13/36 144A                                                                                                                             | CUSIP: 556079AG6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |     1900000 | PA      | $1929830.71   | 0.05%             | 2036-08-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BDS 2025-FL15 LLC                                                                                | BDS 2025-FL15 B                                                                                                                                        | CUSIP: 05556EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1252165.50   | 0.03%             | 2043-03-19      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                                | PAA 5.6 01/15/36                                                                                                                                       | CUSIP: 72650RBS0<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405770.50    | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Sumitomo Life Insurance Co.                                                                      | SUMILF V5.875 09/10/55 144A                                                                                                                            | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |      525000 | PA      | $530590.20    | 0.01%             | 2055-09-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kkr Clo 16 Ltd. / Kkr Clo 16 LLC                                                                 | KKR 16 A2R3                                                                                                                                            | CUSIP: 48251BBG4<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |      550000 | PA      | $552730.81    | 0.02%             | 2034-10-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LRECS 2025-CRE1 LLC                                                                              | LRECS 2025-CRE1 AS                                                                                                                                     | CUSIP: 50230AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $300690.72    | 0.01%             | 2043-08-19      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                            | UBER 4.8 09/15/35                                                                                                                                      | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      545000 | PA      | $542494.08    | 0.02%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Oha Credit Partners Xv Limited                                                                   | OAKC 2021-10RA A1                                                                                                                                      | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1131715.11   | 0.03%             | 2038-07-18      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST 2022-NQM3                                                                             | GCAT 2022-NQM3 A3                                                                                                                                      | CUSIP: 36168MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1898714 | PA      | $1824912.06   | 0.05%             | 2067-04-25      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | ANGINC 6.144 06/13/32 144A                                                                                                                             | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      163000 | PA      | $170537.23    | 0.00%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                                      | COF V5.247 07/26/30                                                                                                                                    | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1238915.36   | 0.03%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp.                                                                                | DINO 5.5 09/01/32                                                                                                                                      | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      525000 | PA      | $533698.92    | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                                          | Aramark Term Loan B-9 175 2028-04-01                                                                                                                   | CUSIP: 03852JBB6<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      140000 | PA      | $140437.50    | 0.00%             | 2028-04-06      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| OHA LOAN FNDG. 2015-1 FRN                                                                        | OHA LOAN FNDG. 2015-1 FRN                                                                                                                              | CUSIP: 67109BDN1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      750000 | PA      | $752244.75    | 0.02%             | 2038-10-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Savage Enterprises                                                                               | Savage Enterprises Term Loan B 250 2032-07-19                                                                                                          | CUSIP: 80465JAJ7<br>LEI: 549300OONATO5UYKLU88 | Long             | LON              | CORP              | US        |      498750 | PA      | $501555.47    | 0.01%             | 2032-08-05      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                          | BNCN 5.33 01/15/36                                                                                                                                     | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $451671.20    | 0.01%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                          | DTV 8.875 02/01/30 144a                                                                                                                                | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      226000 | PA      | $228947.95    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RES TR 2022-SFR5                                                                        | PROG 2022-SFR5 C                                                                                                                                       | CUSIP: 74332YAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1380000 | PA      | $1379784.72   | 0.04%             | 2039-06-17      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| UNITED RENTALS TL                                                                                | UNITED RENTALS TL                                                                                                                                      | CUSIP: LX2672942<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      254354 | PA      | $255912.35    | 0.01%             | 2031-02-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC                                                                           | HYPER 2025-1A A2                                                                                                                                       | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      915000 | PA      | $903853.15    | 0.03%             | 2055-09-27      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                                | BK V5.95 PERP                                                                                                                                          | CUSIP: 064058AR1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203243.60    | 0.01%             | 2049-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| QTS THUNDER 5.42%                                                                                | QTS THUNDER 5.42%                                                                                                                                      | CUSIP: 74699AEH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3177420.75   | 0.09%             | 2032-08-21      | Fixed         | 5.42%                 | No            |                  3 | On Loan: No      |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-4                                                          | PFMT 2025-4 A4                                                                                                                                         | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      525635 | PA      | $528962.81    | 0.01%             | 2055-09-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HOPE GAS HLDGS LLC 6.18%                                                                         | HOPE GAS HLDGS LLC 6.18%                                                                                                                               | CUSIP: 43999ADB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      300000 | PA      | $306284.10    | 0.01%             | 2037-09-01      | Fixed         | 6.18%                 | No            |                  3 | On Loan: No      |
| Polaris Inc.                                                                                     | PII 5.6 03/01/31                                                                                                                                       | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |      600000 | PA      | $606946.03    | 0.02%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Wendys Funding Llc                                                                               | WEN 2025-1A A2I                                                                                                                                        | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |      450000 | PA      | $450751.05    | 0.01%             | 2055-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| OSAT TRUST 2021-RPL1                                                                             | OSAT 2021-RPL1 A1                                                                                                                                      | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      846476 | PA      | $846476.15    | 0.02%             | 2065-05-25      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.988 08/05/33 144A                                                                                                                               | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      600000 | PA      | $610109.45    | 0.02%             | 2033-08-05      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: —       |
| Obsidian Issuer 2025-1 LLC                                                                       | OBSI 2025-1A A                                                                                                                                         | CUSIP: 67449HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      850000 | PA      | $862113.35    | 0.02%             | 2055-05-15      | Fixed         | 6.93%                 | Yes           |                  3 | On Loan: No      |
| SERVICE EXPERTS ISSUER 2025-1 LLC                                                                | SE 2025-1A A                                                                                                                                           | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      371759 | PA      | $372775.95    | 0.01%             | 2037-01-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DYAL CAP IV A 5.94%                                                                              | DYAL CAP IV A 5.94%                                                                                                                                    | CUSIP: 26199AGL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $661826.75    | 0.02%             | 2045-08-22      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| Hyatt Hotels Corporation                                                                         | H 5.4 12/15/35                                                                                                                                         | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      875000 | PA      | $879270.64    | 0.02%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STNLY RES MTG 2025-NQM2                                                                   | MSRM 2025-NQM9 A2                                                                                                                                      | CUSIP: 61779VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1078608 | PA      | $1081235.80   | 0.03%             | 2070-09-25      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V5.015 07/22/33 MTN                                                                                                                                | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $613242.69    | 0.02%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                               | GASBCM 6.129 02/23/38 144A                                                                                                                             | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      200000 | PA      | $213151.44    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                                        | TPG 5.375 01/15/36                                                                                                                                     | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |      151000 | PA      | $150901.93    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                                  | PFSI 6.75 02/15/34 144A                                                                                                                                | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155165.70    | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                             | LHOME 2025-RTL3 A1                                                                                                                                     | CUSIP: 50205YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      950000 | PA      | $953596.13    | 0.03%             | 2040-08-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Sierra Pacific Power Company                                                                     | BRKHEC V6.2 12/15/55                                                                                                                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198319.38    | 0.01%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| CrossCountry Intermediate HoldCo LLC                                                             | CROSIN 6.75 12/01/32 144A                                                                                                                              | CUSIP: 22757VAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $306375.60    | 0.01%             | 2032-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V4.889 07/20/33                                                                                                                                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1219682.08   | 0.03%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco S.a r.l.                                                               | GASBCM 6.1027 08/23/42 144A                                                                                                                            | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $261387.45    | 0.01%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| TERMINAL INVT 5.63%                                                                              | TERMINAL INVT 5.63%                                                                                                                                    | CUSIP: 87299BMD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1017933.00   | 0.03%             | 2032-07-09      | Fixed         | 5.63%                 | No            |                  3 | On Loan: No      |
| BDS 2025-FL16 LLC                                                                                | BDS 2025-FL16 B                                                                                                                                        | CUSIP: 05556XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $300148.26    | 0.01%             | 2043-07-19      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V4.565 06/14/30                                                                                                                                    | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1215143.47   | 0.03%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV3 TRUST                                                                             | GCAT 2025-INV3 A5                                                                                                                                      | CUSIP: 36831DAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      681671 | PA      | $695453.23    | 0.02%             | 2055-08-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| STATION PLACE SECURIT FRN                                                                        | STATION PLACE SECURIT FRN                                                                                                                              | CUSIP: 857936AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2600000.00   | 0.07%             | 2026-09-25      | Floating      | 4.88%                 | No            |                  3 | On Loan: No      |
| GS MORTGAGE BACKED SECURITIES TRUST 2025-NQM3                                                    | GSMBS 2025-NQM3 A3                                                                                                                                     | CUSIP: 36274TAC3<br>LEI: 2549007JKCA9H9HUGZ71 | Long             | ABS-O            | CORP              | US        |      849746 | PA      | $854954.58    | 0.02%             | 2065-11-25      | Variable      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AITX FINCO LLC 5.67%                                                                             | AITX FINCO LLC 5.67%                                                                                                                                   | CUSIP: 00199CFQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      700000 | PA      | $701494.50    | 0.02%             | 2032-10-23      | Fixed         | 5.67%                 | No            |                  3 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2025-VOLT A                                                                                                                                         | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1250000 | PA      | $1253049.50   | 0.03%             | 2044-12-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Cerberus Loan Funding 53 LLC                                                                     | CERB 2025-4A C                                                                                                                                         | CUSIP: 15674YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $300293.28    | 0.01%             | 2038-01-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NTL 2025-NQM1                                                                                    | NLT 2025-NQM1 PT                                                                                                                                       | CUSIP: 629154AJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4841071 | PA      | $5113059.19   | 0.14%             | 2070-10-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Fort Benning Familyily Communitys Llc                                                            | BENFAM 6.09 01/15/51                                                                                                                                   | CUSIP: 346845AK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1115985 | PA      | $1016446.25   | 0.03%             | 2051-01-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                            | ARE 5.15 04/15/53                                                                                                                                      | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      600000 | PA      | $525778.11    | 0.01%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| HighTower                                                                                        | HighTower Term Loan B 275 2032-02-01                                                                                                                   | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      995613 | PA      | $998728.79    | 0.03%             | 2032-02-03      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                              | HNDLIN 6.375 08/15/33 144A                                                                                                                             | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      525000 | PA      | $532649.83    | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Vantage Data Centers Issuer                                                                      | VDC 2025-1A A2                                                                                                                                         | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1550000 | PA      | $1535984.75   | 0.04%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| UPX HIL 2025-1 ISSUER TRUST                                                                      | UPXHI 2025-1 A                                                                                                                                         | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      434029 | PA      | $437830.96    | 0.01%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| American National Group Inc.                                                                     | ANGINC V7 12/01/55                                                                                                                                     | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      350000 | PA      | $351860.95    | 0.01%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 52 LLC                                                                     | CERB 2025-3A B                                                                                                                                         | CUSIP: 15675MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $751298.85    | 0.02%             | 2037-10-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL GP STAKES 5.38%                                                                         | BLUE OWL GP STAKES 5.38%                                                                                                                               | CUSIP: 09499ADX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      750000 | PA      | $750000.00    | 0.02%             | 2032-10-30      | Fixed         | 5.38%                 | No            |                  3 | On Loan: No      |
| Global Atlantic Finance Co.                                                                      | GBLATL V7.25 03/01/56 144A                                                                                                                             | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      965000 | PA      | $971148.23    | 0.03%             | 2056-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 5.4 09/15/35                                                                                                                                      | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      575000 | PA      | $580444.28    | 0.02%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| VERUS SECURITIZATION TRUST 2025-7                                                                | VERUS 2025-7 A3                                                                                                                                        | CUSIP: 924931AG3<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-O            | CORP              | US        |      965638 | PA      | $971056.67    | 0.03%             | 2070-08-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.25 10/15/55                                                                                                                                      | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1032206.79   | 0.03%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FR REFUEL LLC TL                                                                                 | FR REFUEL LLC TL                                                                                                                                       | CUSIP: LX2670003<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76087 | PA      | $75801.62     | 0.00%             | 2028-11-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 6.2 09/15/55                                                                                                                                      | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499166.85    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM8                                                        | BRAVO 2025-NQM8 A3                                                                                                                                     | CUSIP: 10571JAE6<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-O            | CORP              | US        |      919307 | PA      | $924119.39    | 0.03%             | 2065-06-25      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                               | FFHCN 5.75 05/20/35                                                                                                                                    | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $416553.97    | 0.01%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 5.55 11/15/35                                                                                                                                      | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249118.43    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 5.75 11/30/45                                                                                                                                       | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      425000 | PA      | $423605.22    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STWD 2025-FL4 LLC                                                                                | STWD 2025-FL4 B                                                                                                                                        | CUSIP: 863922AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $450011.52    | 0.01%             | 2042-11-19      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Spire Inc                                                                                        | SR V6.25 06/01/56                                                                                                                                      | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249448.21    | 0.01%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2025-12                                                                 | AOMT 2025-12 A3                                                                                                                                        | CUSIP: 03466KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      694161 | PA      | $696320.04    | 0.02%             | 2070-12-25      | Variable      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PLACEHOLD CEAMER FINANCE                                                                         | PLACEHOLD CEAMER FINANCE                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      550000 | PA      | $550000.00    | 0.02%             | 2040-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Eurohome UK Mortgages 2007-1 PLC                                                                 | EHMU 2007-1 A                                                                                                                                          | CUSIP: G3224PAB7<br>LEI: 2138009XX8M6MTY8SG15 | Long             | ABS-O            | CORP              | GB        |      126613 | PA      | $170431.15    | 0.00%             | 2044-06-15      | Floating      | 3.99%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2020-1A                                                       | UAL 5.875 10/15/27 20-1                                                                                                                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      748128 | PA      | $767690.11    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 7-Eleven Inc.                                                                                    | SVELEV 1.3 02/10/28 144A                                                                                                                               | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |      725000 | PA      | $685027.56    | 0.02%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FN MA4087                                                                                                                                              | CUSIP: 31418DRH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       22485 | PA      | $22153.69     | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                                | BRKHEC 3.7 07/15/30                                                                                                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      450000 | PA      | $443014.16    | 0.01%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                                     | ORCL 2.875 03/25/31                                                                                                                                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1634902.59   | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2012-Lc5                                                   | WFCM 2019-C51 ASB                                                                                                                                      | CUSIP: 95001VAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      208782 | PA      | $205842.65    | 0.01%             | 2052-06-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                       | VMW 1.8 08/15/28                                                                                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      250000 | PA      | $236737.05    | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Company                                                                 | PCG 4.55 07/01/30                                                                                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1794456.23   | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                                  | SBATOW 2.328 01/15/28 144A                                                                                                                             | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2211409.41   | 0.06%             | 2028-01-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                                    | BSWHLD 1.777 11/15/30 2021                                                                                                                             | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      305000 | PA      | $274140.76    | 0.01%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA4756                                                                                                                                              | CUSIP: 3140QCJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      481206 | PA      | $436763.17    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd.                                                                | ADGLXY 2.94 09/30/40 REGS                                                                                                                              | CUSIP: G3R238AD5<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      814397 | PA      | $695747.61    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                                                          | STACR 2021-DNA5 M2                                                                                                                                     | CUSIP: 35564KHE2<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-O            | USGSE             | US        |       46876 | PA      | $47014.09     | 0.00%             | 2034-01-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Block Financial Llc                                                                              | HRB 3.875 08/15/30                                                                                                                                     | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1543235.47   | 0.04%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK8883                                                                                                                                              | CUSIP: 3140HN2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      101164 | PA      | $102470.90    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2015-2                                                             | MCMLT 2019-GS2 M1                                                                                                                                      | CUSIP: 59981TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      870000 | PA      | $816749.78    | 0.02%             | 2059-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Textron Inc.                                                                                     | TXT 2.45 03/15/31                                                                                                                                      | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1545340.12   | 0.04%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNA 2020-M33 X2                                                                                                                                        | CUSIP: 3136BBAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     6879457 | PA      | $348937.39    | 0.01%             | 2031-01-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Manhattan West 2020-1MW Mortgage Trust                                                           | OMW 2020-1MW A                                                                                                                                         | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1636462.42   | 0.05%             | 2039-09-10      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                                    | EQIX 1.55 03/15/28                                                                                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2088519.36   | 0.06%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy                                                                               | NACONV 0.944 07/01/26 A                                                                                                                                | CUSIP: 63902HAJ8<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24518.81     | 0.00%             | 2026-07-01      | Fixed         | 0.94%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                                              | MQGAU V3.052 03/03/36 144A                                                                                                                             | CUSIP: 556079AD3<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      225000 | PA      | $205330.93    | 0.01%             | 2036-03-03      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                                     | MAR 2.85 04/15/31 HH                                                                                                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $998443.36    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Verizon Communications Inc.                                                                      | VZ 2.55 03/21/31                                                                                                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1029272.94   | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                       | VMW 2.2 08/15/31                                                                                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      675000 | PA      | $600843.74    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Pacific Gas and Electric Company                                                                 | PCG 3.15 01/01/26                                                                                                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1300000.00   | 0.04%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                   | BNP V1.904 09/30/28 144A                                                                                                                               | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     1800000 | PA      | $1733550.85   | 0.05%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TR 20-1NYP                                                                    | ONYP 2020-1NYP A                                                                                                                                       | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1725000 | PA      | $1692277.44   | 0.05%             | 2036-01-15      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Nature Conservancy                                                                               | NACONV 1.304 07/01/28 A                                                                                                                                | CUSIP: 63902HAL3<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23059.08     | 0.00%             | 2028-07-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                                  | CI 2.375 03/15/31                                                                                                                                      | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1132937.82   | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                                  | REGN 1.75 09/15/30                                                                                                                                     | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1340204.18   | 0.04%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP V2.277 01/20/32 144A                                                                                                                            | CUSIP: 05583JAJ1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      375000 | PA      | $332871.04    | 0.01%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2017-Cx10 Commercial Mortgage Trust                                                        | CSAIL 2021-C20 A3                                                                                                                                      | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      800000 | PA      | $740920.08    | 0.02%             | 2054-03-15      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                                 | AN 1.95 08/01/28                                                                                                                                       | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      175000 | PA      | $165224.21    | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -1000000 | PA      | $-945075.53   | -0.03%            | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |    -2000000 | PA      | $-1822834.98  | -0.05%            | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                              | GPN 2.9 05/15/30                                                                                                                                       | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1486348.45   | 0.04%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                   | MS V1.794 02/13/32 MTN                                                                                                                                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      825000 | PA      | $726238.56    | 0.02%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                                      | VZ 1.75 01/20/31                                                                                                                                       | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      750000 | PA      | $660922.17    | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                                                                               | SANTAN 2.749 12/03/30                                                                                                                                  | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $182088.25    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                                    | UWM 2021-INV4 A3                                                                                                                                       | CUSIP: 918307AC3<br>LEI: 549300HW662MN1WU8550 | Long             | ABS-O            | CORP              | US        |     1673807 | PA      | $1404272.73   | 0.04%             | 2051-12-25      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                               | ABNANV V2.47 12/13/29 144A                                                                                                                             | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2386605.13   | 0.07%             | 2029-12-13      | Fixed         | 2.47%                 | Yes           |                  2 | On Loan: No      |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                          | NXPI 3.875 06/18/26                                                                                                                                    | CUSIP: 62954HAZ1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |     1500000 | PA      | $1498711.84   | 0.04%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                                    | F 6.95 03/06/26                                                                                                                                        | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2505757.88   | 0.07%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2017-2                                                                   | BCC 2017-2A BR3                                                                                                                                        | CUSIP: 05683HBA2<br>LEI: 549300Y1FQZLCX1NO508 | Long             | ABS-CBDO         | CORP              | KY        |     1925000 | PA      | $1931592.74   | 0.05%             | 2037-07-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| HALSEYPOINT CLO II LTD 2020-02                                                                   | HLSY 2020-2A BR                                                                                                                                        | CUSIP: 40638TAN2<br>LEI: 549300PIQILNPH8UJT31 | Long             | ABS-CBDO         | CORP              | KY        |     1100000 | PA      | $1103766.29   | 0.03%             | 2037-07-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2024-VIS                                                              | JPMMT 2024-VIS2 A1                                                                                                                                     | CUSIP: 46658DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1254726 | PA      | $1270271.38   | 0.04%             | 2064-11-25      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                                                          | BG 4.65 09/17/34                                                                                                                                       | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      828000 | PA      | $814242.87    | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Solventum Corp.                                                                                  | SOLV 5.6 03/23/34                                                                                                                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      715000 | PA      | $745774.19    | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO 2025-1                                                                      | SDART 2025-1 A2                                                                                                                                        | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86534 | PA      | $86553.10     | 0.00%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                                | S 0 11/15/29                                                                                                                                           | CUSIP: 912833XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7660800 | PA      | $6644538.53   | 0.19%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                                             | FRT 3.5 06/01/30                                                                                                                                       | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1839703.15   | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prosus NV                                                                                        | PRXNA 3.832 02/08/51 144A                                                                                                                              | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $133862.62    | 0.00%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| UWM MTG TR 2021-INV3                                                                             | UWM 2021-INV3 A9                                                                                                                                       | CUSIP: 90355RAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1740641 | PA      | $1629397.91   | 0.05%             | 2051-11-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                            | ROMANI 3 02/27/27 144A                                                                                                                                 | CUSIP: 77586RAK6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2200000 | PA      | $2167452.30   | 0.06%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust 2017 485L                                                     | GSMBS 2022-GR2 A2                                                                                                                                      | CUSIP: 36267BAB3<br>LEI: 5493001UQE7OCP3UT106 | Long             | ABS-O            | CORP              | US        |     2041030 | PA      | $1788772.94   | 0.05%             | 2052-08-26      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.15 04/15/32 144A                                                                                                                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1961832.21   | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V7.385 11/02/28                                                                                                                                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1057398.06   | 0.03%             | 2028-11-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                           | OCPMR 6.75 05/02/34 144A                                                                                                                               | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |      880000 | PA      | $950238.44    | 0.03%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                               | IR 5.314 06/15/31                                                                                                                                      | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      408000 | PA      | $427696.41    | 0.01%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                              | CMCSA 5.3 06/01/34                                                                                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1307000 | PA      | $1350244.47   | 0.04%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| J P MG CH CM MT SC T 2024-OMNI                                                                   | JPMCC 2024-OMNI A                                                                                                                                      | CUSIP: 46593JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1377310.30   | 0.04%             | 2039-10-05      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ROCK TR 2024-CNTR                                                                                | ROCC 2024-CNTR A                                                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2650000 | PA      | $2726516.37   | 0.08%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO 2025-1                                                                      | SDART 2025-1 A3                                                                                                                                        | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1675000 | PA      | $1678941.44   | 0.05%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                                   | C V6.02 01/24/36                                                                                                                                       | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1645000 | PA      | $1726811.99   | 0.05%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                            | HTHROW 6.45 12/10/31 REGS                                                                                                                              | CUSIP: G4R1K3AD7<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | ABS-O            | CORP              | JE        |      300000 | PA      | $435271.58    | 0.01%             | 2031-12-10      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                              | NEE 2.25 06/01/30                                                                                                                                      | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1749717.34   | 0.05%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4989 FB                                                                                                                                            | CUSIP: 3137FUKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      272039 | PA      | $267523.94    | 0.01%             | 2040-10-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                                     | AVOL 2.125 02/21/26 144A                                                                                                                               | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1001000 | PA      | $997763.56    | 0.03%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                                      | MIZUHO V3.261 05/22/30                                                                                                                                 | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     2100000 | PA      | $2035323.91   | 0.06%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                                      | SRE 2.95 04/15/27                                                                                                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2078627.51   | 0.06%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MOSAIC SOLAR LOAN TRUST 2022-1                                                                   | MSAIC 2022-1A A                                                                                                                                        | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1329892 | PA      | $1159530.41   | 0.03%             | 2053-01-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                                     | T 4.75 11/15/43                                                                                                                                        | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5960000 | PA      | $5983979.70   | 0.17%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                                     | CAS 2024-R04 1M2                                                                                                                                       | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      550000 | PA      | $552445.14    | 0.02%             | 2044-05-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                            | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1301871.04   | 0.04%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2024-R05 2M1                                                                                                                                       | CUSIP: 20754XAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      151863 | PA      | $151788.41    | 0.00%             | 2044-07-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FS8303                                                                                                                                              | CUSIP: 3140XQGM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2647515 | PA      | $2760335.98   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 3.625 09/01/28                                                                                                                                     | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      395000 | PA      | $392424.40    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp.                                                                          | BG 4.2 09/17/29                                                                                                                                        | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      828000 | PA      | $830343.07    | 0.02%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LEX 2024-BBG MORTGAGE TRUST                                                                      | LEX 2024-BBG A                                                                                                                                         | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1611165.28   | 0.04%             | 2033-10-13      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BFLD COML MTG TR 2024-UNIV                                                                       | BFLD 2024-UNIV A                                                                                                                                       | CUSIP: 08861RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2003841.00   | 0.06%             | 2029-11-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V4.194 04/01/31 144A                                                                                                                               | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     2400000 | PA      | $2380394.12   | 0.07%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4989 FA                                                                                                                                            | CUSIP: 3137FUKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |      327925 | PA      | $322654.17    | 0.01%             | 2040-08-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                                   | MEX 3.771 05/24/61                                                                                                                                     | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2232000 | PA      | $1382166.00   | 0.04%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 2.722 02/15/30                                                                                                                                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      750000 | PA      | $707572.20    | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JP MRGN CHS C MTG SEC 2021-410                                                                   | JPMCC 2021-410T A                                                                                                                                      | CUSIP: 46652WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1900000 | PA      | $1789524.41   | 0.05%             | 2042-03-05      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| NYO COML MTG TR 2021-1290                                                                        | NYO 2021-1290 A                                                                                                                                        | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2300000 | PA      | $2298281.10   | 0.06%             | 2038-11-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Goodleap Sustainable Home Solutions Trust 2021-3                                                 | GOOD 2022-2CS A                                                                                                                                        | CUSIP: 38237KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1515544 | PA      | $1354552.36   | 0.04%             | 2049-04-20      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CGI Inc                                                                                          | GIBACN 1.45 09/14/26                                                                                                                                   | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     2300000 | PA      | $2260463.55   | 0.06%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Regatta XI funding LTD                                                                           | REG11 2018-1A AR                                                                                                                                       | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $250939.00    | 0.01%             | 2037-07-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KIND COMMERCIAL MORTGAGE TRUST 2024                                                              | KIND 2024-1 A                                                                                                                                          | CUSIP: 494925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1002158.10   | 0.03%             | 2029-08-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD7571                                                                                                                                              | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     6440259 | PA      | $6817871.50   | 0.19%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                                    | STACR 2024-DNA3 A1                                                                                                                                     | CUSIP: 35564NEY5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      378750 | PA      | $379290.51    | 0.01%             | 2044-10-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                                   | ECOPET 7.75 02/01/32                                                                                                                                   | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      120000 | PA      | $123657.60    | 0.00%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ROCK TR 2024-CNTR                                                                                | ROCC 2024-CNTR C                                                                                                                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1093987.70   | 0.03%             | 2041-11-13      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                                                                  | SOLV 5.4 03/01/29                                                                                                                                      | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |      303000 | PA      | $314080.89    | 0.01%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Mexico (United Mexican States)                                                                   | MEX 4.75 04/27/32                                                                                                                                      | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2300000 | PA      | $2244512.50   | 0.06%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                                  | SBUX 2.55 11/15/30                                                                                                                                     | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1759048.40   | 0.05%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| Stifel Financial Corporation                                                                     | SF 4 05/15/30                                                                                                                                          | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1863797.15   | 0.05%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                    | ICE 3 06/15/50                                                                                                                                         | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $988413.75    | 0.03%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amdocs Limited                                                                                   | DOX 2.538 06/15/30                                                                                                                                     | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     1600000 | PA      | $1471846.40   | 0.04%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UWM MTG TR 2021-INV3                                                                             | UWM 2021-INV3 A3                                                                                                                                       | CUSIP: 90355RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2421762 | PA      | $2033294.68   | 0.06%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Enel Finance America LLC                                                                         | ENELIM 2.875 07/12/41 144A                                                                                                                             | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1668996.00   | 0.05%             | 2041-07-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                               | RPRX 5.4 09/02/34                                                                                                                                      | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1072000 | PA      | $1100800.78   | 0.03%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| COMM 2024-277P MORTGAGE TRUST                                                                    | COMM 2024-277P A                                                                                                                                       | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2125000 | PA      | $2241749.52   | 0.06%             | 2044-08-10      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.858 05/01/54                                                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1292434.69   | 0.04%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                                       | OKE 6.35 01/15/31                                                                                                                                      | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1720558.40   | 0.05%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                                 | DUK 2.45 06/01/30                                                                                                                                      | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1672827.71   | 0.05%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Arbor Multifamily Mortgage Securities Trust 2021-MF2                                             | AMMST 2020-MF1 A5                                                                                                                                      | CUSIP: 03881BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1300000 | PA      | $1223621.82   | 0.03%             | 2053-05-15      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                       | CARR 2.7 02/15/31                                                                                                                                      | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $998256.02    | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| READY CAP MTG FIN LLC 2021-FL7                                                                   | RCMT 2021-FL7 A                                                                                                                                        | CUSIP: 75575WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      251319 | PA      | $251424.49    | 0.01%             | 2036-11-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                                         | DUK 3.4 04/01/32                                                                                                                                       | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2181313.03   | 0.06%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| J.P. Morgan Chase Commercial Mortgage Securities Trust                                           | JPMCC 2022-NLP B                                                                                                                                       | CUSIP: 466317AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1103648 | PA      | $1085715.43   | 0.03%             | 2037-04-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | CAS 2024-R03 2B1                                                                                                                                       | CUSIP: 207941AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1375000 | PA      | $1424904.53   | 0.04%             | 2044-03-25      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                           | WM 4.95 07/03/31                                                                                                                                       | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      888000 | PA      | $921265.48    | 0.03%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR10                                                                                 | BANK5 2024-5YR10 AS                                                                                                                                    | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $514673.85    | 0.01%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc.                                                                      | SANUSA 3.244 10/05/26                                                                                                                                  | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1093508.61   | 0.03%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                     | BBCMS 2020-C6 ASB                                                                                                                                      | CUSIP: 05492TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1481189 | PA      | $1441051.45   | 0.04%             | 2053-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BAMLL Commercial Mortgage Securities Trust 2016-Ashf                                             | BAMLL 2020-BOC A                                                                                                                                       | CUSIP: 05551JAA8<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |      600000 | PA      | $531750.63    | 0.01%             | 2032-01-15      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Alaska Airlines Pass Through Trust 2020-1A                                                       | ALK 4.8 08/15/27 144A                                                                                                                                  | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-O            | CORP              | US        |     1033700 | PA      | $1040501.95   | 0.03%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN FM3619                                                                                                                                              | CUSIP: 3140X7AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4131 | PA      | $4107.14      | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHLMC 0.8 10/28/26                                                                                                                                     | CUSIP: 3134GW6C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |     7200000 | PA      | $7034938.81   | 0.20%             | 2026-10-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 3.23 07/28/21                                                                                                                                     | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       50000 | PA      | $27420.00     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-Bilt                                                                               | BX 2021-21M A                                                                                                                                          | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      684291 | PA      | $684002.65    | 0.02%             | 2036-10-15      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST                                                                               | UWM 2021-INV2 A9                                                                                                                                       | CUSIP: 90354TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1711902 | PA      | $1593132.46   | 0.04%             | 2051-09-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2021-14                                                                 | JPMMT 2021-14 A11                                                                                                                                      | CUSIP: 46653QBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1678299 | PA      | $1568804.34   | 0.04%             | 2052-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| J.P.MORGAN MTG TR 2022-INV1                                                                      | JPMMT 2022-INV1 A3                                                                                                                                     | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1716045 | PA      | $1509264.67   | 0.04%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank 2017-Bnk4                                                                                   | BANK 2022-BNK40 A4                                                                                                                                     | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $1968914.33   | 0.05%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MTG TR 2022-LTV2                                                                       | JPMMT 2022-LTV2 A3                                                                                                                                     | CUSIP: 46655LAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1610978 | PA      | $1482612.68   | 0.04%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Allegion US Holding Company Inc                                                                  | ALLE 5.6 05/29/34                                                                                                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      602000 | PA      | $631558.61    | 0.02%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Adventist Health Systems (West)                                                                  | ADVENT 5.757 12/01/34                                                                                                                                  | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      450000 | PA      | $465983.73    | 0.01%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: —       |
| RR 29 LTD                                                                                        | RRAM 2024-29RA A1R                                                                                                                                     | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1600000 | PA      | $1607168.16   | 0.04%             | 2039-07-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                                               | SANTAN 5.565 01/17/30                                                                                                                                  | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2600000 | PA      | $2711375.58   | 0.08%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V2.522 04/22/31                                                                                                                                    | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3357357.43   | 0.09%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                                         | ITC 2.95 05/14/30 144A                                                                                                                                 | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1797258.74   | 0.05%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAP TR 2020-CNP                                                                   | MSC 2020-CNP A                                                                                                                                         | CUSIP: 61770YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1421693.92   | 0.04%             | 2042-04-05      | Variable      | 2.51%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 3.5 03/15/27                                                                                                                                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      550000 | PA      | $547693.99    | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                               | PERU 2.78 12/01/60                                                                                                                                     | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       10000 | PA      | $5451.00      | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA1411                                                                                                                                              | CUSIP: 3133KGR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1379659 | PA      | $1256318.76   | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Five LLC                                                                      | GMGAU 4.625 05/04/32 144A                                                                                                                              | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1979047.48   | 0.06%             | 2032-05-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Equifax Inc.                                                                                     | EFX 5.1 12/15/27                                                                                                                                       | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1835778.46   | 0.05%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                                       | COKE 5.45 06/01/34                                                                                                                                     | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |      545000 | PA      | $572159.04    | 0.02%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                         | H 5.5 06/30/34                                                                                                                                         | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $1517156.16   | 0.04%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                  | WFCM 2024-1CHI B                                                                                                                                       | CUSIP: 95003PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1075000 | PA      | $1084786.59   | 0.03%             | 2035-07-15      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI                                                  | WFCM 2024-1CHI A                                                                                                                                       | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1750000 | PA      | $1766053.28   | 0.05%             | 2035-07-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO 2019-1 Ltd.                                                                             | VOYA 2019-1A A1RR                                                                                                                                      | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | US        |      925000 | PA      | $928932.18    | 0.03%             | 2037-10-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                                              | BPR 2024-PMDW A                                                                                                                                        | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1229770.80   | 0.03%             | 2029-11-05      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co.                                                                                       | BA 6.528 05/01/34                                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1086000 | PA      | $1204434.38   | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Washington Mutual Mortgage Securities Corp.                                                      | WAMU 2005-AR1 A1B                                                                                                                                      | CUSIP: 939336X57<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      352586 | PA      | $342615.37    | 0.01%             | 2045-01-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FG A12413                                                                                                                                              | CUSIP: 31296LVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        1186 | PA      | $1207.13      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                                               | MET 3.45 12/18/26 144a                                                                                                                                 | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1993579.00   | 0.06%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V3.705 04/24/28                                                                                                                                    | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1992024.04   | 0.06%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co.                                                           | NWMLIC 3.85 09/30/47 144A                                                                                                                              | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      250000 | PA      | $195171.64    | 0.01%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                             | JPM V3.509 01/23/29                                                                                                                                    | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1115229.56   | 0.03%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                     | BBCMS 2018-TALL A                                                                                                                                      | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1425000 | PA      | $1351269.65   | 0.04%             | 2037-03-15      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5332                                                                                                                                              | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       80664 | PA      | $81868.41     | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                            | BAC V4.271 07/23/29 MTN                                                                                                                                | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $603080.78    | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA1368                                                                                                                                              | CUSIP: 3140Q8QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      378535 | PA      | $366538.13    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS9986                                                                                                                                              | CUSIP: 3138WLCY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147565 | PA      | $146821.85    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                                  | SBUX 4 11/15/28                                                                                                                                        | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      550000 | PA      | $549761.20    | 0.02%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0541                                                                                                                                              | CUSIP: 3140Q7S73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7574152 | PA      | $7083032.03   | 0.20%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD8129                                                                                                                                              | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      802687 | PA      | $687760.32    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR SD7540                                                                                                                                              | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3002783 | PA      | $2599063.68   | 0.07%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                            | TRGP 4.2 02/01/33                                                                                                                                      | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      380000 | PA      | $364560.61    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pheaa Student Loan Trust 2016-2                                                                  | PHEAA 2016-2A A                                                                                                                                        | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      132904 | PA      | $132909.59    | 0.00%             | 2065-11-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FNR 2013-17 TI                                                                                                                                         | CUSIP: 3136ACHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       71333 | PA      | $1467.08      | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 5.4 10/01/47                                                                                                                                        | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45121.59     | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                                             | DOC 3.95 01/15/28                                                                                                                                      | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2389714.79   | 0.07%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OBX 2018-1 Trust                                                                                 | OBX 2018-1 A2                                                                                                                                          | CUSIP: 67112FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      444565 | PA      | $436310.49    | 0.01%             | 2057-06-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                                     | BACR V4.972 05/16/29                                                                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1525855.16   | 0.04%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN CA1008                                                                                                                                              | CUSIP: 3140Q8DN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      141258 | PA      | $137050.83    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS9928                                                                                                                                              | CUSIP: 3138WLA60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      159943 | PA      | $159136.77    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BJ7021                                                                                                                                              | CUSIP: 3140H8YT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2020857 | PA      | $1888528.58   | 0.05%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                           | GM 5.95 04/01/49                                                                                                                                       | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      239000 | PA      | $233070.12    | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                                      | FISV 4.2 10/01/28                                                                                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      425000 | PA      | $424214.54    | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Invitation Homes Operating Partnership Lp                                                        | INVH 2.3 11/15/28                                                                                                                                      | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      425000 | PA      | $404448.56    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CP I TR 2022-L8                                                                   | MSC 2022-L8 A5                                                                                                                                         | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1475000 | PA      | $1391675.92   | 0.04%             | 2055-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                     | AVGO 4.15 04/15/32 144A                                                                                                                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      470000 | PA      | $461030.57    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FR RA5276                                                                                                                                              | CUSIP: 3133KL2H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3716041 | PA      | $3194607.95   | 0.09%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 545010                                                                                                                                              | CUSIP: 31385HN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3508 | PA      | $3466.27      | 0.00%             | 2036-05-01      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 2.875 10/07/28 AA                                                                                                                                  | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      481771 | PA      | $465171.66    | 0.01%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                                | EXPE 3.8 02/15/28                                                                                                                                      | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      350000 | PA      | $348466.54    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                             | PANAMA 4.5 04/16/50                                                                                                                                    | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      250000 | PA      | $193712.50    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                                        | CRHID 3.95 04/04/28 144A                                                                                                                               | CUSIP: 12636YAC6<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499074.83    | 0.01%             | 2028-04-04      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| CSMC Trust 2010-16                                                                               | CSMC 2010-16 B9                                                                                                                                        | CUSIP: 12644WAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1579678 | PA      | $1364682.53   | 0.04%             | 2050-06-25      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Investment Loan Trust 2006-Bnc3                                                 | SAIL 2005-1 M3                                                                                                                                         | CUSIP: 86358EQK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      694691 | PA      | $693212.81    | 0.02%             | 2035-02-25      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FG Q57853                                                                                                                                              | CUSIP: 3132Y1WP9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      409808 | PA      | $408518.63    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                        | RTX 4.125 11/16/28                                                                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      600000 | PA      | $602752.61    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                          | BPCEGP 4.625 09/12/28 144A                                                                                                                             | CUSIP: 05583JAE2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      375000 | PA      | $378591.60    | 0.01%             | 2028-09-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 559822                                                                                                                                              | CUSIP: 31386C4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        8710 | PA      | $8770.05      | 0.00%             | 2040-10-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                                 | FHR 4638 FA                                                                                                                                            | CUSIP: 3137BTH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       78522 | PA      | $77766.51     | 0.00%             | 2040-07-15      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                   | WES 5.3 03/01/48                                                                                                                                       | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       45000 | PA      | $38987.31     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BK7483                                                                                                                                              | CUSIP: 3140HMJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      252774 | PA      | $244709.70    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA0694                                                                                                                                              | CUSIP: 3140Q7XY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9946932 | PA      | $9310947.98   | 0.26%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banc Of America Mortgage Securities Inc.                                                         | BOAMS 2004-F 1A1                                                                                                                                       | CUSIP: 05949AHR4<br>LEI: 549300IE5TDZLY0T0V30 | Long             | ABS-O            | CORP              | US        |       11389 | PA      | $10991.05     | 0.00%             | 2034-07-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Indymac Arm Trust                                                                                | INARM 2001-H2 A1                                                                                                                                       | CUSIP: 45660UAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        2059 | PA      | $2015.76      | 0.00%             | 2032-01-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                                          | FN AB9174                                                                                                                                              | CUSIP: 31417GFQ4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |       29395 | PA      | $27247.93     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS F 10/28/27 GMTN                                                                                                                                     | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1822776.44   | 0.05%             | 2027-10-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AS8381                                                                                                                                              | CUSIP: 3138WJJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      127415 | PA      | $127035.24    | 0.00%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                       | VMW 3.9 08/21/27                                                                                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      500000 | PA      | $500501.77    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                     | UBS V3.869 01/12/29 144A                                                                                                                               | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      425000 | PA      | $422853.59    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| AIA Group Ltd, Hong Kong                                                                         | AIA 3.9 04/06/28 144A                                                                                                                                  | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |      200000 | PA      | $200317.81    | 0.01%             | 2028-04-06      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BH9288                                                                                                                                              | CUSIP: 3140GYKA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      114522 | PA      | $111111.13    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 4.95 05/15/28                                                                                                                                       | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      900000 | PA      | $915705.75    | 0.03%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                | HSBC V4.583 06/19/29                                                                                                                                   | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1700000 | PA      | $1716821.14   | 0.05%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5400                                                                                                                                              | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       94564 | PA      | $96245.63     | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)              | AER 3 10/29/28                                                                                                                                         | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      950000 | PA      | $921595.01    | 0.03%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arini European Clo VII Designated Activity Co.                                                   | ARINI 7A B                                                                                                                                             | CUSIP: BCC3PFC26<br>LEI: 635400HLOZDFMPWGCW53 | Long             | ABS-O            | CORP              | IE        |     1700000 | PA      | $1997278.82   | 0.06%             | 2039-01-15      | Floating      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Greenpoint Mortgage Funding Trust 2005 Ar4                                                       | GPMF 2006-OH1 A1                                                                                                                                       | CUSIP: 39539GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      216283 | PA      | $202649.73    | 0.01%             | 2037-01-25      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN 557073                                                                                                                                              | CUSIP: 31385Y2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4645 | PA      | $4673.42      | 0.00%             | 2040-06-01      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Alba 2007-1 PLC                                                                                  | ALBA 2007-1 A3                                                                                                                                         | CUSIP: G021A3AA9<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-O            | CORP              | GB        |      266574 | PA      | $353593.22    | 0.01%             | 2039-03-17      | Floating      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                         | JPMMT 2005-A1 6T1                                                                                                                                      | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        6598 | PA      | $6435.26      | 0.00%             | 2035-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Mansard Mortgages 2007-1 Plc                                                                     | MANSD 2007-1X A2                                                                                                                                       | CUSIP: G5807QAC3<br>LEI: 213800JK7REF83LDFT15 | Long             | ABS-O            | CORP              | GB        |      219777 | PA      | $294766.64    | 0.01%             | 2047-04-15      | Floating      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Thornburg Mortgage Securities Trust 2006-5                                                       | TMST 2003-4 A1                                                                                                                                         | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        1535 | PA      | $1535.19      | 0.00%             | 2043-09-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Ameriquest Mortgage Securities Inc Asset Backed Pass-Through Certificates Series 2005-R7         | AMSI 2005-R10 M3                                                                                                                                       | CUSIP: 03072SS89<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      158824 | PA      | $159141.06    | 0.00%             | 2036-01-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2015-H15 FC                                                                                                                                        | CUSIP: 38376RDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      358966 | PA      | $359296.83    | 0.01%             | 2065-06-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Cwabs Asset Backed Certificates Series 2002-4                                                    | CWL 2004-1 M1                                                                                                                                          | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       49433 | PA      | $51111.27     | 0.00%             | 2034-03-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                         | LLOYDS 4.375 03/22/28                                                                                                                                  | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2200000 | PA      | $2214728.54   | 0.06%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Qatar (State of)                                                                                 | QATAR 5.103 04/23/48 REGS                                                                                                                              | CUSIP: M8489SAG2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     1000000 | PA      | $989504.16    | 0.03%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                                       | LNT 4.25 06/15/28 144A                                                                                                                                 | CUSIP: 01882YAB2<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74699.82     | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5467                                                                                                                                              | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      633923 | PA      | $629876.68    | 0.02%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AI8842                                                                                                                                              | CUSIP: 3138ANZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13217 | PA      | $13319.42     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                                 | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |         310 | NS      | $309.61       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                                     | UBS 4.282 01/09/28 144A                                                                                                                                | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1550000 | PA      | $1552764.07   | 0.04%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                                        | CRHID 3.4 05/09/27 144A                                                                                                                                | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2084805.79   | 0.06%             | 2027-05-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                                     | BBCMS 2018-TALL B                                                                                                                                      | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      525000 | PA      | $474370.00    | 0.01%             | 2037-03-15      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5193                                                                                                                                              | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      370067 | PA      | $367066.81    | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BE7197                                                                                                                                              | CUSIP: 3140FS7K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      207385 | PA      | $206924.59    | 0.01%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                               | ET 6 06/15/48                                                                                                                                          | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48699.97     | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA2031                                                                                                                                              | CUSIP: 3140Q9HH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210386 | PA      | $204119.24    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Bank plc                                                                                  | LLOYDS 0 04/02/32 EMTN                                                                                                                                 | CUSIP: G5577Y4Z0<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1502116.00   | 0.04%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                         | HCA 5.375 09/01/26                                                                                                                                     | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1603567.27   | 0.04%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                           | ROP 4.2 09/15/28                                                                                                                                       | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      575000 | PA      | $576972.55    | 0.02%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM7 TRUST                                                                             | CSMC 2021-NQM7 A1                                                                                                                                      | CUSIP: 12662QAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3465983 | PA      | $3113950.70   | 0.09%             | 2066-10-25      | Variable      | 1.76%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Banks                                                                        | FFCB 3.08 03/30/37                                                                                                                                     | CUSIP: 3133ENTJ9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     1770000 | PA      | $1560310.32   | 0.04%             | 2037-03-30      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN CA6988                                                                                                                                              | CUSIP: 3140QEXS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2183997 | PA      | $1895405.18   | 0.05%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2007-30 FH                                                                                                                                         | CUSIP: 38375J3R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       32946 | PA      | $32542.23     | 0.00%             | 2037-05-20      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN AT4000                                                                                                                                              | CUSIP: 3138WRNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7597 | PA      | $7040.45      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                           | UAL 3.1 10/07/28 A                                                                                                                                     | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      481771 | PA      | $461132.28    | 0.01%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | GNR 2017-H15 FE                                                                                                                                        | CUSIP: 38376R6F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      481611 | PA      | $488178.49    | 0.01%             | 2067-07-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                           | SRE 3.4 02/01/28                                                                                                                                       | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295643.22    | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                          | MPLX 4.5 04/15/38                                                                                                                                      | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      125000 | PA      | $114374.62    | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                        | GS V4.223 05/01/29                                                                                                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3210194.54   | 0.09%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                            | FN BH3407                                                                                                                                              | CUSIP: 3140GRYD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      179290 | PA      | $177492.45    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                         | G2 MA5399                                                                                                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      916789 | PA      | $911337.57    | 0.03%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                            | FN BH5739                                                                                                                                              | CUSIP: 3140GULV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       80862 | PA      | $80454.68     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                          | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3261000 | NC      | $10275.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                          | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14976085 | NC      | $-111064.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1959000 | NC      | $28600.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2796000 | NC      | $7229.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4570000 | NC      | $30746.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4500668 | NC      | $31892.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                          | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6527000 | NC      | $45457.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                          | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10039339 | NC      | $72286.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -671693 | NC      | $7993.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -511473 | NC      | $5576.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -409966 | NC      | $3587.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -420964 | NC      | $3355.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                          | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -411349 | NC      | $625.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120077 | NC      | $-88.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1660410 | NC      | $13178.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -33177946 | NC      | $10802.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -208940 | NC      | $-1448.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2607781 | NC      | $-18082.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1591384 | NC      | $11997.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                          | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5233000 | NC      | $7648.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -499036 | NC      | $15423.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1003548 | NC      | $31016.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                          | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4699973 | NC      | $30335.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -18041 | NC      | $25.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                          | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10843 | NC      | $18.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ILS                                                                          | CURRENCY CONTRACT - ILS                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -663700 | NC      | $1187.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -724661 | NC      | $-8102.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -460575 | NC      | $-5052.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -658706 | NC      | $-7949.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -269792 | NC      | $-3098.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -897426 | NC      | $-10417.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -915148 | NC      | $-11663.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -887514 | NC      | $-10455.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -661601 | NC      | $-7911.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -961509 | NC      | $-12841.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -98536 | NC      | $178.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1120994 | NC      | $2413.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -105925 | NC      | $474.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -158181 | NC      | $1181.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150000 | NC      | $330.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150000 | NC      | $72.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $-21.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                          | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12153 | NC      | $-6.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -548076 | NC      | $10603.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -897437 | NC      | $17723.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                          | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -368034 | NC      | $-2248.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2270057 | NC      | $64307.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -646142 | NC      | $15557.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -951471 | NC      | $20438.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -54 | NC      | $1.75         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -212972 | NC      | $5354.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -211093 | NC      | $5230.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -375727 | NC      | $9059.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -803765 | NC      | $16508.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -213161 | NC      | $3280.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -511269 | NC      | $5788.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -145715 | NC      | $1763.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -147233 | NC      | $2021.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -251824 | NC      | $3818.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -93208 | NC      | $1206.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -232890 | NC      | $2832.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -306021 | NC      | $3979.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -238180 | NC      | $3378.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                          | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -917830 | NC      | $18384.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                          | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9249342 | NC      | $-800.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                          | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3957265 | NC      | $-43109.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -262120 | NC      | $5386.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -267287 | NC      | $6265.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -444338 | NC      | $11321.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -638922 | NC      | $18202.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -606200 | NC      | $12455.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -250161 | NC      | $5270.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -186235 | NC      | $3158.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -886316 | NC      | $15566.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -180400 | NC      | $2462.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1172530 | NC      | $17129.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -214838 | NC      | $4356.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -139963 | NC      | $2529.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -468430 | NC      | $1251.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -470819 | NC      | $-114.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                          | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99912 | NC      | $76.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                          | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -33188000 | NC      | $7176.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                          | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -167 | NC      | $4.58         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                          | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -123900 | NC      | $1487.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                          | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |         -42 | NC      | $0.53         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -158551 | NC      | $6195.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51227 | NC      | $1995.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -72239 | NC      | $2036.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75282 | NC      | $1927.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                          | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -237406 | NC      | $5635.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -380000 | NC      | $-3365.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1076091 | NC      | $-8012.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -602655 | NC      | $-4320.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -530000 | NC      | $177.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -270000 | NC      | $158.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -106425 | NC      | $412.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79819 | NC      | $321.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69039 | NC      | $230.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -481698 | NC      | $1747.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -73019 | NC      | $269.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -410000 | NC      | $-54.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -400000 | NC      | $-1265.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -31030 | NC      | $-154.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -7241 | NC      | $-35.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20687 | NC      | $-101.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20687 | NC      | $-100.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                          | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30631 | NC      | $-124.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -102000 | NC      | $-710.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4904000 | NC      | $7167.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7900000 | NC      | $-25431.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4900000 | NC      | $-18840.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4900000 | NC      | $-27595.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -19500000 | NC      | $-98524.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -19500000 | NC      | $-109587.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14400000 | NC      | $-51321.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7100000 | NC      | $-6272.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -24900000 | NC      | $30768.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -41600000 | NC      | $62033.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5800000 | NC      | $5259.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -52191497 | NC      | $61720.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -156413167 | NC      | $199527.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3857931 | NC      | $4751.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1930367 | NC      | $2331.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3963277 | NC      | $4388.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1926092 | NC      | $2148.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5527994 | NC      | $6627.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2281708 | NC      | $2656.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3963984 | NC      | $3928.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3954807 | NC      | $4034.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3647812 | NC      | $3615.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1796625 | NC      | $1709.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2833722 | NC      | $2399.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -468492 | NC      | $-426.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -207713 | NC      | $-178.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2905204 | NC      | $-9049.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -195792 | NC      | $-313.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1923230 | NC      | $-13837.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1178062 | NC      | $-5289.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -495541953 | NC      | $-5355.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -112880692 | NC      | $-1145.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -814466292 | NC      | $-7022.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -27406504 | NC      | $3817.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -173220571 | NC      | $-704.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3895831 | NC      | $-3525.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1559568 | NC      | $-6891.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -983993 | NC      | $-7439.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2349232 | NC      | $-14476.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1468304 | NC      | $-9971.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14612112 | NC      | $-42084.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14313543 | NC      | $-39694.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -33007044 | NC      | $-611670.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -232088267 | NC      | $9047.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9428748 | NC      | $-75641.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116379 | NC      | $-1993.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8199451 | NC      | $-20844.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -85585 | NC      | $156.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -147180110 | NC      | $4099.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1471438 | NC      | $-11596.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2667972 | NC      | $-46396.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1209218 | NC      | $-6129.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1082722 | NC      | $-9626.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -11948036 | NC      | $-183558.23   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7534347 | NC      | $-17090.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -154310965 | NC      | $3285.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1783434 | NC      | $-2137.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1081667 | NC      | $-9043.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1207320 | NC      | $-5543.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -295000 | NC      | $-4414.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -40850686 | NC      | $1333.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -137478 | NC      | $-2375.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136431 | NC      | $-2577.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -216000 | NC      | $-3368.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7631937 | NC      | $230.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -13975 | NC      | $-164.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2765311 | NC      | $-38499.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1417562 | NC      | $-2587.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2940000 | NC      | $-4145.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1635000 | NC      | $-4015.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -12896117 | NC      | $-25769.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8113027 | NC      | $-195.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2820183 | NC      | $269.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -508000 | NC      | $-1691.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -486000 | NC      | $972.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -584000 | NC      | $-8379.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -650716 | NC      | $268.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9031272 | NC      | $-14809.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -707285 | NC      | $241.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8975825 | NC      | $-14552.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -21637607 | NC      | $-460.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9375986 | NC      | $-15176.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -723000 | NC      | $-2761.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -432000 | NC      | $1321.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1001199 | NC      | $-3149.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -475000 | NC      | $-1274.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9363744 | NC      | $-13986.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -42100000 | NC      | $1679.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4500314 | NC      | $-6394.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1827586 | NC      | $-294.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -913030 | NC      | $-138.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -96000 | NC      | $-704.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -622000 | NC      | $1157.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -56200000 | NC      | $3047.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2722083 | NC      | $-227.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1738630 | NC      | $-6031.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -471881 | NC      | $-1709.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -789500 | NC      | $-2464.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -623000 | NC      | $677.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -95000 | NC      | $-341.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -66900000 | NC      | $2759.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -483658 | NC      | $-1084.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4034383 | NC      | $-2084.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2116931 | NC      | $-1096.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -528092245 | NC      | $1575.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -127000 | NC      | $683.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -272000 | NC      | $1197.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -865409 | NC      | $457.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -466000 | NC      | $2365.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5253576 | NC      | $-433.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5056929 | NC      | $-40492.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -19683815 | NC      | $-223921.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1771120 | NC      | $3635.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14991838 | NC      | $-98501.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -13202400 | NC      | $-3389.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4915463 | NC      | $-16527.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5925559 | NC      | $-78304.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -229288 | NC      | $-463.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5615725 | NC      | $21293.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3345817 | NC      | $-33282.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4498018 | NC      | $-27010.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -19839341 | NC      | $-4396.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3656443 | NC      | $-17421.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2251583 | NC      | $-3202.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1369071 | NC      | $-3642.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2372560 | NC      | $-6673.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -15425694 | NC      | $-9357.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -30236143 | NC      | $-26627.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                          | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2224233 | NC      | $-2409.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99918 | NC      | $2484.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -250320 | NC      | $2930.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -239510 | NC      | $3252.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -241147 | NC      | $2077.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                          | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -270024 | NC      | $1273.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                                                                               | FUT. 3MO EURO E ICF SEP26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          96 | NC      | $27623784.12  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                               | FUT. ICE SONIA SO3 MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         136 | NC      | $44194163.05  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                               | FUT. ICE SONIA SO3 DEC25                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         234 | NC      | $75905903.37  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                                      | FUT. CME 3MO SOFR MAR26                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         116 | NC      | $27980650.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                                      | FUT. CME 3MO SOFR JUN26                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         116 | NC      | $28040100.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                                      | FUT. CME 3MO SOFR DEC25                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |         116 | NC      | $27930625.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Montreal Exchange                                                                                | MAR 26 ME 10Y CDN MAR 26                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         -19 | NC      | $-1673738.66  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Futures Exchange                                                                           | FUT. JPN 10Y BO OSE MAR26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |         -12 | NC      | $-10143769.16 | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1369 | NC      | $153926937.50 | 4.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         241 | NC      | $27097437.50  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T-NOTES MAR26                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          25 | NC      | $2810937.50   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS MAR26                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          31 | NC      | $3583406.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. U.S. T-BONDS MAR26                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         310 | NC      | $35834062.50  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -550 | NC      | $-63258593.75 | -1.76%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -113 | NC      | $-12996765.63 | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -239 | NC      | $-27488734.38 | -0.77%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT ULT TNOTE MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          20 | NC      | $2300312.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS MAR26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         533 | NC      | $62894000.00  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS MAR26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         328 | NC      | $38704000.00  | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. CBT UL T-BONDS MAR26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          12 | NC      | $1416000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1627 | NC      | $177838726.56 | 4.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         271 | NC      | $29621570.31  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        1039 | NC      | $113567570.31 | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. YR T NOTE MAR26                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          54 | NC      | $5902453.13   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                               | FUT. LIF LONG GILT MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |          34 | NC      | $4187514.94   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                               | FUT. LIF LONG GILT MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         178 | NC      | $21922872.45  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         687 | NC      | $143438085.87 | 4.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         138 | NC      | $28812890.61  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                           | FUT. US 2YR T-NOTE MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          32 | NC      | $6681250.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sydney Futures Exchange                                                                          | FUT. SFE 3Y T-BOND MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |         341 | NC      | $23893458.52  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | 06 MAR 26 EURX 06 MAR                                                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |           6 | NC      | $819067.48    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURO-BUND EUX MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -70 | NC      | $-10494419.62 | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURO-BUND EUX MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -173 | NC      | $-25936208.49 | -0.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                            | FUT. EURO BUXL BND MAR26                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          34 | NC      | $4400043.30   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREXDEU                                                                                         | OPT. EURO C 130.5 23/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |          -5 | NC      | $-235.04      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREXDEU                                                                                         | OPT. EURO P 127.5 23/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |          -5 | NC      | $-3525.60     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CALL FEB 26 T-NOTECALL FE                                                                        | CALL FEB 26 T-NOTECALL FE                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -74 | NC      | $-8094.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-703.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-379.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-827.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-5006.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.12 13012                                                                        | FXO EURUSD PUT 1.12 13012                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     4955000 | NC      | $18.05        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.12 14012                                                                        | FXO EURUSD PUT 1.12 14012                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     4336000 | NC      | $24.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.12 14012                                                                        | FXO EURUSD PUT 1.12 14012                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     4336000 | NC      | $24.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.12 16012                                                                        | FXO EURUSD PUT 1.12 16012                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     8053000 | NC      | $80.44        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDJPY PUT 140 010426                                                                        | FXO USDJPY PUT 140 010426                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     2980000 | NC      | $2333.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG USDJPY PUT 123.5 1                                                                        | FXODIG USDJPY PUT 123.5 1                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      617000 | NC      | $758.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OPT. 3 MON C 97.5 11/9/26                                                                        | OPT. 3 MON C 97.5 11/9/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         430 | NC      | $75250.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. 3 MON C 97.5 12/3/27                                                                        | OPT. 3 MON C 97.5 12/3/27                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         307 | NC      | $105531.25    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. 3 MONTH C 98 11/9/26                                                                        | OPT. 3 MONTH C 98 11/9/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -430 | NC      | $-43000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. 3 MONTH C 98 12/3/27                                                                        | OPT. 3 MONTH C 98 12/3/27                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -307 | NC      | $-55643.75    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SWO USD RCV 3.35 PAY SOFR                                                                        | SWO USD RCV 3.35 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4981000 | NC      | $43683.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.35 PAY SOFR                                                                        | SWO USD RCV 3.35 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4982000 | NC      | $43692.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.35 PAY SOFR                                                                        | SWO USD RCV 3.35 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4981000 | NC      | $43683.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.35 PAY SOFR                                                                        | SWO USD RCV 3.35 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4981000 | NC      | $43683.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.64 PAY SOFR                                                                        | SWO USD RCV 3.64 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4427500 | NC      | $-7420.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.64 PAY SOFR                                                                        | SWO USD RCV 3.64 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4427500 | NC      | $-7420.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.685 PAY SOF                                                                        | SWO USD RCV 3.685 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -5060000 | NC      | $-7492.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.685 PAY SOF                                                                        | SWO USD RCV 3.685 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -5060000 | NC      | $-7492.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.71 PAY SOFR                                                                        | SWO USD RCV 3.71 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-4506.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.89 PAY SOFR                                                                        | SWO USD RCV 3.89 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-859.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.925 PAY SOF                                                                        | SWO USD RCV 3.925 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-613.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.929 PAY SOF                                                                        | SWO USD RCV 3.929 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-593.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.94 PAY SOFR                                                                        | SWO USD RCV 3.94 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-508.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.94 PAY SOFR                                                                        | SWO USD RCV 3.94 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-508.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-839.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -5060000 | NC      | $-7418.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -5060000 | NC      | $-7418.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4981000 | NC      | $-15224.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-395.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4982000 | NC      | $-15227.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4981000 | NC      | $-15224.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDKRW PUT 1383 12022                                                                        | FXO USDKRW PUT 1383 12022                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |    -1600000 | NC      | $-2809.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDKRW PUT 1385 12022                                                                        | FXO USDKRW PUT 1385 12022                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -400000 | NC      | $-755.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDKRW PUT 1419 12022                                                                        | FXO USDKRW PUT 1419 12022                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     1600000 | NC      | $9747.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDKRW PUT 1423 12022                                                                        | FXO USDKRW PUT 1423 12022                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      400000 | NC      | $2766.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUT FEB 26 T-NOTE PUT FEB                                                                        | PUT FEB 26 T-NOTE PUT FEB                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -55 | NC      | $-6875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PUT FEB 26 T-NOTE PUT FEB                                                                        | PUT FEB 26 T-NOTE PUT FEB                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -19 | NC      | $-5046.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SWO USD RCV 3.831 PAY SOF                                                                        | SWO USD RCV 3.831 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -2800000 | NC      | $-3897.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.8475 PAY SO                                                                        | SWO USD RCV 3.8475 PAY SO                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1800000 | NC      | $-575.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.8775 PAY SO                                                                        | SWO USD RCV 3.8775 PAY SO                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1300000 | NC      | $-1861.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.882 PAY SOF                                                                        | SWO USD RCV 3.882 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -600000 | NC      | $-1957.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.919 PAY SOF                                                                        | SWO USD RCV 3.919 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1300000 | NC      | $-964.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.925 PAY SOF                                                                        | SWO USD RCV 3.925 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -2100000 | NC      | $-693.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.925 PAY SOF                                                                        | SWO USD RCV 3.925 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1400000 | NC      | $-462.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.9275 PAY SO                                                                        | SWO USD RCV 3.9275 PAY SO                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -2500000 | NC      | $-2308.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-377.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4427500 | NC      | $-5880.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-839.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-5006.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-809.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4427500 | NC      | $-5880.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 2                                                                        | SWO USD RCV SOFR 1D PAY 2                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -4981000 | NC      | $-15224.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -2800000 | NC      | $-3.36        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1800000 | NC      | $-0.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   122100000 | NC      | $61672.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      700000 | NC      | $353.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   142400000 | NC      | $71926.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1400000 | NC      | $-144.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -600000 | NC      | $-789.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -2500000 | NC      | $-1564.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1300000 | NC      | $-478.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1300000 | NC      | $-159.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -2100000 | NC      | $-216.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 1.75 PAY EURI                                                                        | SWO EUR RCV 1.75 PAY EURI                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    18480000 | NC      | $4.35         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.25 PAY EURI                                                                        | SWO EUR RCV 2.25 PAY EURI                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    18480000 | NC      | $10302.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV 2.25 PAY EURI                                                                        | SWO EUR RCV 2.25 PAY EURI                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4360000 | NC      | $3995.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                                                                         | SWO EUR RCV EURIB 6M PAY                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -1010000 | NC      | $-1825.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO EUR RCV EURIB 6M PAY                                                                         | SWO EUR RCV EURIB 6M PAY                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   -36960000 | NC      | $-399.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO GBP RCV 3.4 PAY SONIA                                                                        | SWO GBP RCV 3.4 PAY SONIA                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    15860000 | NC      | $44467.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO GBP RCV SONIA 1D PAY                                                                         | SWO GBP RCV SONIA 1D PAY                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3690000 | NC      | $-43599.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO JPY RCV 3.336 PAY TON                                                                        | SWO JPY RCV 3.336 PAY TON                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        | -1316540000 | NC      | $-458309.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO JPY RCV TONAR 1D PAY                                                                         | SWO JPY RCV TONAR 1D PAY                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |  4305070000 | NC      | $499098.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV SOFR 1D PAY 3                                                                        | SWO USD RCV SOFR 1D PAY 3                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    20860000 | NC      | $24554.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.71 PAY SOFR                                                                        | SWO USD RCV 3.71 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-4506.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.852 PAY SOF                                                                        | SWO USD RCV 3.852 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-792.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.853 PAY SOF                                                                        | SWO USD RCV 3.853 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-785.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.86 PAY SOFR                                                                        | SWO USD RCV 3.86 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -3162500 | NC      | $-738.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF                                                                                                            | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    14613794 | NS      | $14613793.76  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF                                                                                                            | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    13614688 | NS      | $13614688.36  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF                                                                                                            | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     6494455 | NS      | $6494455.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                                     | Northern Institutional Funds LIQ ASET PORTF                                                                                                            | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    24806131 | NS      | $24806130.98  | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4% 18-MAR-2036                                                        | OIS_CCP USD RCV SOFR1D PAY 4% 18-MAR-2036                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     6860000 | OU      | $-104625.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2036                                                     | IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2036                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10900000 | OU      | $513952.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2056                                                     | IRS_CCP EUR RCV EURIB6M PAY 2.5% 18-MAR-2056                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     6550000 | OU      | $1139218.91   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.061886% 31-AUG-2027                                                 | OIS_CCP USD RCV SOFR1D PAY 3.061886% 31-AUG-2027                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    91330000 | OU      | $103987.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 2.16% PAY TONAR1D 02-AUG-2044                                                    | OIS_CCP JPY RCV 2.16% PAY TONAR1D 02-AUG-2044                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  8014974685 | OU      | $-2574477.52  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1.295% 02-AUG-2034                                                   | OIS_CCP JPY RCV TONAR1D PAY 1.295% 02-AUG-2034                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  5408086834 | OU      | $1202674.07   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2033                                                       | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2033                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     1500000 | OU      | $-1504.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034                                                       | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     4000000 | OU      | $11398.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.89% 03-MAR-2035                                                     | OIS_CCP USD RCV SOFR1D PAY 3.89% 03-MAR-2035                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      300000 | OU      | $-2222.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2% 18-MAR-2028                                                       | IRS_CCP EUR RCV EURIB6M PAY 2% 18-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     7720000 | OU      | $53398.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV NIBOR6M PAY 4% 18-MAR-2036                                                       | IRS_CCP NOK RCV NIBOR6M PAY 4% 18-MAR-2036                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |    97290000 | OU      | $110470.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV 4% PAY NIBOR6M 18-MAR-2028                                                       | IRS_CCP NOK RCV 4% PAY NIBOR6M 18-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |  2429340000 | OU      | $-463741.24   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV 4.5% PAY WIBOR6M 18-MAR-2036                                                     | IRS_CCP PLN RCV 4.5% PAY WIBOR6M 18-MAR-2036                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |     3840000 | OU      | $25646.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 8.5% 18-MAR-2036                                                     | IRS_CCP ZAR RCV JIBAR3M PAY 8.5% 18-MAR-2036                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    37900000 | OU      | $-172083.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 7.25% PAY JIBAR3M 18-MAR-2031                                                    | IRS_CCP ZAR RCV 7.25% PAY JIBAR3M 18-MAR-2031                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |    12060000 | OU      | $18576.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.465% PAY SOFR1D 23-SEP-2031                                                    | OIS_CCP USD RCV 3.465% PAY SOFR1D 23-SEP-2031                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    14705000 | OU      | $-38125.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029                                                     | OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2029                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    20800000 | OU      | $-270776.27   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.691% 31-OCT-2030                                                    | OIS_CCP USD RCV SOFR1D PAY 3.691% 31-OCT-2030                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2000000 | OU      | $-20053.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2031                                                    | OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2031                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    21720000 | OU      | $112855.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 3% 18-MAR-2076                                                       | IRS_CCP EUR RCV EURIB6M PAY 3% 18-MAR-2076                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     2650000 | OU      | $111775.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 4% PAY SONIA1D 18-MAR-2028                                                       | OIS_CCP GBP RCV 4% PAY SONIA1D 18-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     9020000 | OU      | $122890.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 2.75% PAY CORRA1D 18-MAR-2028                                                    | OIS_CCP CAD RCV 2.75% PAY CORRA1D 18-MAR-2028                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     1080000 | OU      | $3182.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW3M PAY 3.5% 18-MAR-2028                                                      | IRS_CCP AUD RCV BBSW3M PAY 3.5% 18-MAR-2028                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    23960000 | OU      | $176126.46    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.25% PAY EURIB6M 18-MAR-2031                                                    | IRS_CCP EUR RCV 2.25% PAY EURIB6M 18-MAR-2031                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    42670000 | OU      | $-837524.44   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 4.25% 18-MAR-2036                                                    | OIS_CCP GBP RCV SONIA1D PAY 4.25% 18-MAR-2036                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     6850000 | OU      | $-176034.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.75% PAY EURIB6M 18-MAR-2046                                                    | IRS_CCP EUR RCV 2.75% PAY EURIB6M 18-MAR-2046                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     4730000 | OU      | $-422458.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.25% 18-MAR-2028                                                    | IRS_CCP EUR RCV EURIB6M PAY 2.25% 18-MAR-2028                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    12130000 | OU      | $14848.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.5% 18-MAR-2028                                                      | OIS_CCP USD RCV SOFR1D PAY 3.5% 18-MAR-2028                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   184560000 | OU      | $-809736.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2031                                                       | OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2031                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  6470000000 | OU      | $1102749.63   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 2.25% PAY TONAR1D 18-MAR-2056                                                    | OIS_CCP JPY RCV 2.25% PAY TONAR1D 18-MAR-2056                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   766000000 | OU      | $-631048.69   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 3.5% PAY BBR3M 18-MAR-2031                                                       | IRS_CCP NZD RCV 3.5% PAY BBR3M 18-MAR-2031                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |    49760000 | OU      | $-182060.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 3.75% PAY BBSW6M 18-MAR-2031                                                     | IRS_CCP AUD RCV 3.75% PAY BBSW6M 18-MAR-2031                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    40150000 | OU      | $-913386.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW6M PAY 4.25% 18-MAR-2036                                                     | IRS_CCP AUD RCV BBSW6M PAY 4.25% 18-MAR-2036                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |     7960000 | OU      | $235879.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 4% PAY BBR3M 18-MAR-2036                                                         | IRS_CCP NZD RCV 4% PAY BBR3M 18-MAR-2036                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |    21660000 | OU      | $-148005.17   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2028                                                       | OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        | 28414000000 | OU      | $849316.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1.25% 18-MAR-2036                                                    | OIS_CCP JPY RCV TONAR1D PAY 1.25% 18-MAR-2036                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  8359000000 | OU      | $3257170.48   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV CORRA1D PAY 2.5% 18-MAR-2028                                                     | OIS_CCP CAD RCV CORRA1D PAY 2.5% 18-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |    11770000 | OU      | $6865.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 7.25% PAY MXIBTIEF1D 15-MAR-2028                                                 | OIS_CCP MXN RCV 7.25% PAY MXIBTIEF1D 15-MAR-2028                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |   203246591 | OU      | $-4934.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.75% 04-JAN-2027                                                   | OIS_CCP BRL RCV BZDIO1D PAY 13.75% 04-JAN-2027                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    22555520 | OU      | $25160.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV BZDIO1D PAY 13.25% 02-JAN-2030                                                   | OIS_CCP BRL RCV BZDIO1D PAY 13.25% 02-JAN-2030                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     7573915 | OU      | $13836.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2.53% PAY ESTR1D 19-MAR-2056                                                     | OIS_CCP EUR RCV 2.53% PAY ESTR1D 19-MAR-2056                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    23570000 | OU      | $-2952408.35  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.61% 19-MAR-2056                                                    | IRS_CCP EUR RCV EURIB6M PAY 2.61% 19-MAR-2056                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    23570000 | OU      | $3506813.18   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 13.25% PAY BZDIO1D 02-JAN-2029                                                   | OIS_CCP BRL RCV 13.25% PAY BZDIO1D 02-JAN-2029                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    10857720 | OU      | $-12746.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4.21304% 21-MAY-2055                                                  | OIS_CCP USD RCV SOFR1D PAY 4.21304% 21-MAY-2055                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    13850000 | OU      | $397158.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.845191% PAY SOFR1D 21-MAY-2032                                                 | OIS_CCP USD RCV 3.845191% PAY SOFR1D 21-MAY-2032                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    20380000 | OU      | $194027.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034                                                       | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     2500000 | OU      | $7123.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.75% PAY EURIB6M 18-MAR-2036                                                    | IRS_CCP EUR RCV 2.75% PAY EURIB6M 18-MAR-2036                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    16900000 | OU      | $-364941.52   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.72186% 31-OCT-2030                                                  | OIS_CCP USD RCV SOFR1D PAY 3.72186% 31-OCT-2030                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     4100000 | OU      | $-46944.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.7391% 31-OCT-2030                                                   | OIS_CCP USD RCV SOFR1D PAY 3.7391% 31-OCT-2030                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1500000 | OU      | $-18367.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 11.49576% PAY BZDIO1D 04-JAN-2027                                                | OIS_CCP BRL RCV 11.49576% PAY BZDIO1D 04-JAN-2027                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   100993978 | OU      | $-911915.68   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP BRL RCV 11.5661% PAY BZDIO1D 04-JAN-2027                                                 | OIS_CCP BRL RCV 11.5661% PAY BZDIO1D 04-JAN-2027                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2651794 | OU      | $-23063.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2030                                                    | OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2030                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    14200000 | OU      | $78542.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2034                                                     | OIS_CCP USD RCV SOFR1D PAY 3.75% 18-DEC-2034                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    28100000 | OU      | $-12880.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV ESTR1D PAY 2.0628% 05-OCT-2029                                                   | OIS_CCP EUR RCV ESTR1D PAY 2.0628% 05-OCT-2029                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3000000 | OU      | $16975.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV ESTR1D PAY 2.05% 05-OCT-2029                                                     | OIS_CCP EUR RCV ESTR1D PAY 2.05% 05-OCT-2029                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1400000 | OU      | $8735.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV ESTR1D PAY 2.0563% 05-OCT-2029                                                   | OIS_CCP EUR RCV ESTR1D PAY 2.0563% 05-OCT-2029                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1900000 | OU      | $11311.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034                                                       | OIS_CCP CAD RCV CORRA1D PAY 3% 01-JUN-2034                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     1700000 | OU      | $4844.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2028                                                       | OIS_CCP JPY RCV TONAR1D PAY 1% 18-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  8840000000 | OU      | $283490.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.87% 05-MAR-2035                                                     | OIS_CCP USD RCV SOFR1D PAY 3.87% 05-MAR-2035                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      300000 | OU      | $-1715.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.874% 05-MAR-2035                                                    | OIS_CCP USD RCV SOFR1D PAY 3.874% 05-MAR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      500000 | OU      | $-3031.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 4.5% PAY BBSW6M 18-JUN-2035                                                      | IRS_CCP AUD RCV 4.5% PAY BBSW6M 18-JUN-2035                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    21300000 | OU      | $-275234.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 2% PAY TONAR1D 18-JUN-2055                                                       | OIS_CCP JPY RCV 2% PAY TONAR1D 18-JUN-2055                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   280000000 | OU      | $-310311.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 15-MAY-2032                                                     | OIS_CCP USD RCV SOFR1D PAY 3.75% 15-MAY-2032                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    40800000 | OU      | $-386779.51   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.5% PAY EURIB6M 18-MAR-2031                                                     | IRS_CCP EUR RCV 2.5% PAY EURIB6M 18-MAR-2031                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     1910000 | OU      | $-11343.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.735147% 31-OCT-2030                                                 | OIS_CCP USD RCV SOFR1D PAY 3.735147% 31-OCT-2030                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     2700000 | OU      | $-32569.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 2% 21-DEC-2032                                                        | OIS_CCP USD RCV SOFR1D PAY 2% 21-DEC-2032                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    10100000 | OU      | $1010384.71   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.576848% 10-OCT-2032                                                 | OIS_CCP USD RCV SOFR1D PAY 3.576848% 10-OCT-2032                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    52770000 | OU      | $391510.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 9.25% 18-MAR-2036                                                    | OIS_CCP COP RCV COOVI1D PAY 9.25% 18-MAR-2036                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  5593090000 | OU      | $149216.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.5% PAY SONIA1D 27-OCT-2028                                                     | OIS_CCP GBP RCV 3.5% PAY SONIA1D 27-OCT-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |   145530000 | OU      | $-151792.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 3.5% 27-OCT-2030                                                     | OIS_CCP GBP RCV SONIA1D PAY 3.5% 27-OCT-2030                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |   135530000 | OU      | $1037554.60   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 4.5% PAY SONIA1D 28-OCT-2035                                                     | OIS_CCP GBP RCV 4.5% PAY SONIA1D 28-OCT-2035                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    26900000 | OU      | $154140.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.827939% 30-JAN-2056                                                 | OIS_CCP USD RCV SOFR1D PAY 3.827939% 30-JAN-2056                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    10960000 | OU      | $639229.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.264771% PAY SOFR1D 30-JAN-2031                                                 | OIS_CCP USD RCV 3.264771% PAY SOFR1D 30-JAN-2031                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    39110000 | OU      | $-362518.02   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 4% 27-NOV-2035                                                        | OIS_CCP USD RCV SOFR1D PAY 4% 27-NOV-2035                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    38641145 | OU      | $282887.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.135572% 15-DEC-2027                                                 | OIS_CCP USD RCV SOFR1D PAY 3.135572% 15-DEC-2027                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    35870000 | OU      | $68019.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 5% PAY BBSW6M 27-NOV-2035                                                        | IRS_CCP AUD RCV 5% PAY BBSW6M 27-NOV-2035                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    64185000 | OU      | $-208129.31   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2.5% PAY ESTR1D 15-FEB-2035                                                      | OIS_CCP EUR RCV 2.5% PAY ESTR1D 15-FEB-2035                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     9020000 | OU      | $-124055.26   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 3.1% 15-AUG-2056                                                     | IRS_CCP EUR RCV EURIB6M PAY 3.1% 15-AUG-2056                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3740000 | OU      | $136124.76    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CHF RCV SARON1D PAY 0% 18-MAR-2028                                                       | OIS_CCP CHF RCV SARON1D PAY 0% 18-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CH        |    90640000 | OU      | $160006.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.367623% PAY SOFR1D 23-JUN-2028                                                 | OIS_CCP USD RCV 3.367623% PAY SOFR1D 23-JUN-2028                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   239270000 | OU      | $204310.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.098119% PAY SOFR1D 24-JUN-2035                                                 | OIS_CCP USD RCV 4.098119% PAY SOFR1D 24-JUN-2035                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    61290000 | OU      | $-79682.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.599954% 23-JUN-2030                                                 | OIS_CCP USD RCV SOFR1D PAY 3.599954% 23-JUN-2030                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   251870000 | OU      | $-101853.71   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.57424% PAY SOFR1D 16-JUL-2040                                                  | OIS_CCP USD RCV 4.57424% PAY SOFR1D 16-JUL-2040                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    92950000 | OU      | $-436864.07   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.52786% 15-JUL-2030                                                  | OIS_CCP USD RCV SOFR1D PAY 3.52786% 15-JUL-2030                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    16550000 | OU      | $-19250.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.848264% 17-JUL-2055                                                 | OIS_CCP USD RCV SOFR1D PAY 3.848264% 17-JUL-2055                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    75250000 | OU      | $897814.53    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.8% 13-AUG-2055                                                     | IRS_CCP EUR RCV EURIB6M PAY 2.8% 13-AUG-2055                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    25540000 | OU      | $1414165.12   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.4% PAY EURIB6M 11-AUG-2029                                                     | IRS_CCP EUR RCV 2.4% PAY EURIB6M 11-AUG-2029                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    63157738 | OU      | $-321644.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.6% 16-AUG-2075                                                     | IRS_CCP EUR RCV EURIB6M PAY 2.6% 16-AUG-2075                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    10350000 | OU      | $123852.91    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.9% PAY EURIB6M 15-AUG-2055                                                     | IRS_CCP EUR RCV 2.9% PAY EURIB6M 15-AUG-2055                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    14840000 | OU      | $-312963.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV THBRO1D PAY 1.25% 18-MAR-2031                                                    | OIS_CCP THB RCV THBRO1D PAY 1.25% 18-MAR-2031                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    19520000 | OU      | $-265.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.805361% 31-AUG-2036                                                 | OIS_CCP USD RCV SOFR1D PAY 3.805361% 31-AUG-2036                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    71180000 | OU      | $341385.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV KWCDC3M PAY 2.25% 18-MAR-2028                                                    | IRS_CCP KRW RCV KWCDC3M PAY 2.25% 18-MAR-2028                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  1930030000 | OU      | $18607.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.379352% PAY SOFR1D 31-AUG-2031                                                 | OIS_CCP USD RCV 3.379352% PAY SOFR1D 31-AUG-2031                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   129730000 | OU      | $-739887.81   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV 1% PAY THBRO1D 18-MAR-2028                                                       | OIS_CCP THB RCV 1% PAY THBRO1D 18-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   130180000 | OU      | $-4324.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV MIBOR1D PAY 5.5% 18-MAR-2028                                                     | OIS_CCP INR RCV MIBOR1D PAY 5.5% 18-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   807640000 | OU      | $15189.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV 3.75% PAY WIBOR6M 18-MAR-2028                                                    | IRS_CCP PLN RCV 3.75% PAY WIBOR6M 18-MAR-2028                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |    26660000 | OU      | $34279.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV PRBOR6M PAY 4% 18-MAR-2036                                                       | IRS_CCP CZK RCV PRBOR6M PAY 4% 18-MAR-2036                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |     1240000 | OU      | $709.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 3.75% PAY PRBOR6M 18-MAR-2028                                                    | IRS_CCP CZK RCV 3.75% PAY PRBOR6M 18-MAR-2028                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |   152740000 | OU      | $24179.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 6.75% PAY JIBAR3M 18-MAR-2028                                                    | IRS_CCP ZAR RCV 6.75% PAY JIBAR3M 18-MAR-2028                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |   165540000 | OU      | $82740.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV CAMAR1D PAY 4.5% 18-MAR-2028                                                     | OIS_CCP CLP RCV CAMAR1D PAY 4.5% 18-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  2056030000 | OU      | $-2224.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 8.5% 18-MAR-2028                                                     | OIS_CCP COP RCV COOVI1D PAY 8.5% 18-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  9743080000 | OU      | $117218.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 8.75% PAY COOVI1D 18-MAR-2031                                                    | OIS_CCP COP RCV 8.75% PAY COOVI1D 18-MAR-2031                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  1741790000 | OU      | $-36525.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-SEP-2028                                                     | IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-SEP-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   340825543 | OU      | $185605.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2% PAY ESTR1D 10-SEP-2028                                                        | OIS_CCP EUR RCV 2% PAY ESTR1D 10-SEP-2028                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |   340825543 | OU      | $-1086536.02  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6.5% PAY BUBOR6M 18-MAR-2036                                                     | IRS_CCP HUF RCV 6.5% PAY BUBOR6M 18-MAR-2036                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |     7630000 | OU      | $-27.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6% PAY BUBOR6M 18-MAR-2028                                                       | IRS_CCP HUF RCV 6% PAY BUBOR6M 18-MAR-2028                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |   938730000 | OU      | $9001.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8% PAY MXIBTIEF1D 05-MAR-2036                                                    | OIS_CCP MXN RCV 8% PAY MXIBTIEF1D 05-MAR-2036                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    15340000 | OU      | $-13556.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 7.5% PAY MXIBTIEF1D 12-MAR-2031                                                  | OIS_CCP MXN RCV 7.5% PAY MXIBTIEF1D 12-MAR-2031                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |    35300000 | OU      | $-22506.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.5% PAY CNRR07D 18-MAR-2028                                                     | IRS_CCP CNY RCV 1.5% PAY CNRR07D 18-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    23400000 | OU      | $652.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.438143% PAY SOFR1D 09-OCT-2040                                                 | OIS_CCP USD RCV 4.438143% PAY SOFR1D 09-OCT-2040                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    35470000 | OU      | $-327103.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.201206% PAY SOFR1D 07-OCT-2028                                                 | OIS_CCP USD RCV 3.201206% PAY SOFR1D 07-OCT-2028                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    76760000 | OU      | $-101967.21   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.6965% PAY SOFR1D 09-JUN-2028                                                   | OIS_CCP USD RCV 3.6965% PAY SOFR1D 09-JUN-2028                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      800000 | OU      | $4486.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 2.873% PAY SOFR1D 22-JUL-2027                                                    | OIS_CCP USD RCV 2.873% PAY SOFR1D 22-JUL-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1700000 | OU      | $-22225.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.5995% PAY SOFR1D 18-DEC-2028                                                   | OIS_CCP USD RCV 3.5995% PAY SOFR1D 18-DEC-2028                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    13000000 | OU      | $94235.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.948% PAY SOFR1D 30-JAN-2027                                                    | OIS_CCP USD RCV 3.948% PAY SOFR1D 30-JAN-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    13500000 | OU      | $28043.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.278% PAY SOFR1D 26-JUN-2027                                                    | OIS_CCP USD RCV 4.278% PAY SOFR1D 26-JUN-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     8000000 | OU      | $108851.12    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.546% PAY SOFR1D 25-APR-2028                                                    | OIS_CCP USD RCV 3.546% PAY SOFR1D 25-APR-2028                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    10000000 | OU      | $-330.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.5795% 03-JUN-2028                                                   | OIS_CCP USD RCV SOFR1D PAY 3.5795% 03-JUN-2028                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    13000000 | OU      | $-26725.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.689% 31-OCT-2030                                                    | OIS_CCP USD RCV SOFR1D PAY 3.689% 31-OCT-2030                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     4200000 | OU      | $-41724.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.663788% 31-OCT-2030                                                 | OIS_CCP USD RCV SOFR1D PAY 3.663788% 31-OCT-2030                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1200000 | OU      | $-10526.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.676657% 31-OCT-2030                                                 | OIS_CCP USD RCV SOFR1D PAY 3.676657% 31-OCT-2030                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1000000 | OU      | $-9365.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.6233% 31-OCT-2030                                                   | OIS_CCP USD RCV SOFR1D PAY 3.6233% 31-OCT-2030                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1800000 | OU      | $-12428.08    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.581572% 31-OCT-2030                                                 | OIS_CCP USD RCV SOFR1D PAY 3.581572% 31-OCT-2030                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     9200000 | OU      | $-45816.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.54542% 31-OCT-2030                                                  | OIS_CCP USD RCV SOFR1D PAY 3.54542% 31-OCT-2030                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1000000 | OU      | $-3312.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.6008% 31-OCT-2030                                                   | OIS_CCP USD RCV SOFR1D PAY 3.6008% 31-OCT-2030                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     1800000 | OU      | $-10560.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.60089% 31-OCT-2030                                                  | OIS_CCP USD RCV SOFR1D PAY 3.60089% 31-OCT-2030                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     4100000 | OU      | $-24071.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.59507% 31-OCT-2030                                                  | OIS_CCP USD RCV SOFR1D PAY 3.59507% 31-OCT-2030                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     6500000 | OU      | $-36416.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.58876% 31-OCT-2030                                                  | OIS_CCP USD RCV SOFR1D PAY 3.58876% 31-OCT-2030                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    20200000 | OU      | $-107294.12   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.5% 20-JUN-2054                                                      | OIS_CCP USD RCV SOFR1D PAY 3.5% 20-JUN-2054                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     9700000 | OU      | $1140824.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV CORRA1D PAY 3.5% 01-JUN-2032                                                     | OIS_CCP CAD RCV CORRA1D PAY 3.5% 01-JUN-2032                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |    11000000 | OU      | $-284342.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 1% PAY EURIB6M 18-MAY-2027                                                       | IRS_CCP EUR RCV 1% PAY EURIB6M 18-MAY-2027                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     3600000 | OU      | $-68678.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CHF RCV SARON1D PAY 0.5% 18-MAR-2036                                                     | OIS_CCP CHF RCV SARON1D PAY 0.5% 18-MAR-2036                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CH        |     2280000 | OU      | $52647.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 1.75% PAY ESTR1D 18-MAR-2028                                                     | OIS_CCP EUR RCV 1.75% PAY ESTR1D 18-MAR-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    66780000 | OU      | $-454107.25   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV SONIA1D PAY 4.25% 31-JAN-2039                                                    | OIS_CCP GBP RCV SONIA1D PAY 4.25% 31-JAN-2039                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |    18870000 | OU      | $-170780.91   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2028                                                    | OIS_CCP GBP RCV 3.75% PAY SONIA1D 18-MAR-2028                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |   146780000 | OU      | $1063314.68   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 3% PAY CORRA1D 18-MAR-2036                                                       | OIS_CCP CAD RCV 3% PAY CORRA1D 18-MAR-2036                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     5810000 | OU      | $-72856.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1.25% 15-DEC-2027                                                    | OIS_CCP JPY RCV TONAR1D PAY 1.25% 15-DEC-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        | 12901980000 | OU      | $100371.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP SEK RCV 3% PAY STBOR3M 18-MAR-2036                                                       | IRS_CCP SEK RCV 3% PAY STBOR3M 18-MAR-2036                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SE        |    61550000 | OU      | $25302.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620                                                     | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20260620                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2100000 | OU      | $9335.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20280620                                                     | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20280620                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     2000000 | OU      | $44545.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP DEVON ENERGY CORPORAT 1% 20260620                                                     | CDS_SN_CCP DEVON ENERGY CORPORAT 1% 20260620                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2800000 | OU      | $10192.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20260620                                                     | CDS_SN_CCP BOEING CO 2.6% 10/30/ 1% 20260620                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2400000 | OU      | $8797.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20261220                                                     | CDS_SN_CCP GENERAL ELECTRIC CO 2 1% 20261220                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2600000 | OU      | $23412.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20281220                                                     | CDS_SN_CCP BRITISH TELECOMMUNICA 1% 20281220                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     2000000 | OU      | $51288.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP GENERAL MOTORS CO 4.8 5% 20261220                                                     | CDS_SN_CCP GENERAL MOTORS CO 4.8 5% 20261220                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      870000 | OU      | $39428.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP GENERAL MOTORS CO 4.2 5% 20280620                                                     | CDS_SN_CCP GENERAL MOTORS CO 4.2 5% 20280620                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      995000 | OU      | $105661.34    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP VERIZON COMMUNICATION 1% 20280620                                                     | CDS_SN_CCP VERIZON COMMUNICATION 1% 20280620                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1400000 | OU      | $20236.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP VERIZON COMMUNICATION 1% 20281220                                                     | CDS_SN_CCP VERIZON COMMUNICATION 1% 20281220                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      300000 | OU      | $4886.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN SOFTBANK GROUP CORP 2 1% 20260620                                                         | CDS_SN SOFTBANK GROUP CORP 2 1% 20260620                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      500000 | OU      | $-1644.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP DEUTSCHE BANK AG FLT 1% 20300620                                                      | CDS_SN_CCP DEUTSCHE BANK AG FLT 1% 20300620                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |      500000 | OU      | $8600.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                              | CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    16200000 | OU      | $366827.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP DEUTSCHE BANK AG 5% 0 1% 20301220                                                     | CDS_SN_CCP DEUTSCHE BANK AG 5% 0 1% 20301220                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     1700000 | OU      | $48669.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP LLOYDS BANKING GROUP 1% 20301220                                                      | CDS_SN_CCP LLOYDS BANKING GROUP 1% 20301220                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     1400000 | OU      | $458.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.42 1% 20290620                                                              | CDS_IX_CCP CDX.NA.IG.42 1% 20290620                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    31949097 | OU      | $683381.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX CMBX.NA.AAA.17 0.5% 20561215                                                              | CDS_IX CMBX.NA.AAA.17 0.5% 20561215                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     4300000 | OU      | $-48967.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                              | CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    11730000 | OU      | $265610.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.43 1% 20291220                                                              | CDS_IX_CCP CDX.NA.IG.43 1% 20291220                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    52625000 | OU      | $1174032.18   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.41 1% 20281220                                                              | CDS_IX_CCP CDX.NA.IG.41 1% 20281220                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     5960000 | OU      | $120201.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                              | CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |    14000000 | OU      | $-317011.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX CDX.NA.HY.43 5% 20291220                                                                  | CDS_IX CDX.NA.HY.43 5% 20291220                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      480000 | OU      | $-45491.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX CDX.NA.HY.43 5% 20291220                                                                  | CDS_IX CDX.NA.HY.43 5% 20291220                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      300000 | OU      | $-28432.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX CDX.NA.HY.43 5% 20291220                                                                  | CDS_IX CDX.NA.HY.43 5% 20291220                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      300000 | OU      | $-45989.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX CDX.NA.HY.43 5% 20291220                                                                  | CDS_IX CDX.NA.HY.43 5% 20291220                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      150000 | OU      | $-14216.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX CDX.NA.HY.43 5% 20291220                                                                  | CDS_IX CDX.NA.HY.43 5% 20291220                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      480000 | OU      | $-73583.62    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX CDX.NA.HY.43 5% 20291220                                                                  | CDS_IX CDX.NA.HY.43 5% 20291220                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      150000 | OU      | $-22994.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                              | CDS_IX_CCP CDX.NA.IG.45 1% 20301220                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     4820000 | OU      | $109142.63    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP GOLDMAN SACHS GROUP I 1% 20260620                                                     | CDS_SN_CCP GOLDMAN SACHS GROUP I 1% 20260620                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      300000 | OU      | $1049.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_SN_CCP MORGAN STANLEY 7.25% 1% 20260620                                                      | CDS_SN_CCP MORGAN STANLEY 7.25% 1% 20260620                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1150000 | OU      | $4170.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20301220                                                      | CDS_IX_CCP ITRAXX EUROPE SERIES 1% 20301220                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     7760000 | OU      | $210636.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-26

**Name of Applicant:** GuideStone Funds

**Signature:** Erin Wynne

**Name of Signer:** Erin Wynne

**Title:** Treasurer