# EDGAR Filing Document

**Accession Number:** 0001131013
**File Stem:** 0002066578-25-000507
**Filing Date:** 2025-8
**Character Count:** 1461583
**Document Hash:** 902b949475fd33f67353487ea8e0f357
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-000507.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0002066578-25-000507

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**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:** 251256383

**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:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4459662340.12

**Total Liabilities:** $1238302089.55

**Net Assets:** $3221360250.57

**Delayed Delivery Securities:** $1172077489.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 4750.905585312971 | **1-Year:** 62686.313827994063 | **5-Year:** 423165.198170373981 | **10-Year:** 612860.545543312382 | **30-Year:** 58118.817444825404

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

- **3-Month:** 139.774542185906 | **1-Year:** 8441.490761244536 | **5-Year:** 39117.173434554394 | **10-Year:** 11752.598367156112 | **30-Year:** 3046.942405867103

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000003083 | 0.11%                | -0.54%               | 1.79%                |
| Class ID C000003084 | 0.09%                | -0.48%               | 1.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2850316.39             | $334137.18                                 |
| Month 2  | $-3270538.39             | $-18085380.33                              |
| Month 3  | $-228159.81              | $41767776.43                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fiserv Inc.                                                                              | FI 5.15 08/12/34                                                                                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       400000 | PA      | $401669.01    | 0.01%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                        | WFC V6.85 PERP                                                                                                                                         | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       750000 | PA      | $789982.49    | 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      | $202469.70    | 0.01%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  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      | $1377180.00   | 0.04%             | 2039-06-30      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                   | BX 2024-AIRC B                                                                                                                                         | CUSIP: 12433CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       582432 | PA      | $584633.71    | 0.02%             | 2039-08-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| 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      | $303000.00    | 0.01%             | 2045-03-20      | Fixed         | 5.00%                 | No            |                  3 | 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      | $250363.75    | 0.01%             | 2042-08-23      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Whistler Pipeline LLC                                                                    | WHISPI 5.7 09/30/31 144A                                                                                                                               | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |       850000 | PA      | $867073.58    | 0.03%             | 2031-09-30      | Fixed         | 5.70%                 | 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        |       786050 | PA      | $790766.30    | 0.02%             | 2028-04-27      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2024-AIRC                                                   | BX 2024-AIRC A                                                                                                                                         | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       728040 | PA      | $731843.36    | 0.02%             | 2039-08-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                               | OXY 5.375 01/01/32                                                                                                                                     | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1339883.24   | 0.04%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TRICON RES TR 2024-SFR3                                                                  | TCN 2024-SFR3 C                                                                                                                                        | CUSIP: 89616YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $498906.75    | 0.02%             | 2041-08-17      | Fixed         | 5.25%                 | 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        |      2706484 | PA      | $2730165.90   | 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        |       594000 | PA      | $586182.37    | 0.02%             | 2034-07-17      | Fixed         | 5.98%                 | No            |                  3 | 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      | $94591.50     | 0.00%             | 2039-09-17      | Floating      | 6.53%                 | 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      | $749580.68    | 0.02%             | 2037-08-19      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT8668                                                                                                                                              | CUSIP: 3138WWT25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        11744 | PA      | $10395.31     | 0.00%             | 2043-06-01      | Fixed         | 2.50%                 | 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      | $296733.54    | 0.01%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA4185                                                                                                                                              | CUSIP: 3140QBUK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        48624 | PA      | $47011.68     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                            | CNC 4.25 12/15/27                                                                                                                                      | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |        88000 | PA      | $86721.57     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  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        |       874491 | PA      | $893103.21    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                               | HUN 2.95 06/15/31                                                                                                                                      | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       250000 | PA      | $210560.68    | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | 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        |       205000 | PA      | $178625.85    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                               | LDOS 5.4 03/15/32                                                                                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       660000 | PA      | $674091.83    | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  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        |      1393526 | PA      | $1380837.45   | 0.04%             | 2055-02-25      | Floating      | 5.32%                 | No            |                  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      | $101076.74    | 0.00%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H22 FC                                                                                                                                        | CUSIP: 38376RGP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       193468 | PA      | $193514.34    | 0.01%             | 2065-09-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                                      | JPMBB 2015-C32 ASB                                                                                                                                     | CUSIP: 46590JAX5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        26320 | PA      | $26262.66     | 0.00%             | 2048-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                            | BDX 2.823 05/20/30                                                                                                                                     | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |       650000 | PA      | $601954.51    | 0.02%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                  | UNH 2.75 05/15/40                                                                                                                                      | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       700000 | PA      | $508166.53    | 0.02%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                         | DB V1.375 09/03/26 EMTN                                                                                                                                | CUSIP: D1T7F62H0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      1500000 | PA      | $1763631.59   | 0.05%             | 2026-09-03      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Company                                                                   | SO 0.9 01/15/26                                                                                                                                        | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2154169.63   | 0.07%             | 2026-01-15      | Fixed         | 0.90%                 | 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      | $1071605.09   | 0.03%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                            | DELL 5.3 10/01/29                                                                                                                                      | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |       125000 | PA      | $128680.71    | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  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      | $2135668.00   | 0.07%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2021-KEYS                                            | CGCMT 2021-KEYS A                                                                                                                                      | CUSIP: 17291GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2300000 | PA      | $2288293.46   | 0.07%             | 2036-10-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                | AER 3.3 01/30/32                                                                                                                                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       275000 | PA      | $249301.57    | 0.01%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership Lp                                                | INVH 2.3 11/15/28                                                                                                                                      | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |       375000 | PA      | $351262.17    | 0.01%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                              | CQP 5.95 06/30/33                                                                                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       330000 | PA      | $344614.29    | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                             | UZBEK 6.9474 05/25/32 144A                                                                                                                             | CUSIP: 91822Q2J5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       805000 | PA      | $829707.85    | 0.03%             | 2032-05-25      | Fixed         | 6.95%                 | Yes           |                  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        |      2025000 | PA      | $2025999.24   | 0.06%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V5.664 04/17/36                                                                                                                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       725000 | PA      | $751561.39    | 0.02%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG C00896                                                                                                                                              | CUSIP: 31292G7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          770 | PA      | $797.60       | 0.00%             | 2029-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNR 2000-32 FM                                                                                                                                         | CUSIP: 31358SNY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |         1972 | PA      | $1968.57      | 0.00%             | 2030-10-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FHLMC 0.65 10/22/25                                                                                                                                    | CUSIP: 3134GWZV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      7100000 | PA      | $7020608.79   | 0.22%             | 2025-10-22      | Fixed         | 0.65%                 | 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      | $982668.27    | 0.03%             | 2026-02-21      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Masco Corporation                                                                        | MAS 1.5 02/15/28                                                                                                                                       | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2044585.73   | 0.06%             | 2028-02-15      | Fixed         | 1.50%                 | 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      | $238419.29    | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| SUNRUN DEMETER ISSUER 2021-2 LLC                                                         | SUNRN 2021-2A A                                                                                                                                        | CUSIP: 86772HAA5<br>LEI: 54930007SJ77CI66U531 | Long             | ABS-O            | CORP              | US        |      1880319 | PA      | $1666988.88   | 0.05%             | 2057-01-30      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                                  | RAIZBZ 6.95 03/05/54 144A                                                                                                                              | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       380000 | PA      | $352821.83    | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2025-VLT6                                                                       | BX 2025-VLT6 A                                                                                                                                         | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2695000 | PA      | $2697414.99   | 0.08%             | 2030-03-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNR 2025-11 FB                                                                                                                                         | CUSIP: 3136BUZ45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      2016639 | PA      | $2006957.20   | 0.06%             | 2055-03-25      | Floating      | 5.32%                 | 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      | $1587751.14   | 0.05%             | 2038-04-15      | Floating      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Insulet Corporation                                                                      | PODD 6.5 04/01/33 144A                                                                                                                                 | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |       130000 | PA      | $135627.84    | 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      | $502574.86    | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V5.572 04/22/36                                                                                                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1970000 | PA      | $2042366.45   | 0.06%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                        | BRO 5.55 06/23/35                                                                                                                                      | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       260000 | PA      | $265230.72    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-1                                                      | HGVT 2025-1A C                                                                                                                                         | CUSIP: 43283CAC5<br>LEI: 549300O9K6MFD8D07574 | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100970.12    | 0.00%             | 2042-05-27      | Fixed         | 5.52%                 | 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        |         2057 | PA      | $1922.27      | 0.00%             | 2042-06-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 535598                                                                                                                                              | CUSIP: 31384V7K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          772 | PA      | $773.05       | 0.00%             | 2040-10-01      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AQ3670                                                                                                                                              | CUSIP: 3138MKCG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4191 | PA      | $3675.12      | 0.00%             | 2042-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H18 FB                                                                                                                                        | CUSIP: 38376REZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       121241 | PA      | $121259.17    | 0.00%             | 2065-07-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                         | DB V1.75 11/19/30 EMTN                                                                                                                                 | CUSIP: D1T7F65H7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       900000 | PA      | $994939.11    | 0.03%             | 2030-11-19      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                             | AVGO 2.45 02/15/31 144A                                                                                                                                | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1789001.67   | 0.06%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  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      | $2152680.33   | 0.07%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                        | EXPE 2.95 03/15/31                                                                                                                                     | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |        95000 | PA      | $86629.75     | 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        |       357440 | PA      | $347382.40    | 0.01%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                                  | RAIZBZ 5.7 01/17/35 REGS                                                                                                                               | CUSIP: L7909CAE7<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       200000 | PA      | $187400.00    | 0.01%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-4                                              | DRMT 2021-4 A2                                                                                                                                         | CUSIP: 24381JAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1376528 | PA      | $1206967.51   | 0.04%             | 2066-11-25      | Variable      | 2.09%                 | Yes           |                  2 | On Loan: No      |
| QXO Building Products Inc.                                                               | BECN 6.75 04/30/32 144A                                                                                                                                | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1035000 | PA      | $1068846.57   | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                          | WHR 6.125 06/15/30                                                                                                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |        55000 | PA      | $55518.31     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H19 FK                                                                                                                                        | CUSIP: 38376RGB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       145200 | PA      | $145182.49    | 0.00%             | 2065-08-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H26 FA                                                                                                                                        | CUSIP: 38376RJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       424344 | PA      | $425247.37    | 0.01%             | 2065-10-20      | Variable      | 4.95%                 | 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        |       521896 | PA      | $532522.64    | 0.02%             | 2050-02-16      | Fixed         | 5.94%                 | Yes           |                  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      | $2152801.45   | 0.07%             | 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      | $824985.47    | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2025-1                                                          | FFIN 2025-1A A                                                                                                                                         | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       183056 | PA      | $184298.59    | 0.01%             | 2050-04-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Paypal Holdings Inc.                                                                     | PYPL 2.85 10/01/29                                                                                                                                     | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |        50000 | PA      | $47203.66     | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                         | DB V1.75 11/19/30 EMTN                                                                                                                                 | CUSIP: D1T7F65H7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |       800000 | PA      | $884390.32    | 0.03%             | 2030-11-19      | Fixed         | 1.75%                 | 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      | $299521.94    | 0.01%             | 2042-01-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                       | CYRUS 2025-1A A2                                                                                                                                       | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102102.72    | 0.00%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER                                                               | CMDC 2025-1A A2                                                                                                                                        | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       600000 | PA      | $607083.66    | 0.02%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                               | S 8.75 03/15/32                                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1462452.03   | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  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      | $2131342.51   | 0.07%             | 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      | $928554.02    | 0.03%             | 2032-04-01      | Fixed         | 2.55%                 | 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      | $1956833.20   | 0.06%             | 2039-12-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC 2025-RCF1                                                                       | PRPM 2025-RCF1 A1                                                                                                                                      | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       319537 | PA      | $315380.89    | 0.01%             | 2055-02-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                                        | EXPE 4.625 08/01/27                                                                                                                                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       303000 | PA      | $304412.73    | 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        |      1800000 | PA      | $1782027.09   | 0.06%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  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      | $579693.65    | 0.02%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Leidos Inc                                                                               | LDOS 5.5 03/15/35                                                                                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      1335000 | PA      | $1356315.30   | 0.04%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                             | SNPS 5.15 04/01/35                                                                                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       765000 | PA      | $771386.75    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                              | OVV 6.5 08/15/34                                                                                                                                       | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |       240000 | PA      | $249249.86    | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                                      | NEE 1.9 06/15/28                                                                                                                                       | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       965000 | PA      | $901997.71    | 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        |       325000 | PA      | $215803.44    | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| MF1 2021-FL6 LTD                                                                         | MF1 2021-FL6 A                                                                                                                                         | CUSIP: 55283TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       179850 | PA      | $179626.43    | 0.01%             | 2036-07-16      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                            | DELL 8.35 07/15/46                                                                                                                                     | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |        19000 | PA      | $24254.33     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAC V2.299 07/21/32                                                                                                                                    | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       755000 | PA      | $658124.80    | 0.02%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                | AER 3 10/29/28                                                                                                                                         | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       800000 | PA      | $762388.36    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal S.A.                                                                       | MTNA 6.75 03/01/41                                                                                                                                     | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |      1415000 | PA      | $1492774.31   | 0.05%             | 2041-03-01      | Fixed         | 6.75%                 | 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        |       285000 | PA      | $287523.08    | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | 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      | $2548684.15   | 0.08%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                | SUN 6.25 07/01/33 144A                                                                                                                                 | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       455000 | PA      | $462882.34    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Synopsys Inc                                                                             | SNPS 5.7 04/01/55                                                                                                                                      | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       895000 | PA      | $890494.18    | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| MVW OWNER TRUST                                                                          | MVWOT 2021-1WA C                                                                                                                                       | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       306255 | PA      | $291610.74    | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS V5.58 05/09/36 144A                                                                                                                                | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1225000 | PA      | $1253177.63   | 0.04%             | 2036-05-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG C00882                                                                                                                                              | CUSIP: 31292G6T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          764 | PA      | $787.42       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                               | PPC 4.25 04/15/31                                                                                                                                      | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |         5000 | PA      | $4825.24      | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | CCL 6.125 02/15/33 144A                                                                                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      2325000 | PA      | $2380281.53   | 0.07%             | 2033-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN AR3955                                                                                                                                              | CUSIP: 3138W1MD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       380140 | PA      | $334514.71    | 0.01%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                         | WELL 4.25 04/01/26                                                                                                                                     | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       898000 | PA      | $895662.42    | 0.03%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                | MSCI 3.875 02/15/31 144A                                                                                                                               | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      1380000 | PA      | $1302231.20   | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | 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      | $1977505.99   | 0.06%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2                                                | EFMT 2021-2 A1                                                                                                                                         | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2036186 | PA      | $1704099.35   | 0.05%             | 2066-06-25      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Icg Us Clo 2017-1                                                                        | ICG 2017-1A ARR                                                                                                                                        | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1503030.15   | 0.05%             | 2034-07-28      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| EQUS MTG TRUST 2021-EQAZ                                                                 | EQUS 2021-EQAZ A                                                                                                                                       | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1099876 | PA      | $1099888.62   | 0.03%             | 2038-10-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER MTG AST 25-NQM1                                                                | SAN 2025-NQM1 A1                                                                                                                                       | CUSIP: 80262BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1900556 | PA      | $1907295.37   | 0.06%             | 2065-01-25      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                    | PETMK 4.95 01/03/31 144A                                                                                                                               | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       470000 | PA      | $479824.41    | 0.01%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: —       |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1                                                  | OMFIT 2025-1A D                                                                                                                                        | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       125000 | PA      | $125996.63    | 0.00%             | 2038-07-14      | Fixed         | 5.79%                 | Yes           |                  3 | 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      | $1857504.68   | 0.06%             | 2035-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AS1999                                                                                                                                              | CUSIP: 3138WBGH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       109236 | PA      | $95518.01     | 0.00%             | 2043-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1                                      | ACAR 2025-1 D                                                                                                                                          | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1390000 | PA      | $1401335.73   | 0.04%             | 2031-08-12      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Financial                                                                      | SYF V5.45 03/06/31                                                                                                                                     | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       520000 | PA      | $524690.43    | 0.02%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H30 FA                                                                                                                                        | CUSIP: 38376RKZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |         1321 | PA      | $1319.51      | 0.00%             | 2061-08-20      | Variable      | 0.00%                 | 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      | $1699252.07   | 0.05%             | 2028-09-30      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Meritage Homes Corp                                                                      | MTH 5.65 03/15/35                                                                                                                                      | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2107518.00   | 0.07%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| HYUNDAI AUTO REC 25-A                                                                    | HART 2025-A C                                                                                                                                          | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       400000 | PA      | $401664.92    | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FHLMC 0.65 10/27/25                                                                                                                                    | CUSIP: 3134GW5R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |      7200000 | PA      | $7114420.12   | 0.22%             | 2025-10-27      | Fixed         | 0.65%                 | 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      | $6907588.96   | 0.21%             | 2026-10-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                | MARS 5.2 03/01/35 144A                                                                                                                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |       640000 | PA      | $647987.56    | 0.02%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                       | CNQCN 5.4 12/15/34 144A                                                                                                                                | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      2985000 | PA      | $2967388.87   | 0.09%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: —       |
| Nissan Motor Acceptance Co LLC                                                           | NSANY 2.75 03/09/28 144A                                                                                                                               | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2009964.44   | 0.06%             | 2028-03-09      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | TMUS 3.875 04/15/30                                                                                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       146000 | PA      | $141842.46    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2215000 | PA      | $2293131.91   | 0.07%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-1                                         | SFAST 2025-1A B                                                                                                                                        | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102316.39    | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                         | SLG 2021-OVA A                                                                                                                                         | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       775000 | PA      | $680747.56    | 0.02%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| PETRONAS Capital Ltd.                                                                    | PETMK 5.34 04/03/35 144A                                                                                                                               | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |       460000 | PA      | $471290.11    | 0.01%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  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        |       820000 | PA      | $843641.42    | 0.03%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                          | WHR 6.5 06/15/33                                                                                                                                       | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |        60000 | PA      | $60248.54     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMPASS DATACENTERS ISSUER                                                               | CMDC 2025-1A A3                                                                                                                                        | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       200000 | PA      | $202003.26    | 0.01%             | 2050-02-25      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                                       | BHG 2025-1CON A                                                                                                                                        | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       505847 | PA      | $509332.15    | 0.02%             | 2036-04-17      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Hammerson PLC                                                                            | HMSOLN 3.5 10/27/25                                                                                                                                    | CUSIP: G4273QAQ0<br>LEI: 213800G1C9KKVVDN1A60 | Long             | DBT              | CORP              | GB        |       100000 | PA      | $136600.37    | 0.00%             | 2025-10-27      | Fixed         | 3.50%                 | Yes           |                  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      | $789606.11    | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2025-1CON                                                       | BHG 2025-1CON B                                                                                                                                        | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $100884.92    | 0.00%             | 2036-04-17      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Guidestone Funds                                                                         | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     47494804 | NS      | $47494803.74  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                                                              | TRMB 6.1 03/15/33                                                                                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |      2090000 | PA      | $2221208.58   | 0.07%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  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      | $316764.10    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | 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      | $1185094.72   | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                               | OXY 6.45 09/15/36                                                                                                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       125000 | PA      | $127979.07    | 0.00%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                | RTX 3.5 03/15/27                                                                                                                                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       550000 | PA      | $543611.15    | 0.02%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | TMUS 3 02/15/41                                                                                                                                        | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       325000 | PA      | $237976.93    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | ENBCN 2.5 08/01/33                                                                                                                                     | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       850000 | PA      | $706686.29    | 0.02%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corporation                                                               | CARR 5.9 03/15/34                                                                                                                                      | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      1036000 | PA      | $1103635.45   | 0.03%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  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      | $1601809.92   | 0.05%             | 2031-04-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                           | OPALBD 6.5 03/31/32 144A                                                                                                                               | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      1720000 | PA      | $1756572.36   | 0.05%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| DP World Crescent LTD                                                                    | DPWDU 5.5 05/08/35 144A                                                                                                                                | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |      1330000 | PA      | $1342005.91   | 0.04%             | 2035-05-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                   | FANG 5.55 04/01/35                                                                                                                                     | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |        95000 | PA      | $96074.29     | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2                                         | SFAST 2025-2A C                                                                                                                                        | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       300000 | PA      | $302490.96    | 0.01%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  3 | On Loan: No      |
| Wave 2017-1 Llc                                                                          | WAAV 2017-1A A                                                                                                                                         | CUSIP: 94353WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        73717 | PA      | $71511.61     | 0.00%             | 2042-11-15      | Fixed         | 3.84%                 | 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        |       811903 | PA      | $790780.50    | 0.02%             | 2042-12-15      | Fixed         | 4.21%                 | 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      | $386448.37    | 0.01%             | 2037-04-18      | Floating      | 6.21%                 | 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      | $25415.76     | 0.00%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| Romania (Republic Of)                                                                    | ROMANI 6.25 09/10/34 144A                                                                                                                              | CUSIP: X7360WDK5<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1125000 | PA      | $1340081.86   | 0.04%             | 2034-09-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| SFS Auto Receivables Securitization Trust 2025-1                                         | SFAST 2025-1A C                                                                                                                                        | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       300000 | PA      | $304326.09    | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | MAR 5.5 04/15/37                                                                                                                                       | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1771428.04   | 0.05%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  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      | $100283.14    | 0.00%             | 2031-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY SECURITIES 2024-RS1 LLC                                                        | MCMLT 2024-RS1 A1                                                                                                                                      | CUSIP: 599920AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1005739 | PA      | $941589.74    | 0.03%             | 2069-11-01      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 31 (M)-R2                                                     | GOCAP 2016-31A CRR                                                                                                                                     | CUSIP: 38180JAG5<br>LEI: 254900IYMACYUBOF5J66 | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1000278.00   | 0.03%             | 2037-11-05      | Floating      | 0.00%                 | 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      | $945545.45    | 0.03%             | 2036-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                  | VENLNG V9 PERP 144a                                                                                                                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       450000 | PA      | $437916.96    | 0.01%             | 2049-12-31      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST                                                                     | LHOME 2024-RTL5 A1                                                                                                                                     | CUSIP: 50205WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       550000 | PA      | $548868.27    | 0.02%             | 2039-09-25      | Variable      | 5.32%                 | 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      | $250104.75    | 0.01%             | 2057-09-15      | Floating      | 6.62%                 | 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        |       712463 | PA      | $708516.13    | 0.02%             | 2054-10-25      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                          | VDC 2024-1A A2                                                                                                                                         | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150000 | PA      | $149184.66    | 0.00%             | 2054-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC 2024-5                                                                          | PRPM 2024-5 A1                                                                                                                                         | CUSIP: 69381KAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       882180 | PA      | $883410.83    | 0.03%             | 2029-09-25      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                                                | HAHGRO 9.75 10/01/31 144A                                                                                                                              | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |       440000 | PA      | $436536.41    | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: —       |
| Cars Db4 LP                                                                              | CAUTO 2024-3A A2                                                                                                                                       | CUSIP: 12510HBA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1188750 | PA      | $1127993.11   | 0.04%             | 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      | $521820.04    | 0.02%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                             | ANGINC 5.75 10/01/29                                                                                                                                   | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |       250000 | PA      | $256132.28    | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  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      | $836765.67    | 0.03%             | 2031-10-20      | Fixed         | 5.31%                 | 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      | $200763.00    | 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        |       619140 | PA      | $618906.43    | 0.02%             | 2049-09-15      | Fixed         | 5.33%                 | 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      | $686077.44    | 0.02%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2023-4 LTD                                                             | PLMRS 2023-4A CR                                                                                                                                       | CUSIP: 696924AQ2<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1001572.40   | 0.03%             | 2037-10-20      | Floating      | 6.14%                 | 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      | $577157.07    | 0.02%             | 2064-10-15      | Fixed         | 7.00%                 | Yes           |                  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      | $210461.96    | 0.01%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                    | UBER 4.5 08/15/29 144A                                                                                                                                 | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      2740000 | PA      | $2725796.91   | 0.08%             | 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        |      1100000 | PA      | $935009.59    | 0.03%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                     | GLENLN 2.625 09/23/31 144A                                                                                                                             | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |       575000 | PA      | $505379.65    | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                             | AVGO 3.137 11/15/35 144A                                                                                                                               | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      2908000 | PA      | $2453886.79   | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                | AER 2.45 10/29/26                                                                                                                                      | CUSIP: 00774MAV7<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       800000 | PA      | $779659.41    | 0.02%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                       | American Honda Finance Corporation 0% CP 18/08/2025                                                                                                    | CUSIP: 02665JVJ6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |      2526000 | PA      | $2510050.33   | 0.08%             | 2025-08-18      | None          | 0.00%                 | 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      | $6481053.16   | 0.20%             | 2029-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8000000 | PA      | $6923624.32   | 0.21%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                               | VMW 1.8 08/15/28                                                                                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       225000 | PA      | $208228.72    | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                             | T 3.875 04/30/30                                                                                                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10020000 | PA      | $10061489.06  | 0.31%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                             | T 3.875 06/30/30                                                                                                                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15050000 | PA      | $15108201.13  | 0.47%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F062671<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4000000 | PA      | $4130531.44   | 0.13%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F060675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7000000 | PA      | $7113953.63   | 0.22%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                    | LOW 1.7 09/15/28                                                                                                                                       | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       900000 | PA      | $832729.04    | 0.03%             | 2028-09-15      | Fixed         | 1.70%                 | 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      | $763536.78    | 0.02%             | 2051-09-21      | Fixed         | 3.12%                 | Yes           |                  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      | $1265186.20   | 0.04%             | 2036-02-01      | Fixed         | 4.28%                 | 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      | $409239.08    | 0.01%             | 2031-11-30      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                             | B 0 07/03/25                                                                                                                                           | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7540100 | PA      | $7538346.51   | 0.23%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | T 4 06/30/32                                                                                                                                           | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     15110000 | PA      | $15122985.16  | 0.47%             | 2032-06-30      | Fixed         | 4.00%                 | 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      | $1382238.02   | 0.04%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                            | STACR 2021-DNA5 M2                                                                                                                                     | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |        67401 | PA      | $67713.14     | 0.00%             | 2034-01-25      | Floating      | 5.97%                 | Yes           |                  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      | $338697.60    | 0.01%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                            | USB V3.7 PERP                                                                                                                                          | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       775000 | PA      | $747003.44    | 0.02%             | 2049-12-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | GNR 2021-135 A                                                                                                                                         | CUSIP: 38382XAA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |      3348373 | PA      | $2701786.11   | 0.08%             | 2051-08-20      | Fixed         | 2.00%                 | 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      | $443969.92    | 0.01%             | 2029-11-30      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| National Bank of Kuwait S.A.K.P.                                                         | NTBKKK 4.63 08/28/25 YCD                                                                                                                               | CUSIP: 63376FS43<br>LEI: 549300NB7FE83IH6BW96 | Long             | STIV             | CORP              | KW        |      2147000 | PA      | $2147685.64   | 0.07%             | 2025-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAC V2.482 09/21/36                                                                                                                                    | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1712000 | PA      | $1451142.99   | 0.05%             | 2036-09-21      | Fixed         | 2.48%                 | 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      | $342057.08    | 0.01%             | 2030-11-30      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H020675<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5000000 | PA      | $4073344.25   | 0.13%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FM2377                                                                                                                                              | CUSIP: 3140X5UB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       196194 | PA      | $190777.57    | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                               | VMW 2.2 08/15/31                                                                                                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       600000 | PA      | $520981.52    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR RA5801                                                                                                                                              | CUSIP: 3133KMNS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1455404 | PA      | $1221907.83   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SNF Group SA                                                                             | SNFF 3.375 03/15/30 144A                                                                                                                               | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |       425000 | PA      | $392524.99    | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CB1805                                                                                                                                              | CUSIP: 3140QMAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       653474 | PA      | $550410.35    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                    | AL V4.125 PERP C                                                                                                                                       | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       600000 | PA      | $583234.68    | 0.02%             | 2049-12-31      | Fixed         | 4.12%                 | 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      | $14479214.03  | 0.45%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H030674<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -3000000 | PA      | $-2654015.37  | -0.08%            | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | T 1.5 02/15/30                                                                                                                                         | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2870000 | PA      | $2597686.34   | 0.08%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                         | AN 1.95 08/01/28                                                                                                                                       | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $139114.61    | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN BO1767                                                                                                                                              | CUSIP: 3140JV6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       331557 | PA      | $322314.23    | 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        |      2082000 | PA      | $1743188.28   | 0.05%             | 2033-12-01      | Fixed         | 2.55%                 | 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      | $23223.35     | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                      | CAS 2021-R01 1M2                                                                                                                                       | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       181824 | PA      | $182324.98    | 0.01%             | 2041-10-25      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAC V5.511 01/24/36                                                                                                                                    | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1775000 | PA      | $1825756.66   | 0.06%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: —       |
| Alimentation Couche-Tard Inc.                                                            | Alimentation Couche-Tard Inc. 0% CP 29/07/2025                                                                                                         | CUSIP: 01626UUV5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |      1320000 | PA      | $1315016.80   | 0.04%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Midamerican Energy Company                                                               | BRKHEC 3.65 04/15/29                                                                                                                                   | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       350000 | PA      | $343495.72    | 0.01%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                 | T 5.15 11/15/46 *                                                                                                                                      | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       125000 | PA      | $115451.91    | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5819                                                                                                                                              | CUSIP: 36179UPC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       139363 | PA      | $139139.27    | 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        |       400000 | PA      | $391762.92    | 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        |       375000 | PA      | $355835.35    | 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        |       550000 | PA      | $436332.29    | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                 | T 4.9 08/15/37                                                                                                                                         | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       200000 | PA      | $191811.02    | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5712                                                                                                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1331992 | PA      | $1334370.59   | 0.04%             | 2049-01-20      | 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      | $349957.80    | 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        |       762275 | PA      | $718957.41    | 0.02%             | 2049-02-20      | Fixed         | 4.00%                 | 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        |        70301 | PA      | $68736.82     | 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        |        40344 | PA      | $39210.90     | 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        |       630747 | PA      | $613522.43    | 0.02%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                               | OXY 7.875 09/15/31                                                                                                                                     | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       395000 | PA      | $443058.44    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                          | HD 3.9 12/06/28                                                                                                                                        | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       250000 | PA      | $249350.08    | 0.01%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5818                                                                                                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       111274 | PA      | $108726.58    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                               | HUN 4.5 05/01/29                                                                                                                                       | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |       325000 | PA      | $308462.71    | 0.01%             | 2029-05-01      | 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        |       675000 | PA      | $687355.12    | 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        |       125000 | PA      | $123284.46    | 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        |       325000 | PA      | $300682.29    | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA6089                                                                                                                                              | CUSIP: 36179UXS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1091083 | PA      | $970191.59    | 0.03%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corp                                                                       | ALCSW 3 09/23/29 144A                                                                                                                                  | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |      2010000 | PA      | $1892810.23   | 0.06%             | 2029-09-23      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5653                                                                                                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       430930 | PA      | $431123.66    | 0.01%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V4.431 01/23/30 GMTN                                                                                                                                | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       175000 | PA      | $174784.46    | 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        |       900000 | PA      | $876573.52    | 0.03%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 3.25 02/01/35                                                                                                                                       | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        25000 | PA      | $21070.07     | 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        |       300000 | PA      | $262135.06    | 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      | $49116.61     | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5711                                                                                                                                              | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1403774 | PA      | $1372141.38   | 0.04%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5817                                                                                                                                              | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       438373 | PA      | $413461.33    | 0.01%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | SANTAN 3.306 06/27/29                                                                                                                                  | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       400000 | PA      | $384198.39    | 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        |       275000 | PA      | $265889.31    | 0.01%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST 2022-                                                      | CMLTI 2022-A A1                                                                                                                                        | CUSIP: 17330VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       924108 | PA      | $923808.05    | 0.03%             | 2062-09-25      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-NQM7 TRUST                                                                      | OBX 2022-NQM7 A3                                                                                                                                       | CUSIP: 67117DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1490911 | PA      | $1489127.50   | 0.05%             | 2062-08-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2023-CES2                                                      | TPMT 2023-CES2 A1A                                                                                                                                     | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       799896 | PA      | $813636.95    | 0.03%             | 2063-10-25      | Variable      | 7.29%                 | Yes           |                  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      | $998900.70    | 0.03%             | 2064-01-16      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Cobank ACB                                                                               | COBKAC V6.45 PERP K                                                                                                                                    | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |       600000 | PA      | $607558.80    | 0.02%             | 2049-12-31      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                          | SIDC 2023-2A A2                                                                                                                                        | CUSIP: 85236KAH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1008530.55   | 0.03%             | 2048-07-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS4940                                                                                                                                              | CUSIP: 3140XLP28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       882789 | PA      | $873768.34    | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KREF 2021-Fl2 Ltd.                                                                       | KREF 2021-FL2 AS                                                                                                                                       | CUSIP: 48275RAC1<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | KY        |       300000 | PA      | $299428.38    | 0.01%             | 2039-02-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| NYMT LOAN TRUST                                                                          | NYMT 2021-SP1 A1                                                                                                                                       | CUSIP: 62955RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       873660 | PA      | $867943.40    | 0.03%             | 2061-08-25      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| GCAT TRUST 2022-NQM4                                                                     | GCAT 2022-NQM4 A2                                                                                                                                      | CUSIP: 36170HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       455831 | PA      | $456043.61    | 0.01%             | 2067-09-25      | Variable      | 5.73%                 | 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      | $1035202.15   | 0.03%             | 2030-06-20      | Fixed         | 5.85%                 | 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      | $962046.59    | 0.03%             | 2028-01-19      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| LKQ Corporation                                                                          | LKQ 6.25 06/15/33                                                                                                                                      | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |       250000 | PA      | $263830.78    | 0.01%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| RGA Global Funding                                                                       | RGA 5.5 01/11/31 144A                                                                                                                                  | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |       975000 | PA      | $1006339.59   | 0.03%             | 2031-01-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXIII LP                                                          | CERB 2021-3A A                                                                                                                                         | CUSIP: 15674PAA5<br>LEI: 54930000UKAI7FBHXD27 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1253674.63   | 0.04%             | 2033-07-23      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNR 2012-111 B                                                                                                                                         | CUSIP: 3136A9EA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |         7788 | PA      | $8420.90      | 0.00%             | 2042-10-25      | Fixed         | 7.00%                 | 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      | $49863.42     | 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        |      6069532 | PA      | $5387117.31   | 0.17%             | 2050-03-20      | 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        |       550000 | PA      | $502026.05    | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                                    | BAC V1.898 07/23/31 MTN                                                                                                                                | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1150000 | PA      | $1010743.92   | 0.03%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.     | CHTR 3.95 06/30/62                                                                                                                                     | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      8445000 | PA      | $5445596.32   | 0.17%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022-4                                      | ACAR 2022-4 D                                                                                                                                          | CUSIP: 02529XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1204765 | PA      | $1219738.08   | 0.04%             | 2029-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                 | DVN 4.75 05/15/42                                                                                                                                      | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       480000 | PA      | $402282.45    | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                                    | BAC V2.496 02/13/31 MTN                                                                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |        75000 | PA      | $68518.98     | 0.00%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Servicenow Inc                                                                           | NOW 1.4 09/01/30                                                                                                                                       | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |       675000 | PA      | $585222.59    | 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        |       275000 | PA      | $236771.15    | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                | AER 3.3 01/30/32                                                                                                                                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      4185000 | PA      | $3793916.63   | 0.12%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDU LN TR 2024-A                                                             | SMB 2024-A C                                                                                                                                           | CUSIP: 831943AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1905000 | PA      | $1939204.56   | 0.06%             | 2056-03-15      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Citadel Enterprise                                                                       | Citadel Enterprise Term Loan B 200 2031-10-01                                                                                                          | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |       307610 | PA      | $309206.35    | 0.01%             | 2031-10-31      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                   | WM 4.95 03/15/35                                                                                                                                       | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      1205000 | PA      | $1210572.76   | 0.04%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                           | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3136816 | PA      | $3233586.77   | 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        |      1164580 | PA      | $1165110.57   | 0.04%             | 2029-12-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Progress Energy Inc.                                                                     | DUK 7.75 03/01/31                                                                                                                                      | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |       350000 | PA      | $403303.06    | 0.01%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                                   | CB 6.8 11/15/31                                                                                                                                        | CUSIP: 171232AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       854000 | PA      | $953390.91    | 0.03%             | 2031-11-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG G01840                                                                                                                                              | CUSIP: 3128LXBH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          979 | PA      | $993.75       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | 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      | $203455.55    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAL FUNDING IV LIMITED                                                                   | CAI 2020-1A A                                                                                                                                          | CUSIP: 12807CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |       124819 | PA      | $117911.79    | 0.00%             | 2045-09-25      | Fixed         | 2.22%                 | Yes           |                  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      | $1384739.55   | 0.04%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                         | WFLF 2024-3A A1                                                                                                                                        | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |      1360000 | PA      | $1367320.27   | 0.04%             | 2039-09-19      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2                                                | RMIT 2024-2 A                                                                                                                                          | CUSIP: 75907AAA1<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-O            | CORP              | US        |      1370000 | PA      | $1378417.01   | 0.04%             | 2033-12-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2                                                | RMIT 2024-2 C                                                                                                                                          | CUSIP: 75907AAC7<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-O            | CORP              | US        |       550000 | PA      | $555488.12    | 0.02%             | 2033-12-15      | Fixed         | 5.74%                 | Yes           |                  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      | $636704.15    | 0.02%             | 2036-07-03      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG A14237                                                                                                                                              | CUSIP: 31296NV61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          742 | PA      | $752.43       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | 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        |       171480 | PA      | $168012.60    | 0.01%             | 2045-07-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Cwheq Inc                                                                                | CWHEL 2005-F 2A                                                                                                                                        | CUSIP: 126685AK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        10262 | PA      | $9915.52      | 0.00%             | 2035-12-15      | Floating      | 3.94%                 | 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      | $1262116.63   | 0.04%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V4.493 03/24/31                                                                                                                                    | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        75000 | PA      | $74921.56     | 0.00%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 LLC                                                                       | PRET 2024-NPL7 A1                                                                                                                                      | CUSIP: 74136TAA6<br>LEI: 254900640HC5OZKI7J87 | Long             | ABS-O            | CORP              | US        |      1272081 | PA      | $1269709.86   | 0.04%             | 2054-10-25      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC FINAN ISSUANCE 2024-B                                                           | REPS 2024-B A                                                                                                                                          | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1270000 | PA      | $1290093.05   | 0.04%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                 | DVN 5.6 07/15/41                                                                                                                                       | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |        77000 | PA      | $71295.11     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG G05421                                                                                                                                              | CUSIP: 3128M7LA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |            0 | PA      | $0.51         | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | 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        |       225000 | PA      | $210171.76    | 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      | $148776.55    | 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      | $337236.14    | 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        |       572085 | PA      | $541805.06    | 0.02%             | 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        |      1075000 | PA      | $991515.20    | 0.03%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                          | CI 3.2 03/15/40                                                                                                                                        | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       675000 | PA      | $517237.56    | 0.02%             | 2040-03-15      | Fixed         | 3.20%                 | 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      | $216727.98    | 0.01%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  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      | $1301764.02   | 0.04%             | 2029-04-03      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST                                                            | MCMLT 2019-1 M1                                                                                                                                        | CUSIP: 59981AAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       479118 | PA      | $453914.50    | 0.01%             | 2069-10-25      | Variable      | 3.50%                 | Yes           |                  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      | $95642.75     | 0.00%             | 2036-10-14      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FM1389                                                                                                                                              | CUSIP: 3140X4RK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       395555 | PA      | $383699.59    | 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        |       984270 | PA      | $984719.66    | 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        |       725000 | PA      | $656909.61    | 0.02%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                      | CMCSA 3.75 04/01/40                                                                                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |        75000 | PA      | $62300.95     | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  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      | $1247603.46   | 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: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $96069.50     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNR 2012-153 B                                                                                                                                         | CUSIP: 3136ABDT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        26060 | PA      | $28508.65     | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                                | TRGP 6.5 07/15/27                                                                                                                                      | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       355000 | PA      | $355238.63    | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                           | SATS 3.875 11/30/30                                                                                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       562704 | PA      | $663990.72    | 0.02%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                                | NEE 3.8 12/15/42                                                                                                                                       | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       425000 | PA      | $346600.06    | 0.01%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  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      | $614691.53    | 0.02%             | 2032-09-22      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: —       |
| United States Treasury Notes                                                             | T 4.25 05/15/35                                                                                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5120000 | PA      | $5128400.00   | 0.16%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F070682<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5790000 | PA      | $6073884.13   | 0.19%             | 2049-12-31      | Fixed         | 7.00%                 | 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      | $936463.16    | 0.03%             | 2038-11-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                               | TVA 4.25 09/15/52                                                                                                                                      | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      1050000 | PA      | $874867.93    | 0.03%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OBX TR 2022-NQM8                                                                         | OBX 2022-NQM8 A2                                                                                                                                       | CUSIP: 67117YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       360137 | PA      | $359323.38    | 0.01%             | 2062-09-25      | Variable      | 6.10%                 | 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      | $1259078.13   | 0.04%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16344691 | PA      | $16019996.11  | 0.50%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-15YR                                                                                                                                              | CUSIP: 01F050486<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11110000 | PA      | $11187208.50  | 0.35%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H050680<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5295000 | PA      | $5199021.67   | 0.16%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F052680<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6210000 | PA      | $6204455.43   | 0.19%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F030686<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9990000 | PA      | $8643534.46   | 0.27%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F022683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25470040 | PA      | $21125854.31  | 0.66%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                     | FKH 2020-SFR2 G2                                                                                                                                       | CUSIP: 33767JBE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       250000 | PA      | $247948.05    | 0.01%             | 2037-10-19      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                     | FKH 2020-SFR2 F3                                                                                                                                       | CUSIP: 33767JBA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150000 | PA      | $148419.28    | 0.00%             | 2037-10-19      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-8                                                        | VERUS 2022-8 A2                                                                                                                                        | CUSIP: 924922AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       770637 | PA      | $769739.72    | 0.02%             | 2067-10-25      | Variable      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                                | SPRO 2024-1A A2                                                                                                                                        | CUSIP: 817743AJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       641875 | PA      | $662346.16    | 0.02%             | 2054-01-25      | Fixed         | 6.17%                 | Yes           |                  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      | $521079.05    | 0.02%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM5                                            | NRZT 2022-NQM5 A2                                                                                                                                      | CUSIP: 64831VAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       334657 | PA      | $333915.06    | 0.01%             | 2052-11-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                            | SP 0 08/15/53                                                                                                                                          | CUSIP: 912803GU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17000000 | PA      | $4374137.91   | 0.14%             | 2053-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                         | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     29969088 | NS      | $29969088.48  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                     | FKH 2020-SFR2 G1                                                                                                                                       | CUSIP: 33767JBC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       250000 | PA      | $247712.26    | 0.01%             | 2037-10-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | TII 1.25 04/15/28                                                                                                                                      | CUSIP: 91282CGW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2930000 | PA      | $3128350.33   | 0.10%             | 2028-04-15      | Fixed         | 1.25%                 | 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      | $850724.20    | 0.03%             | 2034-09-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CFMT 2022-HB9 LLC 2022-2                                                                 | CFMT 2022-HB9 A                                                                                                                                        | CUSIP: 12530GAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       660106 | PA      | $652654.43    | 0.02%             | 2037-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-1                                                        | VERUS 2024-1 A3                                                                                                                                        | CUSIP: 92540EAC7<br>LEI: 984500A3F1D749452747 | Long             | ABS-O            | CORP              | US        |       608835 | PA      | $611061.68    | 0.02%             | 2069-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | T 4.625 06/15/27                                                                                                                                       | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7640000 | PA      | $7767731.25   | 0.24%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8013                                                                                                                                              | CUSIP: 3132DV3W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       202585 | PA      | $196400.21    | 0.01%             | 2049-09-01      | Fixed         | 4.50%                 | 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      | $42740.07     | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc.                                                                              | ECL 2.75 08/18/55                                                                                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |        68000 | PA      | $40595.71     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                     | OTIS 5.125 11/19/31                                                                                                                                    | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       325000 | PA      | $334883.66    | 0.01%             | 2031-11-19      | Fixed         | 5.12%                 | 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        |      1680000 | PA      | $1683519.60   | 0.05%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H14 FB                                                                                                                                        | CUSIP: 38376RCF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       173847 | PA      | $174090.37    | 0.01%             | 2065-05-20      | Variable      | 4.86%                 | No            |                  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      | $1976960.36   | 0.06%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5764                                                                                                                                              | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       156322 | PA      | $152742.94    | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | 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      | $2524464.11   | 0.08%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Washington Mutual Mortgage Pass-Through Certificates                                     | WAMU 2007-OA3 2A1A                                                                                                                                     | CUSIP: 93364AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       191628 | PA      | $174278.85    | 0.01%             | 2047-04-25      | Floating      | 3.84%                 | 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      | $4187628.92   | 0.13%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F030678<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26208964 | PA      | $22682627.57  | 0.70%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN AM4306                                                                                                                                              | CUSIP: 36184QYB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       177071 | PA      | $165155.89    | 0.01%             | 2045-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNR 2013-17 TI                                                                                                                                         | CUSIP: 3136ACHM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       100453 | PA      | $2603.15      | 0.00%             | 2028-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F020687<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25100000 | PA      | $19883438.14  | 0.62%             | 2049-12-31      | Fixed         | 2.00%                 | 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      | $1710234.14   | 0.05%             | 2028-08-22      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | BACR V7.385 11/02/28                                                                                                                                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1061703.99   | 0.03%             | 2028-11-02      | Fixed         | 7.38%                 | 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      | $1610679.48   | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F062689<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21700000 | PA      | $22375074.52  | 0.69%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 80344                                                                                                                                               | CUSIP: 36225CL20<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4902 | PA      | $4912.94      | 0.00%             | 2029-11-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 545010                                                                                                                                              | CUSIP: 31385HN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4759 | PA      | $4701.83      | 0.00%             | 2036-05-01      | Variable      | 4.60%                 | 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      | $261.28       | 0.00%             | 2033-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FHR 4989 FB                                                                                                                                            | CUSIP: 3137FUKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       300429 | PA      | $295986.43    | 0.01%             | 2040-10-15      | Variable      | 4.81%                 | No            |                  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        |       708298 | PA      | $711861.58    | 0.02%             | 2040-07-16      | Floating      | 23.90%                | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST                                                     | AAL 2.875 07/11/34 A                                                                                                                                   | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1991667 | PA      | $1758746.14   | 0.05%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group Inc.                                                              | MIZUHO V5.414 09/13/28                                                                                                                                 | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      1700000 | PA      | $1738523.08   | 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      | $200630.11    | 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      | $2495884.22   | 0.08%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA5027                                                                                                                                              | CUSIP: 31418ESR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       892889 | PA      | $831988.24    | 0.03%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                                                          | SUMITR 5.2 03/07/27 144A                                                                                                                               | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |      1700000 | PA      | $1726316.93   | 0.05%             | 2027-03-07      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                             | T 4.625 11/15/44                                                                                                                                       | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000000 | PA      | $1958437.50   | 0.06%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                             | B 0 07/03/25                                                                                                                                           | CUSIP: 912797NX1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       536000 | PA      | $535875.35    | 0.02%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F042681<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    118200000 | PA      | $113021315.81 | 3.51%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 594054                                                                                                                                              | CUSIP: 36201U5P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2809 | PA      | $2834.76      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | 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        |       272181 | PA      | $301688.23    | 0.01%             | 2040-12-01      | Fixed         | 6.90%                 | 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      | $761827.32    | 0.02%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| BTOPN CITIGROUP TO 01/0                                                                  | BTOPN CITIGROUP TO 01/0                                                                                                                                | CUSIP: 77799JUN9<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    237600000 | PA      | $237599999.99 | 7.38%             | 2025-07-01      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BTOPN DEUTSCHE TO 01/0                                                                   | BTOPN DEUTSCHE TO 01/0                                                                                                                                 | CUSIP: 77799JUN9<br>LEI: N/A                  | Long             | RA               | CORP              | US        |       100000 | PA      | $100000.00    | 0.00%             | 2025-07-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F022683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3700000 | PA      | $3068925.72   | 0.10%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co.                                                               | ADM 3.25 03/27/30                                                                                                                                      | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |       150000 | PA      | $143200.32    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                      | CMCSA 5.3 06/01/34                                                                                                                                     | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1157000 | PA      | $1185570.72   | 0.04%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                            | OMF 7.5 05/15/31                                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       605000 | PA      | $632568.04    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS V4.194 04/01/31 144A                                                                                                                               | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       250000 | PA      | $244864.48    | 0.01%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| CSX Corporation                                                                          | CSX 3.8 04/15/50                                                                                                                                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |       250000 | PA      | $189495.21    | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | 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      | $451175.93    | 0.01%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Exelon Corp.                                                                             | EXC 4.7 04/15/50                                                                                                                                       | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |        25000 | PA      | $21105.43     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                               | COKE 5.45 06/01/34                                                                                                                                     | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |       470000 | PA      | $484606.08    | 0.02%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Turk Hava Yollari AO                                                                     | THYAO 4.2 03/15/27 144A                                                                                                                                | CUSIP: 10010YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | TR        |       433257 | PA      | $419712.60    | 0.01%             | 2027-03-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent L P                                                                | AMH 4.9 02/15/29                                                                                                                                       | CUSIP: 02666TAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       309000 | PA      | $312841.00    | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                        | WFC 4.15 01/24/29 MTN                                                                                                                                  | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       125000 | PA      | $124553.65    | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5765                                                                                                                                              | CUSIP: 36179UMN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30996 | PA      | $30942.67     | 0.00%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | PCG 4.55 07/01/30                                                                                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1757751.85   | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FHR 4989 FA                                                                                                                                            | CUSIP: 3137FUKP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       356860 | PA      | $351755.20    | 0.01%             | 2040-08-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                         | BERY 1.57 01/15/26                                                                                                                                     | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2062724.63   | 0.06%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  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      | $2179402.12   | 0.07%             | 2030-03-01      | Fixed         | 5.71%                 | 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      | $118005.25    | 0.00%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  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        |        25246 | PA      | $24623.54     | 0.00%             | 2034-05-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | ET 5.25 04/15/29                                                                                                                                       | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       700000 | PA      | $717107.38    | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                         | MMC 4.375 03/15/29                                                                                                                                     | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       500000 | PA      | $502108.76    | 0.02%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corporation                                                             | SF 4 05/15/30                                                                                                                                          | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1827319.92   | 0.06%             | 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      | $982857.00    | 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      | $1450130.30   | 0.05%             | 2030-06-15      | Fixed         | 2.54%                 | 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      | $4679250.00   | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | 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      | $2118698.59   | 0.07%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SREIT TRUST 2021-IND                                                                     | SREIT 2021-IND A                                                                                                                                       | CUSIP: 78473JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2300000 | PA      | $2293612.33   | 0.07%             | 2038-10-15      | Variable      | 4.98%                 | Yes           |                  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      | $2037875.00   | 0.06%             | 2042-02-15      | Fixed         | 2.38%                 | 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      | $5710558.61   | 0.18%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                        | WFC V4.808 07/25/28 MTN                                                                                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1815492.51   | 0.06%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                        | WFC V4.54 08/15/26 MTN                                                                                                                                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1699678.18   | 0.05%             | 2026-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: —       |
| Enel Finance America LLC                                                                 | ENELIM 2.875 07/12/41 144A                                                                                                                             | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $1568587.19   | 0.05%             | 2041-07-12      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BW5055                                                                                                                                              | CUSIP: 3140MWTM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       365012 | PA      | $339757.92    | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  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      | $2269522.62   | 0.07%             | 2030-03-05      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: —       |
| Bear Stearns Structured Products Inc.                                                    | BSSP 2007-R6 1A1                                                                                                                                       | CUSIP: 07402FAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       142552 | PA      | $106480.79    | 0.00%             | 2036-01-26      | Variable      | 5.06%                 | No            |                  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      | $523605.47    | 0.02%             | 2045-08-15      | Fixed         | 2.88%                 | 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      | $1634035.84   | 0.05%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                              | AMMST 2020-MF1 A5                                                                                                                                      | CUSIP: 03881BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1300000 | PA      | $1200655.43   | 0.04%             | 2053-05-15      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| SALT 2021-1 TRUST                                                                        | SALTT 2021-1A AA                                                                                                                                       | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       721172 | PA      | $691012.33    | 0.02%             | 2033-02-28      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BW6230                                                                                                                                              | CUSIP: 3140MX4Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       857005 | PA      | $797712.49    | 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      | $2047234.14   | 0.06%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QG9525                                                                                                                                              | CUSIP: 3133CASN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      8648275 | PA      | $8660197.49   | 0.27%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | T 4.25 11/15/34                                                                                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13300000 | PA      | $13347796.88  | 0.41%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Thornburg Mortgage Securities Trust 2006-5                                               | TMST 2005-1 A3                                                                                                                                         | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        10490 | PA      | $10279.68     | 0.00%             | 2045-04-25      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Guidestone Funds                                                                         | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |       215617 | NS      | $215616.89    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidestone Funds                                                                         | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |          303 | NS      | $303.15       | 0.00%             |  |  |  | No            |                  1 | 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      | $2066003.26   | 0.06%             | 2027-05-09      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: —       |
| United States Treasury Bonds                                                             | T 3 02/15/49                                                                                                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300000 | PA      | $221132.81    | 0.01%             | 2049-02-15      | Fixed         | 3.00%                 | 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      | $2461199.85   | 0.08%             | 2030-02-07      | Fixed         | 3.97%                 | 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      | $4452617.17   | 0.14%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST                                               | BAMLL 2020-BOC A                                                                                                                                       | CUSIP: 05551JAA8<br>LEI: 549300MWBLMUUG6B8094 | Long             | ABS-O            | CORP              | US        |      1750000 | PA      | $1534476.13   | 0.05%             | 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        |      1100330 | PA      | $1102152.22   | 0.03%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | PCG 3.15 01/01/26                                                                                                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1287731.97   | 0.04%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BX 2021-21M MORTGAGE TRUST                                                               | BX 2021-21M A                                                                                                                                          | CUSIP: 05609CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       684291 | PA      | $684267.44    | 0.02%             | 2036-10-15      | Floating      | 5.01%                 | Yes           |                  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      | $1002770.83   | 0.03%             | 2027-01-20      | Fixed         | 5.08%                 | 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      | $1907109.38   | 0.06%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL TRAN AUTH                                                                    | IL CHITRN 6.9 12/01/2040                                                                                                                               | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |       638214 | PA      | $707401.24    | 0.02%             | 2040-12-01      | Fixed         | 6.90%                 | 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      | $2467375.01   | 0.08%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | GNR 2017-H15 FE                                                                                                                                        | CUSIP: 38376R6F8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       631871 | PA      | $641384.76    | 0.02%             | 2067-07-20      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| WestRock Company                                                                         | SW 4 03/15/28                                                                                                                                          | CUSIP: 96145DAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1089990.54   | 0.03%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ITC Holdings Corporation                                                                 | ITC 2.95 05/14/30 144A                                                                                                                                 | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1768012.80   | 0.05%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  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      | $1235156.25   | 0.04%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BW6250                                                                                                                                              | CUSIP: 3140MX5L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       665375 | PA      | $577214.18    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS V6.537 08/12/33 144A                                                                                                                               | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3900000 | PA      | $4243446.79   | 0.13%             | 2033-08-12      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Equifax Inc.                                                                             | EFX 5.1 12/15/27                                                                                                                                       | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1829330.30   | 0.06%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V5.123 02/01/29                                                                                                                                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2442440.95   | 0.08%             | 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          | USGA              | US        |       173611 | PA      | $173984.67    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                                               | EART 2025-1A A3                                                                                                                                        | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       475000 | PA      | $475773.61    | 0.01%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Sequoia Mtg Tr 6                                                                         | SEMT 6 A                                                                                                                                               | CUSIP: 81743XAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        25980 | PA      | $25385.86     | 0.00%             | 2027-04-19      | Floating      | 4.37%                 | 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      | $1978743.69   | 0.06%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                   | MU 5.875 09/15/33                                                                                                                                      | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |      2895000 | PA      | $3025530.28   | 0.09%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| WarnerMedia Holdings Inc.                                                                | WBD 4.279 03/15/32                                                                                                                                     | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       925000 | PA      | $692593.75    | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                                   | FABSJV 5.875 01/25/34                                                                                                                                  | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       440000 | PA      | $447534.63    | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  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      | $1320542.41   | 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        |       419074 | PA      | $432544.28    | 0.01%             | 2038-01-25      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc.                                                                              | FI 5.625 08/21/33                                                                                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      2140000 | PA      | $2226105.60   | 0.07%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  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        |        56301 | PA      | $52125.22     | 0.00%             | 2037-02-25      | Variable      | 4.37%                 | 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        |       142430 | PA      | $142214.08    | 0.00%             | 2065-11-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 399907                                                                                                                                              | CUSIP: 31378JGQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          505 | PA      | $505.20       | 0.00%             | 2027-08-01      | Variable      | 6.46%                 | 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        |       498898 | PA      | $471757.27    | 0.01%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| FRONTIER ISSUER LLC                                                                      | FYBR 2023-1 A2                                                                                                                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1380000 | PA      | $1402613.37   | 0.04%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  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        |        34440 | PA      | $34330.58     | 0.00%             | 2035-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FHR 4638 FA                                                                                                                                            | CUSIP: 3137BTH38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |        86531 | PA      | $85842.50     | 0.00%             | 2040-07-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | AMT 5.9 11/15/33                                                                                                                                       | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      4260000 | PA      | $4497960.83   | 0.14%             | 2033-11-15      | Fixed         | 5.90%                 | 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        |        12051 | PA      | $11618.71     | 0.00%             | 2034-07-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Indymac Arm Trust                                                                        | INARM 2001-H2 A1                                                                                                                                       | CUSIP: 45660UAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         2278 | PA      | $2227.32      | 0.00%             | 2032-01-25      | Variable      | 6.62%                 | 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      | $1830338.69   | 0.06%             | 2027-10-28      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                       | IR 5.7 08/14/33                                                                                                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |      2815000 | PA      | $2949565.06   | 0.09%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  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        |       233649 | PA      | $213870.23    | 0.01%             | 2037-01-25      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 557073                                                                                                                                              | CUSIP: 31385Y2E4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5626 | PA      | $5626.60      | 0.00%             | 2040-06-01      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| Mansard Mortgages 2007-1 Plc                                                             | MANSD 2007-1X A2                                                                                                                                       | CUSIP: G5807QAC3<br>LEI: 213800JK7REF83LDFT15 | Long             | ABS-O            | CORP              | GB        |       273729 | PA      | $371856.97    | 0.01%             | 2047-04-15      | Floating      |  | 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        |         1751 | PA      | $1734.13      | 0.00%             | 2043-09-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H15 FC                                                                                                                                        | CUSIP: 38376RDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       526058 | PA      | $526016.22    | 0.02%             | 2065-06-20      | Variable      | 5.01%                 | 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      | $297296.69    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Uruguay (Republic Of)                                                                    | URUGUA 9.75 07/20/33                                                                                                                                   | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     32470000 | PA      | $858934.06    | 0.03%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS 4.282 01/09/28 144A                                                                                                                                | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1550000 | PA      | $1543472.04   | 0.05%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                           | MVWOT 2023-1A A                                                                                                                                        | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        79495 | PA      | $80207.16     | 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        |      1820000 | PA      | $1901005.52   | 0.06%             | 2028-07-18      | Fixed         | 6.50%                 | 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        |      1306306 | PA      | $1307534.37   | 0.04%             | 2030-01-31      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC                                                     | DC 2023-DC C                                                                                                                                           | CUSIP: 24023AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       440000 | PA      | $461340.81    | 0.01%             | 2040-09-12      | Variable      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                                                                             | SO 5.7 03/15/34                                                                                                                                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      2835000 | PA      | $2964176.41   | 0.09%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| T-Mobile USA, Inc.                                                                       | TMUS 5.75 01/15/34                                                                                                                                     | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8350000 | PA      | $8748326.44   | 0.27%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2007-30 FH                                                                                                                                         | CUSIP: 38375J3R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |        36408 | PA      | $35954.96     | 0.00%             | 2037-05-20      | Floating      | 4.74%                 | 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        |       498898 | PA      | $465664.39    | 0.01%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SCOTT TRUST 2023-SFS                                                                     | SCOTT 2023-SFS A                                                                                                                                       | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1905000 | PA      | $1955247.99   | 0.06%             | 2028-03-15      | 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        |      2770000 | PA      | $2941135.07   | 0.09%             | 2030-07-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | SANTAN 6.921 08/08/33                                                                                                                                  | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1200000 | PA      | $1301350.60   | 0.04%             | 2033-08-08      | Fixed         | 6.92%                 | 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      | $491538.37    | 0.02%             | 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      | $1027929.69   | 0.03%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                            | CA CAS 7.55 04/01/2039                                                                                                                                 | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       410000 | PA      | $491864.82    | 0.02%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F032674<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15000000 | PA      | $13506596.33  | 0.42%             | 2049-12-31      | Fixed         | 3.50%                 | 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      | $269449.14    | 0.01%             | 2065-10-15      | Fixed         | 4.81%                 | 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      | $17501400.00  | 0.54%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8000000 | PA      | $6798015.04   | 0.21%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                     | Q 0.6 07/23/25                                                                                                                                         | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |      3990000 | PA      | $3980644.31   | 0.12%             | 2025-07-23      | Fixed         | 0.60%                 | 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      | $477626.95    | 0.01%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | T 1.25 06/30/28                                                                                                                                        | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18800000 | PA      | $17506031.25  | 0.54%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2023-B39 MORTGAGE TRUST                                                        | BMARK 2023-B39 A5                                                                                                                                      | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       950000 | PA      | $1002358.54   | 0.03%             | 2056-07-15      | Fixed         | 5.75%                 | 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      | $2535138.29   | 0.08%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                             | TII 1.5 02/15/53                                                                                                                                       | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4354000 | PA      | $3725191.53   | 0.12%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | 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      | $58292.75     | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | 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      | $2980744.24   | 0.09%             | 2031-08-15      | None          | 0.00%                 | 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      | $2548202.35   | 0.08%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                             | T 0.625 05/15/30                                                                                                                                       | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37760000 | PA      | $32495724.91  | 1.01%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  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      | $9966585.94   | 0.31%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Guidestone Funds                                                                         | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     38678176 | NS      | $38678176.10  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Notes                                                             | T 1.25 05/31/28                                                                                                                                        | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13250000 | PA      | $12362871.03  | 0.38%             | 2028-05-31      | Fixed         | 1.25%                 | 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      | $1120112.50   | 0.03%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                                     | ESA 2021-ESH A                                                                                                                                         | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-O            | CORP              | US        |      5746776 | PA      | $5751837.91   | 0.18%             | 2038-07-15      | Floating      | 5.35%                 | Yes           |                  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      | $2220306.50   | 0.07%             | 2036-09-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                    | ROMANI 2 04/14/33 REGS                                                                                                                                 | CUSIP: X7360WBT8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2400000 | PA      | $2169771.94   | 0.07%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC V7.399 11/13/34                                                                                                                                   | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1980000 | PA      | $2215245.04   | 0.07%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                          | DROCK 2023-2 A                                                                                                                                         | CUSIP: 06742LBB8<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1602882.64   | 0.05%             | 2028-08-15      | Floating      | 5.23%                 | 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      | $1793042.28   | 0.06%             | 2044-11-05      | Fixed         | 2.56%                 | 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      | $2199544.40   | 0.07%             | 2038-09-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS V9.25 PERP 144A                                                                                                                                    | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       220000 | PA      | $254960.42    | 0.01%             | 2049-12-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                                                | RTX 6.1 03/15/34                                                                                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       475000 | PA      | $513752.94    | 0.02%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| CSMC 2021-ADV                                                                            | CSMC 2021-ADV A                                                                                                                                        | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2600000 | PA      | $2346441.89   | 0.07%             | 2038-07-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                 | T 3.5 09/15/53                                                                                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1664000 | PA      | $1127172.00   | 0.03%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                           | PSA 0.5 09/09/30                                                                                                                                       | CUSIP: 74460DAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2062988.88   | 0.06%             | 2030-09-09      | Fixed         | 0.50%                 | 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      | $144615.74    | 0.00%             | 2034-06-15      | Floating      | 5.34%                 | Yes           |                  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      | $2012207.19   | 0.06%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| AT&T Inc                                                                                 | T 2.55 12/01/33                                                                                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1637000 | PA      | $1370604.81   | 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      | $2220654.98   | 0.07%             | 2026-09-17      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: —       |
| Hyundai Capital America                                                                  | Hyundai Capital America 0% CP 27/08/2025                                                                                                               | CUSIP: 44890MVT6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | STIV             | CORP              | US        |      4168000 | PA      | $4136889.01   | 0.13%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                      | Dominion Energy Inc 0% CP 27/08/2025                                                                                                                   | CUSIP: 2574P0VT8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | STIV             | CORP              | US        |      8178000 | PA      | $8117352.36   | 0.25%             | 2025-08-27      | None          | 0.00%                 | 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      | $2427394.52   | 0.08%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Treasury Services PLC                                                  | Reckitt Benckiser Treasury Services PLC 0% CP 14/07/2025                                                                                               | CUSIP: 7562E0UE4<br>LEI: N/A                  | Long             | STIV             | CORP              | GB        |      6849000 | PA      | $6837197.80   | 0.21%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R01                                             | CAS 2024-R01 1M2                                                                                                                                       | CUSIP: 20753UAB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       450000 | PA      | $455431.03    | 0.01%             | 2044-01-25      | Floating      | 6.12%                 | 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      | $767586.94    | 0.02%             | 2057-02-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| The Cigna Group                                                                          | CI 5.125 05/15/31                                                                                                                                      | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1276113.66   | 0.04%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| HCA Inc.                                                                                 | HCA 5.45 04/01/31                                                                                                                                      | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5456000 | PA      | $5627655.55   | 0.17%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R01                                             | CAS 2024-R01 1B1                                                                                                                                       | CUSIP: 20753UAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1775000 | PA      | $1821779.42   | 0.06%             | 2044-01-25      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                                                        | INTC 5.15 02/21/34                                                                                                                                     | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       328000 | PA      | $327472.38    | 0.01%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| OBX 2024-NQM2 TRUST                                                                      | OBX 2024-NQM2 A1                                                                                                                                       | CUSIP: 67118HAA8<br>LEI: 254900OHTVKDKZL33I54 | Long             | ABS-O            | CORP              | US        |      1325874 | PA      | $1332888.74   | 0.04%             | 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        |       476000 | PA      | $485797.94    | 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        |      1233476 | PA      | $1236377.77   | 0.04%             | 2041-03-15      | Floating      | 5.49%                 | Yes           |                  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      | $2937138.29   | 0.09%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST                                                                     | BBCMS 2019-C3 C                                                                                                                                        | CUSIP: 05550MAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       864000 | PA      | $764785.93    | 0.02%             | 2052-05-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                        | HI 6.25 02/15/29                                                                                                                                       | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |       401000 | PA      | $409146.32    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Security Stripped Interest Security                                        | S 0 11/15/31                                                                                                                                           | CUSIP: 9128337Q7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      5260000 | PA      | $4066190.56   | 0.13%             | 2031-11-15      | None          | 0.00%                 | No            |                  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      | $879329.55    | 0.03%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ocp Clo 2016-11 Ltd                                                                      | OCP 2016-11A A1R2                                                                                                                                      | CUSIP: 67110DBA4<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |      2400000 | PA      | $2405264.64   | 0.07%             | 2036-04-26      | Floating      | 5.72%                 | Yes           |                  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      | $726512.47    | 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      | $1734596.96   | 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        |       510000 | PA      | $523165.53    | 0.02%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                             | MAR 4.875 05/15/29                                                                                                                                     | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       455000 | PA      | $461581.22    | 0.01%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8129                                                                                                                                              | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       837801 | PA      | $700964.75    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA7706                                                                                                                                              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       707326 | PA      | $626362.08    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | T 3.625 03/31/30                                                                                                                                       | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2241300 | PA      | $2225715.96   | 0.07%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Brinks Company                                                                           | BCO 6.5 06/15/29 144A                                                                                                                                  | CUSIP: 109696AC8<br>LEI: XFP140TFNOQMIVFTVQ13 | Long             | DBT              | CORP              | US        |       160000 | PA      | $165045.39    | 0.01%             | 2029-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Regatta XI funding LTD                                                                   | REG11 2018-1A BR                                                                                                                                       | CUSIP: 75887XAQ0<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |      1825000 | PA      | $1831027.43   | 0.06%             | 2037-07-17      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Cr Exch                                                                     | BCC 2017-2A BR3                                                                                                                                        | CUSIP: 05683HBA2<br>LEI: 549300Y1FQZLCX1NO508 | Long             | ABS-CBDO         | CORP              | US        |      1925000 | PA      | $1928469.43   | 0.06%             | 2037-07-25      | Floating      | 6.05%                 | 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      | $643725.08    | 0.02%             | 2054-11-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 785764                                                                                                                                              | CUSIP: 3622ABJH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       486840 | PA      | $411454.15    | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H042679<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -7000000 | PA      | $-6701593.36  | -0.21%            | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -1000000 | PA      | $-929932.79   | -0.03%            | 2049-12-31      | Fixed         | 4.00%                 | No            |                  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      | $16111792.93  | 0.50%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Connecticut Avenue Securities Trust 2024-R04                                             | CAS 2024-R04 1M2                                                                                                                                       | CUSIP: 20753GAC5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |       550000 | PA      | $553622.66    | 0.02%             | 2044-05-25      | Floating      | 5.97%                 | 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        |      1090000 | PA      | $1144651.51   | 0.04%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15000000 | PA      | $14702018.03  | 0.46%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34000000 | PA      | $33997533.98  | 1.06%             | 2049-12-31      | Fixed         | 5.50%                 | 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      | $354742.82    | 0.01%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H060671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22000000 | PA      | $22328234.94  | 0.69%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12000000 | PA      | $12019497.48  | 0.37%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H062677<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4000000 | PA      | $4107368.40   | 0.13%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F042673<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |    -17000000 | PA      | $-16263149.54 | -0.50%            | 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        |       365357 | PA      | $390884.85    | 0.01%             | 2035-07-01      | Fixed         | 7.35%                 | 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      | $400237.76    | 0.01%             | 2035-02-01      | Fixed         | 6.63%                 | 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      | $216091.04    | 0.01%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                             | CUBE 2.5 02/15/32                                                                                                                                      | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |       105000 | PA      | $90477.17     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F040677<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -6000000 | PA      | $-5579767.17  | -0.17%            | 2049-12-31      | Fixed         | 4.00%                 | 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      | $7524941.77   | 0.23%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                       | RPRX 5.4 09/02/34                                                                                                                                      | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       947000 | PA      | $959975.18    | 0.03%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Security Stripped Interest Security                                        | S 0 08/15/33                                                                                                                                           | CUSIP: 9128334W7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1540000 | PA      | $1094955.59   | 0.03%             | 2033-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F020679<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |     -5000000 | PA      | $-3959281.75  | -0.12%            | 2049-12-31      | Fixed         | 2.00%                 | 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        |       267000 | PA      | $234118.27    | 0.01%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                   | WM 4.95 07/03/31                                                                                                                                       | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       788000 | PA      | $809366.47    | 0.03%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Company Inc                                                          | ALLE 5.6 05/29/34                                                                                                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |       527000 | PA      | $541674.29    | 0.02%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RR 29 LTD                                                                                | RRAM 2024-29RA A1R                                                                                                                                     | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1600000 | PA      | $1605913.12   | 0.05%             | 2039-07-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | T 0.5 06/30/27                                                                                                                                         | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9940000 | PA      | $9329039.49   | 0.29%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VERUS SEC TR 2021-7                                                                      | VERUS 2021-7 A1                                                                                                                                        | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1657562 | PA      | $1492248.43   | 0.05%             | 2066-10-25      | Variable      | 1.83%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                 | H 5.5 06/30/34                                                                                                                                         | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      1293000 | PA      | $1292983.75   | 0.04%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                                                      | WFCM 2024-1CHI B                                                                                                                                       | CUSIP: 95003PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1075000 | PA      | $1082138.48   | 0.03%             | 2035-07-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRU                                                      | WFCM 2024-1CHI A                                                                                                                                       | CUSIP: 95003PAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1750000 | PA      | $1761575.20   | 0.05%             | 2035-07-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                         | PARA 4.9 08/15/44                                                                                                                                      | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       291000 | PA      | $224649.74    | 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      | $654591.92    | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy Inc.                                                                        | VNOM 5.375 11/01/27 144A                                                                                                                               | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |       192000 | PA      | $192334.65    | 0.01%             | 2027-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                        | WFC V4.897 07/25/33 MTN                                                                                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1200613.19   | 0.04%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  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      | $263788.00    | 0.01%             | 2046-02-20      | Fixed         | 6.73%                 | No            |                  3 | 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      | $1007951.62   | 0.03%             | 2054-04-16      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: —       |
| Carrington Mtg Nc5                                                                       | CARR 2006-NC5 A3                                                                                                                                       | CUSIP: 144539AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       945483 | PA      | $844886.60    | 0.03%             | 2037-01-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| JOL Air Limited                                                                          | JOLAR 2019-1 A                                                                                                                                         | CUSIP: 46651NAA2<br>LEI: 549300TS4MUGCDXPW498 | Long             | ABS-O            | CORP              | KY        |       137568 | PA      | $136248.06    | 0.00%             | 2044-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 3.75 02/01/50                                                                                                                                       | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       183000 | PA      | $129356.73    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                                                              | COF V5.247 07/26/30                                                                                                                                    | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1227897.37   | 0.04%             | 2030-07-26      | Fixed         | 5.25%                 | 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      | $667084.18    | 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        |       441147 | PA      | $450846.68    | 0.01%             | 2049-12-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| GILEAD 2025-1 AVIATION LIMITED                                                           | GHOST 2025-1A A                                                                                                                                        | CUSIP: 37556TAA4<br>LEI: 549300WTZWR07K8MNV44 | Long             | ABS-O            | CORP              | US        |       642050 | PA      | $655189.00    | 0.02%             | 2050-03-15      | Fixed         | 5.79%                 | 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      | $256615.73    | 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      | $302472.58    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AASET MT-1 LTD 5.522%                                                                    | AASET MT-1 LTD 5.522%                                                                                                                                  | CUSIP: 00039NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       350000 | PA      | $354248.30    | 0.01%             | 2050-02-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VDCM COMMER. MTGE. TS VAR                                                                | VDCM COMMER. MTGE. TS VAR                                                                                                                              | CUSIP: 91825CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $602381.03    | 0.02%             | 2044-07-13      | Floating      | 5.23%                 | No            |                  3 | On Loan: No      |
| J.G.WENTWORTH XXXV LLC                                                                   | HENDR 2015-2A A                                                                                                                                        | CUSIP: 46619RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        53583 | PA      | $49143.13     | 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      | $4363874.65   | 0.14%             | 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      | $200397.63    | 0.01%             | 2027-05-01      | Fixed         | 5.62%                 | 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      | $598276.27    | 0.02%             | 2033-08-05      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                  | SORT 2022-1A A2                                                                                                                                        | CUSIP: 12530MAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1709978 | PA      | $1721961.14   | 0.05%             | 2062-08-15      | Fixed         | 6.11%                 | 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        |       300000 | PA      | $316006.35    | 0.01%             | 2040-03-30      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AH9735                                                                                                                                              | CUSIP: 3138ABY94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        37173 | PA      | $36936.93     | 0.00%             | 2041-04-01      | 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        |       125000 | PA      | $89518.83     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | 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      | $1729256.80   | 0.05%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| British Columbia (Province Of)                                                           | BRCOL 4.15 06/18/34                                                                                                                                    | CUSIP: 110709AK8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | MUN               | CA        |      2600000 | PA      | $1969832.94   | 0.06%             | 2034-06-18      | Fixed         | 4.15%                 | 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      | $621600.00    | 0.02%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                    | JGB 2 12/20/44 191                                                                                                                                     | CUSIP: J2S39L6N9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    430000000 | PA      | $2828956.85   | 0.09%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  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      | $1111388.03   | 0.03%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: —       |
| Henneman Trust                                                                           | GL 6.58 05/15/55 144A                                                                                                                                  | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       450000 | PA      | $452645.57    | 0.01%             | 2055-05-15      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FHR 5554 A                                                                                                                                             | CUSIP: 3137HMA67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       400000 | PA      | $400949.58    | 0.01%             | 2053-04-25      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                                  | VW 5.35 03/27/30 144A                                                                                                                                  | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       900000 | PA      | $915907.60    | 0.03%             | 2030-03-27      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | G2 MA6287                                                                                                                                              | CUSIP: 36179U6Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       177510 | PA      | $177279.87    | 0.01%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | PCG 2.1 08/01/27                                                                                                                                       | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       250000 | PA      | $236848.60    | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| LENDMARK FUNDING TRUST                                                                   | LFT 2021-1A A                                                                                                                                          | CUSIP: 52607MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2200000 | PA      | $2109988.10   | 0.07%             | 2031-11-20      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 785788                                                                                                                                              | CUSIP: 3622ABJ94<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       282754 | PA      | $238969.35    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CPPIB Capital Inc                                                                        | CPPIBC 4.3 06/02/34                                                                                                                                    | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |      2500000 | PA      | $1916118.96   | 0.06%             | 2034-06-02      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabia (Kingdom of)                                                                | KSA 5.375 01/13/31 144A                                                                                                                                | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |       600000 | PA      | $622684.84    | 0.02%             | 2031-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | PCG 2.5 02/01/31                                                                                                                                       | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       450000 | PA      | $390859.52    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                             | AVGO 3.469 04/15/34 144A                                                                                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $1242196.02   | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  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      | $2469929.75   | 0.08%             | 2036-04-15      | Variable      | 5.10%                 | 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      | $141159.90    | 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      | $2050110.41   | 0.06%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                         | PARA 5.9 10/15/40                                                                                                                                      | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       187000 | PA      | $170641.99    | 0.01%             | 2040-10-15      | Fixed         | 5.90%                 | 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      | $904682.25    | 0.03%             | 2052-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Goodleap Sustainable Home Solutions Trust 2021-3                                         | GOOD 2021-3CS A                                                                                                                                        | CUSIP: 382371AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1562193 | PA      | $1227223.44   | 0.04%             | 2048-05-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                       | META 5.75 05/15/63                                                                                                                                     | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       790000 | PA      | $799247.27    | 0.02%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 7.008 05/01/64                                                                                                                                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       300000 | PA      | $329824.20    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                    | JGB 2.3 12/20/54 85                                                                                                                                    | CUSIP: J2S39L6L3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    330000000 | PA      | $2059502.12   | 0.06%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V5.23 01/15/31                                                                                                                                      | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       300000 | PA      | $307189.26    | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                                                  | COMET 2022-A3 A                                                                                                                                        | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |      1200000 | PA      | $1201525.44   | 0.04%             | 2027-10-15      | Fixed         | 4.95%                 | 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        |       206844 | PA      | $282630.65    | 0.01%             | 2044-06-15      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AQ0221                                                                                                                                              | CUSIP: 3138MFG76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8094 | PA      | $7164.23      | 0.00%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  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      | $504635.40    | 0.02%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                | WBD 4.054 03/15/29                                                                                                                                     | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      2776000 | PA      | $2407977.91   | 0.07%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H15 FB                                                                                                                                        | CUSIP: 38376RCZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       809269 | PA      | $809404.70    | 0.03%             | 2065-06-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V3.509 01/23/29                                                                                                                                    | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $979689.74    | 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      | $1349412.51   | 0.04%             | 2037-03-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5332                                                                                                                                              | CUSIP: 36179T4R3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        86988 | PA      | $87009.57     | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 6.858 05/01/54                                                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       500000 | PA      | $547845.29    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  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      | $308683.48    | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                      | D 5 06/15/30                                                                                                                                           | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       500000 | PA      | $510478.28    | 0.02%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  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      | $1416443.81   | 0.04%             | 2028-03-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA1368                                                                                                                                              | CUSIP: 3140Q8QW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       398082 | PA      | $377075.10    | 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        |       149932 | PA      | $146108.77    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GPMT LTD                                                                                 | GPMT 2021-FL3 A                                                                                                                                        | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       629278 | PA      | $618653.07    | 0.02%             | 2035-07-16      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                                      | CATMED 6.461 11/01/52                                                                                                                                  | CUSIP: 20268JAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1005000 | PA      | $1067065.51   | 0.03%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                                                          | SBUX 4 11/15/28                                                                                                                                        | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       475000 | PA      | $471767.83    | 0.01%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Nissan Motor Co Ltd.                                                                     | NSANY 3.522 09/17/25 144A                                                                                                                              | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      2100000 | PA      | $2088322.61   | 0.06%             | 2025-09-17      | Fixed         | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V5.164 04/20/29 MTN                                                                                                                                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2130000 | PA      | $2172125.48   | 0.07%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  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      | $1323721.72   | 0.04%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                         | CSGP 2.8 07/15/30 144A                                                                                                                                 | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       625000 | PA      | $565667.31    | 0.02%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| DOLP 2021-NYC                                                                            | DOLP 2021-NYC A                                                                                                                                        | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2100000 | PA      | $1871940.42   | 0.06%             | 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      | $1074829.21   | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | BACR V7.325 11/02/26                                                                                                                                   | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       525000 | PA      | $529395.69    | 0.02%             | 2026-11-02      | Fixed         | 7.33%                 | 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      | $915255.61    | 0.03%             | 2032-03-25      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | INTNED V1.4 07/01/26 144A                                                                                                                              | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1000000.00   | 0.03%             | 2026-07-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc.                                                         | BMCAUS 5 02/15/27 144A                                                                                                                                 | CUSIP: 853496AC1<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       200000 | PA      | $199687.74    | 0.01%             | 2027-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corporation                                                                  | BKH 2.5 06/15/30                                                                                                                                       | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       490000 | PA      | $441165.30    | 0.01%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN AR9291                                                                                                                                              | CUSIP: 3138W7KD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       274561 | PA      | $241889.45    | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 669959                                                                                                                                              | CUSIP: 36295GJC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       518376 | PA      | $463877.47    | 0.01%             | 2045-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                                                                 | SWKS 1.8 06/01/26                                                                                                                                      | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2140277.18   | 0.07%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                            | USB V5.85 10/21/33                                                                                                                                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      2075000 | PA      | $2183796.31   | 0.07%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H17 FL                                                                                                                                        | CUSIP: 38376REV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |        49318 | PA      | $49399.41     | 0.00%             | 2065-06-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | EIX 3.7 08/01/25 E                                                                                                                                     | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       500000 | PA      | $499384.30    | 0.02%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AQ9317                                                                                                                                              | CUSIP: 3138MRK75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15722 | PA      | $14292.86     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  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      | $607203.98    | 0.02%             | 2033-07-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST 2022-NQM4                                                                     | GCAT 2022-NQM4 A3                                                                                                                                      | CUSIP: 36170HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1367494 | PA      | $1366771.53   | 0.04%             | 2067-09-25      | Variable      | 5.73%                 | 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      | $664433.63    | 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      | $604696.21    | 0.02%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| DYAL CAP 6.55%                                                                           | DYAL CAP 6.55%                                                                                                                                         | CUSIP: 26799ADL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       644000 | PA      | $645438.70    | 0.02%             | 2044-06-15      | Variable      | 6.55%                 | No            |                  3 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3                                                | BRAVO 2024-NQM3 A2                                                                                                                                     | CUSIP: 10569LAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       425628 | PA      | $429530.35    | 0.01%             | 2064-03-25      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AQ7310                                                                                                                                              | CUSIP: 3138MPDQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5900 | PA      | $5332.35      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                        | WFC 3 10/23/26                                                                                                                                         | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $983162.76    | 0.03%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AS9928                                                                                                                                              | CUSIP: 3138WLA60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       177003 | PA      | $172489.75    | 0.01%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                          | DANBNK V1.621 09/11/26 144A                                                                                                                            | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      1800000 | PA      | $1789000.52   | 0.06%             | 2026-09-11      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | G2 3001                                                                                                                                                | CUSIP: 36202DKN0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2135 | PA      | $2248.03      | 0.00%             | 2030-11-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 594243                                                                                                                                              | CUSIP: 31387UEQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          830 | PA      | $837.65       | 0.00%             | 2030-12-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| ResLoC UK 2007-1 PLC                                                                     | RLOC 2007-1X A3A                                                                                                                                       | CUSIP: G7521KAQ6<br>LEI: 213800RE18XIC3OI1847 | Long             | ABS-O            | CORP              | GB        |       470221 | PA      | $543150.95    | 0.02%             | 2043-12-15      | Floating      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                                        | EXPE 3.8 02/15/28                                                                                                                                      | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |       300000 | PA      | $295643.32    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | 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        |         1085 | PA      | $1059.56      | 0.00%             | 2033-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 620051                                                                                                                                              | CUSIP: 31389AZQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3927 | PA      | $3842.65      | 0.00%             | 2032-08-01      | Variable      | 4.19%                 | 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      | $169520.84    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG Q57853                                                                                                                                              | CUSIP: 3132Y1WP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       438512 | PA      | $427227.44    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 620062                                                                                                                                              | CUSIP: 31389AZ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2490 | PA      | $2467.41      | 0.00%             | 2037-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 395136                                                                                                                                              | CUSIP: 31378C4V1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1043 | PA      | $1033.79      | 0.00%             | 2027-07-01      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                | RTX 4.125 11/16/28                                                                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       525000 | PA      | $523063.13    | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | 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      | $37595.19     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  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      | $1004438.00   | 0.03%             | 2036-04-20      | Floating      | 0.00%                 | 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      | $986461.95    | 0.03%             | 2029-04-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA1119                                                                                                                                              | CUSIP: 3140Q8G58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       339788 | PA      | $321910.36    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | 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      | $2175733.19   | 0.07%             | 2028-01-15      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 620035                                                                                                                                              | CUSIP: 31389AY80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3083 | PA      | $3017.09      | 0.00%             | 2033-05-01      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 563497                                                                                                                                              | CUSIP: 31386G7J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2240 | PA      | $2237.72      | 0.00%             | 2040-11-01      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                                      | LGATE 2007-1 A2A                                                                                                                                       | CUSIP: G571A3AW5<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-O            | CORP              | GB        |       328365 | PA      | $442667.15    | 0.01%             | 2061-01-01      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AZ6406                                                                                                                                              | CUSIP: 3138YYDL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       415649 | PA      | $369807.49    | 0.01%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 620064                                                                                                                                              | CUSIP: 31389AZ55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          840 | PA      | $838.67       | 0.00%             | 2038-01-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 620061                                                                                                                                              | CUSIP: 31389AZ22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          884 | PA      | $873.44       | 0.00%             | 2027-11-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AS8381                                                                                                                                              | CUSIP: 3138WJJ33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       151810 | PA      | $148111.75    | 0.00%             | 2046-11-01      | Fixed         | 4.50%                 | 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      | $418534.71    | 0.01%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 651074                                                                                                                                              | CUSIP: 31390NJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4129 | PA      | $4133.04      | 0.00%             | 2032-06-01      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FH 847259                                                                                                                                              | CUSIP: 3128JRB47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          357 | PA      | $366.48       | 0.00%             | 2034-03-01      | Variable      | 6.62%                 | No            |                  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      | $198474.54    | 0.01%             | 2028-04-06      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN BH9288                                                                                                                                              | CUSIP: 3140GYKA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       119936 | PA      | $113626.23    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 603266                                                                                                                                              | CUSIP: 36200KFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1798 | PA      | $1851.82      | 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        |         3919 | PA      | $3848.89      | 0.00%             | 2034-10-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5400                                                                                                                                              | CUSIP: 36179T7M1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100456 | PA      | $100321.16    | 0.00%             | 2048-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                | RTX 3.95 08/16/25                                                                                                                                      | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       350000 | PA      | $349587.67    | 0.01%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG Q01536                                                                                                                                              | CUSIP: 3132GEV56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          800 | PA      | $811.66       | 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        |        14582 | PA      | $13163.89     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  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      | $1519463.33   | 0.05%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  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      | $74081.19     | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG A13707                                                                                                                                              | CUSIP: 31296NDL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          205 | PA      | $207.53       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 614602                                                                                                                                              | CUSIP: 36290QX75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1746 | PA      | $1786.28      | 0.00%             | 2033-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BJ9253                                                                                                                                              | CUSIP: 3140HBH76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       233669 | PA      | $221362.54    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                               | VMW 4.65 05/15/27                                                                                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       700000 | PA      | $704386.37    | 0.02%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FH 788303                                                                                                                                              | CUSIP: 31295MGL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1554 | PA      | $1574.51      | 0.00%             | 2031-07-01      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG G01981                                                                                                                                              | CUSIP: 3128LXFW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3071 | PA      | $3123.02      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                             | TXT 2.45 03/15/31                                                                                                                                      | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1507889.32   | 0.05%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FNA 2020-M33 X2                                                                                                                                        | CUSIP: 3136BBAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      6897282 | PA      | $403332.73    | 0.01%             | 2031-01-25      | Variable      | 2.35%                 | 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      | $1608567.80   | 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      | $2051398.89   | 0.06%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: —       |
| Saxon Asset Securities Trust 2004-2                                                      | SAST 2004-1 M1                                                                                                                                         | CUSIP: 805564PN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        34586 | PA      | $30669.65     | 0.00%             | 2035-03-25      | Variable      | 1.54%                 | No            |                  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      | $484392.83    | 0.02%             | 2037-03-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5193                                                                                                                                              | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       392868 | PA      | $383730.57    | 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        |       210133 | PA      | $204230.03    | 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      | $48064.43     | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                   | ROP 4.2 09/15/28                                                                                                                                       | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       500000 | PA      | $498367.46    | 0.02%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding PLC                                                                      | LGATE 2008-W1X A1                                                                                                                                      | CUSIP: G571A3BB0<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-O            | CORP              | GB        |       234983 | PA      | $319393.64    | 0.01%             | 2061-01-01      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Sempra                                                                                   | SRE 3.4 02/01/28                                                                                                                                       | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       275000 | PA      | $268568.42    | 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        |       100000 | PA      | $88521.06     | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA1194                                                                                                                                              | CUSIP: 3140Q8KG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       115041 | PA      | $108970.08    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 4833                                                                                                                                                | CUSIP: 36202FLN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1849 | PA      | $1769.46      | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG A12413                                                                                                                                              | CUSIP: 31296LVE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1308 | PA      | $1326.82      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 567909                                                                                                                                              | CUSIP: 36213X3S1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2113 | PA      | $2160.43      | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 605698                                                                                                                                              | CUSIP: 36200N3F6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        16236 | PA      | $16554.13     | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AS0860                                                                                                                                              | CUSIP: 3138W95W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1332 | PA      | $1311.38      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BH3407                                                                                                                                              | CUSIP: 3140GRYD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       181550 | PA      | $175425.49    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BM3211                                                                                                                                              | CUSIP: 3140J7R98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       158137 | PA      | $149831.61    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | 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      | $273532.17    | 0.01%             | 2035-06-30      | Fixed         | 5.46%                 | 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      | $44810.96     | 0.00%             | 2027-06-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5399                                                                                                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       970901 | PA      | $946320.32    | 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        |        84785 | PA      | $82649.47     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | 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      | $1303190.44   | 0.04%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                               | LDOS 5.75 03/15/33                                                                                                                                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1485754.93   | 0.05%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN CB6179                                                                                                                                              | CUSIP: 3140QR2M4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2143759 | PA      | $2121852.83   | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                | AER 6.15 09/30/30                                                                                                                                      | CUSIP: 00774MBE4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      2095000 | PA      | $2235104.77   | 0.07%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  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        |       430000 | PA      | $460630.04    | 0.01%             | 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        |      2810000 | PA      | $2994008.56   | 0.09%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| GFL Environmental Inc.                                                                   | GFLCN 6.75 01/15/31 144A                                                                                                                               | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |       190000 | PA      | $199057.87    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                | GS V7.5 PERP X                                                                                                                                         | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1108198.35   | 0.03%             | 2049-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                                                 | JPMMT 2021-12 A6                                                                                                                                       | CUSIP: 46592WAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1446388 | PA      | $1347619.92   | 0.04%             | 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        |       397000 | PA      | $396305.25    | 0.01%             | 2031-05-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM8                                                                      | OBX 2024-NQM8 A3                                                                                                                                       | CUSIP: 67119CAC4<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |       188124 | PA      | $190419.23    | 0.01%             | 2064-05-25      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Anglo American Capital PLC                                                               | AALLN 5.75 04/05/34 144A                                                                                                                               | CUSIP: 034863BE9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $1033162.23   | 0.03%             | 2034-04-05      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| Selective Insurance Group Inc.                                                           | SIGI 5.9 04/15/35                                                                                                                                      | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |       300000 | PA      | $306944.43    | 0.01%             | 2035-04-15      | Fixed         | 5.90%                 | 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      | $305206.29    | 0.01%             | 2028-06-17      | Fixed         | 5.70%                 | 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      | $1372926.95   | 0.04%             | 2034-07-17      | Fixed         | 6.93%                 | Yes           |                  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      | $1370296.19   | 0.04%             | 2039-10-25      | Variable      | 5.78%                 | 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      | $1079000.02   | 0.03%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | 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      | $947460.56    | 0.03%             | 2031-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE5                                                                     | FIGRE 2024-HE5 A                                                                                                                                       | CUSIP: 31684FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1375603 | PA      | $1384152.14   | 0.04%             | 2054-10-25      | Variable      | 5.44%                 | Yes           |                  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      | $1109207.63   | 0.03%             | 2046-11-13      | Variable      | 5.59%                 | 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      | $692513.51    | 0.02%             | 2035-02-15      | Fixed         | 5.20%                 | 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        |       579131 | PA      | $583459.07    | 0.02%             | 2039-11-15      | Fixed         | 6.79%                 | No            |                  3 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R01                                             | CAS 2025-R01 1B1                                                                                                                                       | CUSIP: 20755JAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       650000 | PA      | $651209.10    | 0.02%             | 2045-01-25      | Floating      | 6.02%                 | 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        |       867825 | PA      | $867716.52    | 0.03%             | 2032-01-31      | Floating      | 6.54%                 | 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      | $1334265.75   | 0.04%             | 2042-10-21      | Floating      | 6.02%                 | 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      | $900162.90    | 0.03%             | 2037-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                    | ROMANI 5.875 07/11/32 144A                                                                                                                             | CUSIP: X7360WDM1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      3240000 | PA      | $3840997.45   | 0.12%             | 2032-07-11      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AR9977                                                                                                                                              | CUSIP: 3138W8CP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6646 | PA      | $5786.34      | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AB9820                                                                                                                                              | CUSIP: 31417G4E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       189486 | PA      | $171218.63    | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AQ7146                                                                                                                                              | CUSIP: 3138MN5G1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7793 | PA      | $7092.01      | 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        |        18316 | PA      | $16565.25     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT0654                                                                                                                                              | CUSIP: 3138WMWQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22365 | PA      | $20227.45     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 595198                                                                                                                                              | CUSIP: 36200AGF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |           28 | PA      | $27.69        | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AB9344                                                                                                                                              | CUSIP: 31417GL20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        34921 | PA      | $31591.20     | 0.00%             | 2043-05-01      | 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        |       736208 | PA      | $676514.37    | 0.02%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | C 4.45 09/29/27                                                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       150000 | PA      | $150174.94    | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG G07479                                                                                                                                              | CUSIP: 3128M9UC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         7928 | PA      | $7666.81      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                            | BDX 2.823 05/20/30                                                                                                                                     | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      2975000 | PA      | $2755099.48   | 0.09%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Sensata Technologies Inc                                                                 | ST 3.75 02/15/31 144A                                                                                                                                  | CUSIP: 81728UAB0<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      1210000 | PA      | $1104109.15   | 0.03%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  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      | $5424066.84   | 0.17%             | 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      | $1932559.35   | 0.06%             | 2030-06-20      | Fixed         | 5.36%                 | 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      | $985157.95    | 0.03%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM6 TRUST                                                                      | OBX 2024-NQM6 A3                                                                                                                                       | CUSIP: 67118XAC9<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-O            | CORP              | US        |       251843 | PA      | $255560.93    | 0.01%             | 2064-02-25      | Variable      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 50 LLC                                                             | CERB 2025-1A A                                                                                                                                         | CUSIP: 15673UAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1250000 | PA      | $1250000.00   | 0.04%             | 2037-07-15      | Floating      | 0.00%                 | Yes           |                  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        |      2167902 | PA      | $875949.37    | 0.03%             | 2037-03-25      | Floating      | 0.56%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                                      | EQIX 5.5 06/15/34                                                                                                                                      | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |       170000 | PA      | $174188.28    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTA PT SEC TR 24-CES1                                                                  | VSTA 2024-CES1 A1                                                                                                                                      | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       906319 | PA      | $918493.70    | 0.03%             | 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      | $413842.04    | 0.01%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2024-A                                                                | AQFIT 2024-A B                                                                                                                                         | CUSIP: 03837DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1515000 | PA      | $1507239.11   | 0.05%             | 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      | $551202.60    | 0.02%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Southern Veterinary Partners                                                             | Southern Veterinary Partners Term Loan B 325 2031-10-17                                                                                                | CUSIP: 84410HAN0<br>LEI: 549300DT78GYJYRK0R74 | Long             | LON              | CORP              | US        |       381982 | PA      | $382860.59    | 0.01%             | 2031-10-31      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                             | ANGINC 5 06/15/27                                                                                                                                      | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      1250000 | PA      | $1255552.29   | 0.04%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding 2022-2 LTD / LLC                                              | PSTAT 2022-2A A2                                                                                                                                       | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003732.20   | 0.03%             | 2030-10-15      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Citadel Enterprise                                                                       | Citadel Enterprise Term Loan B 200 2031-10-01                                                                                                          | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |       985116 | PA      | $990229.11    | 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      | $203531.07    | 0.01%             | 2035-11-26      | Fixed         | 5.59%                 | 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      | $203145.80    | 0.01%             | 2030-03-15      | Fixed         | 6.12%                 | 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      | $1101272.70   | 0.03%             | 2042-09-18      | Floating      | 5.87%                 | 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        |       250000 | PA      | $254507.90    | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Paychex Inc                                                                              | PAYX 5.6 04/15/35                                                                                                                                      | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |       440000 | PA      | $455020.76    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | 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      | $1866330.51   | 0.06%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 591851                                                                                                                                              | CUSIP: 36201SQC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4177 | PA      | $4217.09      | 0.00%             | 2033-02-15      | 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        |        33375 | PA      | $33044.41     | 0.00%             | 2037-06-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT6353                                                                                                                                              | CUSIP: 3138WUBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        18736 | PA      | $16583.59     | 0.00%             | 2043-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS 3.95 04/23/27                                                                                                                                       | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       398000 | PA      | $395675.50    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H14 FA                                                                                                                                        | CUSIP: 38376RCB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       749397 | PA      | $749165.85    | 0.02%             | 2065-06-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG V80552                                                                                                                                              | CUSIP: 3132L5TH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4017 | PA      | $3902.85      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | 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        |       140899 | PA      | $141346.03    | 0.00%             | 2065-09-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                            | EQIX 2.15 07/15/30                                                                                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      3470000 | PA      | $3089353.75   | 0.10%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  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      | $213550.10    | 0.01%             | 2053-04-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE 2024-4                                                               | TPMT 2024-4 A1A                                                                                                                                        | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       713044 | PA      | $716854.34    | 0.02%             | 2064-10-27      | Variable      | 4.43%                 | 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      | $1322919.75   | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V4.889 07/20/33                                                                                                                                     | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1201582.60   | 0.04%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Prudential Financial, Inc.                                                               | PRU V6 09/01/52                                                                                                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       600000 | PA      | $605718.60    | 0.02%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                           | APP 5.125 12/01/29                                                                                                                                     | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       585000 | PA      | $592784.50    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Applovin Corp.                                                                           | APP 5.5 12/01/34                                                                                                                                       | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      3135000 | PA      | $3184306.14   | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| FIGRE TRUST 2024-HE6                                                                     | FIGRE 2024-HE6 A                                                                                                                                       | CUSIP: 31684DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       580417 | PA      | $586285.57    | 0.02%             | 2054-12-25      | Variable      | 5.72%                 | Yes           |                  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      | $956547.95    | 0.03%             | 2035-04-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST2024-NQM5                                                                       | OBX 2024-NQM5 A2                                                                                                                                       | CUSIP: 67448NAB4<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-O            | CORP              | US        |       342191 | PA      | $345066.21    | 0.01%             | 2028-03-25      | Variable      | 6.29%                 | 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      | $1006767.00   | 0.03%             | 2037-04-20      | Floating      | 6.69%                 | 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      | $149880.48    | 0.00%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V5.572 04/22/36                                                                                                                                    | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       725000 | PA      | $751632.32    | 0.02%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                        | BRO 5.55 06/23/35                                                                                                                                      | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       125000 | PA      | $127514.77    | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BMO 2025-5C11 MORTGAGE TRUST                                                             | BMO 2025-5C11 A3                                                                                                                                       | CUSIP: 096941AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700000 | PA      | $1771898.27   | 0.06%             | 2058-07-15      | Fixed         | 5.67%                 | Yes           |                  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        |      1120000 | PA      | $1132167.03   | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT2717                                                                                                                                              | CUSIP: 3138WQAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9668 | PA      | $8507.67      | 0.00%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 486670                                                                                                                                              | CUSIP: 36210AT31<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        16197 | PA      | $16729.04     | 0.00%             | 2035-01-15      | Fixed         | 5.50%                 | 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        |        39858 | PA      | $38167.48     | 0.00%             | 2035-05-25      | Variable      | 5.47%                 | 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        |        54487 | PA      | $52627.15     | 0.00%             | 2034-11-21      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAFC 2005-D A1                                                                                                                                         | CUSIP: 06051GDM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       118696 | PA      | $110793.38    | 0.00%             | 2035-05-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FSPC T-61 1A1                                                                                                                                          | CUSIP: 31395A3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGA              | US        |       178118 | PA      | $172182.33    | 0.01%             | 2044-07-25      | Variable      | 4.63%                 | 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        |        50481 | PA      | $49736.51     | 0.00%             | 2045-07-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 804965                                                                                                                                              | CUSIP: 31406BJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8929 | PA      | $9071.42      | 0.00%             | 2034-12-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp                                                              | GSR 2005-AR6 2A1                                                                                                                                       | CUSIP: 362341RX9<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-O            | CORP              | US        |       111958 | PA      | $107672.54    | 0.00%             | 2035-09-25      | Variable      | 5.29%                 | 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        |        63419 | PA      | $63495.05     | 0.00%             | 2034-06-25      | Variable      | 5.88%                 | 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        |       213858 | PA      | $214793.11    | 0.01%             | 2045-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AQ8656                                                                                                                                              | CUSIP: 3138MQTN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5454 | PA      | $4960.05      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AR6051                                                                                                                                              | CUSIP: 3138W3WM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       262339 | PA      | $229352.89    | 0.01%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H11 FC                                                                                                                                        | CUSIP: 38376RBB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       547318 | PA      | $547129.79    | 0.02%             | 2065-05-20      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                             | ORCL 4 07/15/46                                                                                                                                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       250000 | PA      | $192984.42    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                        | EXPE 3.25 02/15/30                                                                                                                                     | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |      3220000 | PA      | $3038745.51   | 0.09%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V4.493 03/24/31                                                                                                                                    | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1060000 | PA      | $1058891.41   | 0.03%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HERA COMMERCIAL MORTGAGE 2021-FL1 L                                                      | HERA 2021-FL1 A                                                                                                                                        | CUSIP: 42704RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       208477 | PA      | $208303.55    | 0.01%             | 2038-02-18      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | TRGP 6.5 03/30/34                                                                                                                                      | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      4090000 | PA      | $4397231.45   | 0.14%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                       | XEL 5.35 05/15/34                                                                                                                                      | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       250000 | PA      | $253698.70    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                           | SNX 6.1 04/12/34                                                                                                                                       | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1369015.52   | 0.04%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| EYECARE PARTNERS LLC TL                                                                  | EYECARE PARTNERS LLC TL                                                                                                                                | CUSIP: 30233PAT7<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |       435192 | PA      | $345797.31    | 0.01%             | 2028-11-30      | Fixed         | 8.71%                 | No            |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                             | UZBEK 6.9 02/28/32 144A                                                                                                                                | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |      2860000 | PA      | $2948360.96   | 0.09%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| WELLFLEET CLO LTD 2022-2R                                                                | WELF 2022-2A BR                                                                                                                                        | CUSIP: 94949FAN3<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1252454.00   | 0.04%             | 2037-10-18      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| STATION PLACE SECURIT FRN                                                                | STATION PLACE SECURIT FRN                                                                                                                              | CUSIP: 85779EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       200000 | PA      | $200000.00    | 0.01%             | 2025-11-17      | Floating      | 5.61%                 | No            |                  3 | On Loan: No      |
| Renaissancere Holdings Ltd.                                                              | RNR 5.8 04/01/35                                                                                                                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |       600000 | PA      | $616888.34    | 0.02%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                               | OKE 5.65 09/01/34                                                                                                                                      | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $101320.86    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC V2.804 05/24/32                                                                                                                                   | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2190000 | PA      | $1946374.59   | 0.06%             | 2032-05-24      | Fixed         | 2.80%                 | 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      | $1070750.09   | 0.03%             | 2033-12-10      | Variable      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-A                                                           | NALT 2024-A A2A                                                                                                                                        | CUSIP: 65481CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1426188 | PA      | $1427903.21   | 0.04%             | 2026-10-15      | Fixed         | 5.11%                 | No            |                  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        |      1364455 | PA      | $1373898.88   | 0.04%             | 2064-11-25      | Variable      | 5.85%                 | 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      | $195090.41    | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| VISTA POINT STZ 2024-CES3                                                                | VSTA 2024-CES3 A1                                                                                                                                      | CUSIP: 92841WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       644377 | PA      | $645600.70    | 0.02%             | 2055-01-25      | Variable      | 5.87%                 | Yes           |                  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        |       695424 | PA      | $699453.16    | 0.02%             | 2053-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA 5.875 02/15/26                                                                                                                                     | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       300000 | PA      | $300334.62    | 0.01%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Llc / Shift4 Payments Finance Subordinated Incorporated                  | FOUR 6.75 08/15/32 144A                                                                                                                                | CUSIP: 82453AAB3<br>LEI: 254900GTEMR7L40VPI74 | Long             | DBT              | CORP              | US        |        40000 | PA      | $41567.76     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| The Kroger Co.                                                                           | KR 5 09/15/34                                                                                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      1115000 | PA      | $1107716.73   | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  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      | $396724.56    | 0.01%             | 2030-08-01      | Floating      | 5.92%                 | 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        |       962166 | PA      | $963115.48    | 0.03%             | 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      | $901346.58    | 0.03%             | 2038-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC V5.13 03/03/31                                                                                                                                    | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       350000 | PA      | $354766.02    | 0.01%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 MORTGAGE LOAN TRUST                                                          | COLT 2025-3 A2                                                                                                                                         | CUSIP: 12674LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       481935 | PA      | $482312.60    | 0.01%             | 2070-03-25      | Variable      | 5.56%                 | 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      | $617206.20    | 0.02%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Neuberger Berman Loan Advisers CLO 27 Ltd.                                               | NEUB 2018-27A CR                                                                                                                                       | CUSIP: 64131WAS6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1105622.21   | 0.03%             | 2038-07-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| 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      | $906389.64    | 0.03%             | 2036-01-20      | Floating      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                         | BERY 4.875 07/15/26 144A                                                                                                                               | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       450000 | PA      | $449806.19    | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  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      | $1268377.87   | 0.04%             | 2032-01-06      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                        | WFC V5.605 04/23/36                                                                                                                                    | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1505000 | PA      | $1554074.99   | 0.05%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO X LTD                                                                        | ELM10 2021-3A AR2                                                                                                                                      | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1000000.00   | 0.03%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                              | BRKHEC 5.8 01/15/55                                                                                                                                    | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1269422.60   | 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      | $1012015.15   | 0.03%             | 2036-01-25      | Floating      | 11.99%                | 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        |       449445 | PA      | $280710.27    | 0.01%             | 2036-02-25      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AB9174                                                                                                                                              | CUSIP: 31417GFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30949 | PA      | $27984.27     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R05                                             | CAS 2024-R05 2M1                                                                                                                                       | CUSIP: 20754XAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       396920 | PA      | $396673.24    | 0.01%             | 2044-07-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS8303                                                                                                                                              | CUSIP: 3140XQGM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2737031 | PA      | $2810678.39   | 0.09%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V4.565 06/14/30                                                                                                                                    | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1205503.13   | 0.04%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Store Master Funding LLC                                                                 | STR 2024-1A A1                                                                                                                                         | CUSIP: 86212XAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       497083 | PA      | $503521.60    | 0.02%             | 2054-05-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                        | WFC 4.3 07/22/27 GMTN                                                                                                                                  | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1125447.69   | 0.03%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA3174                                                                                                                                              | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        67805 | PA      | $64789.24     | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                              | BG 4.2 09/17/29                                                                                                                                        | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       728000 | PA      | $720095.47    | 0.02%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM1 TRUST                                                                      | OBX 2024-NQM1 A2                                                                                                                                       | CUSIP: 67448LAB8<br>LEI: 254900UI1468MQ7I8472 | Long             | ABS-O            | CORP              | US        |            0 | PA      | $0.01         | 0.00%             | 2063-11-25      | Fixed         | 6.25%                 | Yes           |                  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      | $1209982.20   | 0.04%             | 2037-01-20      | Floating      | 6.59%                 | 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        |       316778 | PA      | $318555.63    | 0.01%             | 2054-05-20      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 5.805 05/01/50                                                                                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4275000 | PA      | $4103674.91   | 0.13%             | 2050-05-01      | Fixed         | 5.80%                 | 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      | $1097138.93   | 0.03%             | 2029-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD4473                                                                                                                                              | CUSIP: 3132E06J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       813051 | PA      | $850182.18    | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  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      | $1002955.85   | 0.03%             | 2029-08-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                    | PWR 5.25 08/09/34                                                                                                                                      | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |       457000 | PA      | $462887.22    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                         | FR SD7571                                                                                                                                              | CUSIP: 3132DVMU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      7115943 | PA      | $7465779.89   | 0.23%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TD Synnex Corp                                                                           | SNX 6.1 04/12/34                                                                                                                                       | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $3053957.71   | 0.09%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2                                            | SDART 2024-2 D                                                                                                                                         | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2000000 | PA      | $2066697.20   | 0.06%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  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      | $358670.12    | 0.01%             | 2032-05-14      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-C                                                      | FORDO 2023-C A2A                                                                                                                                       | CUSIP: 344940AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        93326 | PA      | $93380.04     | 0.00%             | 2026-09-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| EYECARE PART TL                                                                          | EYECARE PART TL                                                                                                                                        | CUSIP: 30233PAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | XX        |       122535 | PA      | $124924.79    | 0.00%             | 2028-08-31      | Fixed         | 10.13%                | 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      | $214684.00    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  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      | $616402.59    | 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      | $1593022.58   | 0.05%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2024-A                                                      | FORDL 2024-A A2A                                                                                                                                       | CUSIP: 345290AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        33792 | PA      | $33802.67     | 0.00%             | 2026-07-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc.                                                                     | AHTLN 5.8 04/15/34 144A                                                                                                                                | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |       752000 | PA      | $770035.07    | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: —       |
| BMP COMMERCIAL MORTGAGE TRUST 2024-MF23                                                  | BMP 2024-MF23 B                                                                                                                                        | CUSIP: 05593JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1002680.35   | 0.03%             | 2041-06-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE2                                                                     | FIGRE 2024-HE2 A                                                                                                                                       | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1430966 | PA      | $1462400.73   | 0.05%             | 2054-05-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                                       | DOMREP 6.6 06/01/36 144a                                                                                                                               | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       198000 | PA      | $199673.10    | 0.01%             | 2036-06-01      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| COMM 2024-277P MORTGAGE TRUST                                                            | COMM 2024-277P A                                                                                                                                       | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2125000 | PA      | $2242096.74   | 0.07%             | 2044-08-10      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Terex                                                                                    | Terex Term Loan B 200 2031-09-22                                                                                                                       | CUSIP: 88078FBM9<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | LON              | CORP              | US        |       226290 | PA      | $227869.52    | 0.01%             | 2031-10-01      | Floating      | 6.61%                 | No            |                  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      | $2105271.32   | 0.07%             | 2030-04-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic                                                                       | DOMREP 7.05 02/03/31 REGS                                                                                                                              | CUSIP: P3579ECR6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |       258000 | PA      | $270951.60    | 0.01%             | 2031-02-03      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-2                                                        | BAAT 2023-2A A2                                                                                                                                        | CUSIP: 06054YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        13998 | PA      | $14006.19     | 0.00%             | 2026-08-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| ATLX 2024-RPL2 TRUST                                                                     | ATLX 2024-RPL2 A1                                                                                                                                      | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1851665 | PA      | $1779184.41   | 0.06%             | 2063-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| STREAM INNOVATIONS 2024-2 2024                                                           | STRE 2024-2A A                                                                                                                                         | CUSIP: 86324EAA5<br>LEI: 7437000ZP669LKUTZ738 | Long             | ABS-O            | CORP              | US        |      1523991 | PA      | $1542579.62   | 0.05%             | 2045-02-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                       | ALTDE 2025-1A A                                                                                                                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       587623 | PA      | $600512.27    | 0.02%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING 50 LLC                                                             | CERB 2025-1A B                                                                                                                                         | CUSIP: 15673UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $300000.00    | 0.01%             | 2037-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERICAL MORTGAGE TRUST 2024-MGP                                           | WFCM 2024-MGP A12                                                                                                                                      | CUSIP: 95003TAS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700000 | PA      | $1694343.76   | 0.05%             | 2041-08-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc.                                                  | IFF 1.832 10/15/27 144A                                                                                                                                | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       170000 | PA      | $160253.48    | 0.00%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                  | UNH 3.05 05/15/41                                                                                                                                      | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       300000 | PA      | $220628.33    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                      | CCCIT 2023-A1 A1                                                                                                                                       | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |      1250000 | PA      | $1253932.38   | 0.04%             | 2027-12-08      | Fixed         | 5.23%                 | 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      | $1345654.10   | 0.04%             | 2037-01-20      | Floating      | 8.29%                 | Yes           |                  2 | On Loan: No      |
| Brazil (Federative Republic)                                                             | BRAZIL 6.125 03/15/34                                                                                                                                  | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |       400000 | PA      | $397024.11    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Creative Planning                                                                        | Creative Planning Term Loan B (Incremental) 225 2031-05-01                                                                                             | CUSIP: 1261MAAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       150000 | PA      | $150047.25    | 0.00%             | 2031-05-17      | Floating      | 6.88%                 | No            |                  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      | $842113.02    | 0.03%             | 2046-11-13      | Variable      | 5.99%                 | 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        |       581978 | PA      | $549331.83    | 0.02%             | 2069-08-01      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NY 2025-299P A                                                                           | NY 2025-299P C                                                                                                                                         | CUSIP: 62957FAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1650000 | PA      | $1699686.86   | 0.05%             | 2035-02-10      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA TR 2025-HGLR                                                            | HGMT 2025-HGLR A                                                                                                                                       | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1100000 | PA      | $1130789.66   | 0.04%             | 2045-02-05      | Variable      | 5.64%                 | 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      | $2548406.76   | 0.08%             | 2037-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | ARAMCO 5.75 07/17/54 144A                                                                                                                              | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |       290000 | PA      | $272542.00    | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IX CLO                                                                     | CEDF 2018-9A AR                                                                                                                                        | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1085000 | PA      | $1089743.19   | 0.03%             | 2037-07-20      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERICAL MORTGAGE TRUST 2024-MGP                                           | WFCM 2024-MGP B12                                                                                                                                      | CUSIP: 95003TAU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       800000 | PA      | $789893.64    | 0.02%             | 2041-08-15      | Floating      | 6.41%                 | Yes           |                  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      | $2251653.92   | 0.07%             | 2056-12-15      | Fixed         | 6.16%                 | 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      | $455616.25    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | 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      | $438210.25    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                       | PERU 5.375 02/08/35                                                                                                                                    | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |       100000 | PA      | $100067.00    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                            | VLTO 5.45 09/18/33                                                                                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      1790000 | PA      | $1847196.16   | 0.06%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Smbc Aviation Capital Finance                                                            | SMBCAC 5.1 04/01/30 144A                                                                                                                               | CUSIP: 78448TAN2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |       785000 | PA      | $797238.46    | 0.02%             | 2030-04-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: —       |
| AQUA FINANCE ISSUERTRUST 2025-A                                                          | AQFIT 2025-A A                                                                                                                                         | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       540245 | PA      | $544046.35    | 0.02%             | 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      | $410612.77    | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2025-3 LTD                                                                | CGMS 2025-3A A                                                                                                                                         | CUSIP: 14320EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4050000 | PA      | $4050000.00   | 0.13%             | 2038-07-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd / LLC                                                              | HLSY 2023-7A A1R                                                                                                                                       | CUSIP: 40638LAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      2500000 | PA      | $2500000.00   | 0.08%             | 2038-07-20      | Variable      | 0.00%                 | Yes           |                  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        |        86955 | PA      | $77703.91     | 0.00%             | 2037-02-25      | Variable      | 4.45%                 | 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        |        22087 | PA      | $21138.91     | 0.00%             | 2035-07-19      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT0750                                                                                                                                              | CUSIP: 3138WMZQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         6477 | PA      | $5874.46      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG A30096                                                                                                                                              | CUSIP: 31297KC91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         4074 | PA      | $4136.19      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT2668                                                                                                                                              | CUSIP: 3138WP6E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       292914 | PA      | $258041.55    | 0.01%             | 2043-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI HIGHER EDUCATION ASSISTANCE CORPORATION                                      | MHEAC 2014-1 A1                                                                                                                                        | CUSIP: 60535YAA1<br>LEI: 549300HWPV47979HMV21 | Long             | ABS-O            | CORP              | US        |       151039 | PA      | $150278.97    | 0.00%             | 2035-10-25      | Floating      | 5.12%                 | 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      | $1479356.00   | 0.05%             | 2033-08-10      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                | PHILIP 2.95 05/05/45                                                                                                                                   | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1730000 | PA      | $1186736.91   | 0.04%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Glencore Funding LLC                                                                     | GLENLN 6.5 10/06/33 144A                                                                                                                               | CUSIP: 378272BQ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10090000 | PA      | $10946311.11  | 0.34%             | 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      | $550030.46    | 0.02%             | 2030-12-28      | Fixed         | 7.55%                 | Yes           |                  2 | On Loan: No      |
| J.P.MORGAN MORTGAGE TRUST 2024-1                                                         | JPMMT 2024-1 A4                                                                                                                                        | CUSIP: 46657PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       878982 | PA      | $887303.46    | 0.03%             | 2054-06-25      | Variable      | 6.00%                 | 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      | $257852.56    | 0.01%             | 2030-06-20      | Fixed         | 6.48%                 | Yes           |                  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      | $1284516.04   | 0.04%             | 2031-04-30      | Fixed         | 7.12%                 | 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        |       443795 | PA      | $448010.82    | 0.01%             | 2044-06-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Owens Corning                                                                            | OC 5.95 06/15/54                                                                                                                                       | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |       280000 | PA      | $283468.38    | 0.01%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| LAD AUTO RECEIVABLES TR 2024-3                                                           | LADAR 2024-3A C                                                                                                                                        | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       825000 | PA      | $829293.88    | 0.03%             | 2030-03-15      | Fixed         | 4.93%                 | 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        |      1473429 | PA      | $1491716.97   | 0.05%             | 2046-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                      | D 3.375 04/01/30 C                                                                                                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       225000 | PA      | $213913.49    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| PRPM LLC 2024-6                                                                          | PRPM 2024-6 A1                                                                                                                                         | CUSIP: 74390PAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       463814 | PA      | $465245.94    | 0.01%             | 2029-11-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | C V6.75 PERP EE                                                                                                                                        | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       200000 | PA      | $201972.80    | 0.01%             | 2049-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                                               | EART 2025-1A A2                                                                                                                                        | CUSIP: 30167MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       835300 | PA      | $835406.22    | 0.03%             | 2027-09-15      | Fixed         | 4.70%                 | No            |                  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        |      1266931 | PA      | $1276043.89   | 0.04%             | 2065-01-25      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| U.S. Treasury Security Stripped Interest Security                                        | S 0 05/15/32                                                                                                                                           | CUSIP: 9128337R5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3306100 | PA      | $2499278.86   | 0.08%             | 2032-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H032670<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |     -2000000 | PA      | $-1818535.77  | -0.06%            | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V1.794 02/13/32 MTN                                                                                                                                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       725000 | PA      | $620461.04    | 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        |       650000 | PA      | $560262.86    | 0.02%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 5.95 04/01/55                                                                                                                                     | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       600000 | PA      | $572009.96    | 0.02%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                        | FDX 4.1 02/01/45 144A                                                                                                                                  | CUSIP: 31428XCS3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       150000 | PA      | $114929.59    | 0.00%             | 2045-02-01      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA5649                                                                                                                                              | CUSIP: 31418FH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1301 | PA      | $1372.27      | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                     | STLD 5.75 05/15/55                                                                                                                                     | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       600000 | PA      | $582151.96    | 0.02%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                   | WM 1.15 03/15/28                                                                                                                                       | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |       250000 | PA      | $231764.69    | 0.01%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| Banco Santander, S.A.                                                                    | SANTAN 2.749 12/03/30                                                                                                                                  | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |       200000 | PA      | $178203.06    | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | 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      | $875248.52    | 0.03%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance US LLC                                                                    | AMRZ 5.4 04/07/35 144A                                                                                                                                 | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |       700000 | PA      | $710575.37    | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | 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        |       555000 | PA      | $594692.49    | 0.02%             | 2033-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BCAP LLC Trust 2006-AA2                                                                  | BCAP 2006-AA2 A1                                                                                                                                       | CUSIP: 05530MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1945834 | PA      | $1792301.69   | 0.06%             | 2037-01-25      | Floating      | 4.31%                 | 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      | $4839146.47   | 0.15%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37000000 | PA      | $30683475.81  | 0.95%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer Llc                                                                | SPRO 2019-1A A2                                                                                                                                        | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1275750 | PA      | $1255625.62   | 0.04%             | 2049-10-25      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                          | CCOI 7 06/15/27 144A                                                                                                                                   | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       262000 | PA      | $263436.28    | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AI8842                                                                                                                                              | CUSIP: 3138ANZG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        14677 | PA      | $14601.82     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AB7728                                                                                                                                              | CUSIP: 31417ESS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5885 | PA      | $5190.88      | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA1225                                                                                                                                              | CUSIP: 36179NLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       109333 | PA      | $104492.67    | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT0292                                                                                                                                              | CUSIP: 3138WMKE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         5883 | PA      | $5372.29      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | NWIDE 4.85 07/27/27 144A                                                                                                                               | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $657155.53    | 0.02%             | 2027-07-27      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: —       |
| NYMT LOAN TST. 2022 5.25%                                                                | NYMT LOAN TST. 2022 5.25%                                                                                                                              | CUSIP: 62956BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2797725 | PA      | $2870189.13   | 0.09%             | 2062-07-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Ltd.                                                          | HORZN 2018-1 A                                                                                                                                         | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       100313 | PA      | $95850.73     | 0.00%             | 2038-12-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                     | GM 6 01/09/28                                                                                                                                          | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      1405000 | PA      | $1447536.14   | 0.04%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                             | ORCL 2.95 04/01/30                                                                                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       121000 | PA      | $113030.98    | 0.00%             | 2030-04-01      | Fixed         | 2.95%                 | 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      | $39668.67     | 0.00%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                                | RTX 6.1 03/15/34                                                                                                                                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2745000 | PA      | $2968951.20   | 0.09%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| TOWD POINT TRVOV TR 2024-A                                                               | TOWD POINT TRVOV TR 2024-A ABS 2069-12-03 USD                                                                                                          | CUSIP: 89183JBJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       477157 | PA      | $479304.68    | 0.01%             | 2040-11-01      | Variable      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Prosus NV                                                                                | PRXNA 3.832 02/08/51 144A                                                                                                                              | CUSIP: 74365PAE8<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $128750.02    | 0.00%             | 2051-02-08      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 5.705 05/01/40                                                                                                                                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1075000 | PA      | $1062769.63   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | 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      | $881342.00    | 0.03%             | 2054-05-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Vb-S1 Issuer Llc 2016-1                                                                  | VBTEL 2024-1A D                                                                                                                                        | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1100000 | PA      | $1130125.04   | 0.04%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST                                                               | JPMMT 2021-13 A6                                                                                                                                       | CUSIP: 46592XAN4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       641862 | PA      | $598544.96    | 0.02%             | 2052-04-25      | Variable      | 2.50%                 | Yes           |                  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        |       314356 | PA      | $320347.06    | 0.01%             | 2035-11-20      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp.                                                                       | STT V3.152 03/30/31                                                                                                                                    | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |        50000 | PA      | $47254.40     | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                         | DB V2.129 11/24/26                                                                                                                                     | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |       450000 | PA      | $445485.38    | 0.01%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8033                                                                                                                                              | CUSIP: 3132DV4S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        24719 | PA      | $23994.80     | 0.00%             | 2049-12-01      | 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        |       225000 | PA      | $212334.70    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NYMT LOAN TRUST SERIES 2024-BPL2                                                         | NYMT 2024-BPL2 A1                                                                                                                                      | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1011483.80   | 0.03%             | 2039-05-25      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| CAPSTONE ACQ TL                                                                          | CAPSTONE ACQ TL                                                                                                                                        | CUSIP: LX2437536<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       457449 | PA      | $455949.01    | 0.01%             | 2029-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STATION PLACE SECURIT FRN                                                                | STATION PLACE SECURIT FRN                                                                                                                              | CUSIP: 85773HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $400000.00    | 0.01%             | 2025-11-17      | Floating      | 5.61%                 | No            |                  3 | On Loan: No      |
| Jefferies Finance/JFIN Co-Issuer Corp                                                    | Jefferies Finance/JFIN Co-Issuer Corp Term Loan B 300 2031-09-24                                                                                       | CUSIP: LX2481344<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |       149250 | PA      | $149716.41    | 0.00%             | 2031-10-09      | Floating      | 7.64%                 | 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      | $1371436.04   | 0.04%             | 2030-01-15      | Fixed         | 5.88%                 | 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        |       444848 | PA      | $447313.20    | 0.01%             | 2069-11-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                      | NEE V6.375 08/15/55                                                                                                                                    | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       250000 | PA      | $255913.93    | 0.01%             | 2055-08-15      | Fixed         | 6.38%                 | 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      |
| Avis Budget Rental Car Funding AESOP LLC                                                 | AESOP 2023-5A D                                                                                                                                        | CUSIP: 05377RKJ2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       250000 | PA      | $252919.25    | 0.01%             | 2028-04-20      | Fixed         | 7.35%                 | Yes           |                  2 | On Loan: No      |
| BGC Group Inc                                                                            | BGC 6.15 04/02/30 144A                                                                                                                                 | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       705000 | PA      | $715029.41    | 0.02%             | 2030-04-02      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                 | AESOP 2023-1A D                                                                                                                                        | CUSIP: 05377RJQ8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |       240000 | PA      | $244607.63    | 0.01%             | 2029-04-20      | Fixed         | 7.59%                 | Yes           |                  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        |       555000 | PA      | $601227.06    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT4000                                                                                                                                              | CUSIP: 3138WRNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8446 | PA      | $7633.20      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H16 FM                                                                                                                                        | CUSIP: 38376REA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       937871 | PA      | $937926.93    | 0.03%             | 2065-07-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | C V6.25 PERP T                                                                                                                                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       150000 | PA      | $151840.65    | 0.00%             | 2049-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM 2.95 10/01/26                                                                                                                                      | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       700000 | PA      | $690017.72    | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| COREVEST AMERICAN FINANCE 2021-3 TRUST                                                   | CAFL 2021-3 D                                                                                                                                          | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $89714.02     | 0.00%             | 2054-10-15      | Fixed         | 3.47%                 | 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        |       276945 | PA      | $285856.23    | 0.01%             | 2048-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                     | ACAFP V6.251 01/10/35 144A                                                                                                                             | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      2055000 | PA      | $2137801.77   | 0.07%             | 2035-01-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                            | JEF 6.2 04/14/34                                                                                                                                       | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4604703.64   | 0.14%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DaVita                                                                                   | DaVita Term Loan B 200 2031-04-10                                                                                                                      | CUSIP: 23918VBB9<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | LON              | CORP              | US        |       286321 | PA      | $288183.11    | 0.01%             | 2031-05-09      | Floating      | 7.33%                 | 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      | $1000966.50   | 0.03%             | 2036-07-15      | Floating      | 6.85%                 | Yes           |                  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      | $1455542.40   | 0.05%             | 2031-10-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Beacon Funding Trust                                                                     | LIBMUT 6.266 08/15/54                                                                                                                                  | CUSIP: 073952AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1850000 | PA      | $1833241.09   | 0.06%             | 2054-08-15      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                         | MMC 5 03/15/35                                                                                                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      1530000 | PA      | $1530371.45   | 0.05%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 MORTGAGE TRUST                                                             | CROSS 2024-H7 A3                                                                                                                                       | CUSIP: 22757CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       311393 | PA      | $313096.69    | 0.01%             | 2069-11-25      | Variable      | 5.97%                 | Yes           |                  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      | $1269446.48   | 0.04%             | 2038-01-21      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                   | BPLN V6.125 PERP                                                                                                                                       | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $800683.12    | 0.02%             | 2049-12-31      | Fixed         | 6.12%                 | No            |                  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      | $1720699.29   | 0.05%             | 2038-01-21      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 6.528 05/01/34                                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       554000 | PA      | $602299.65    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| XPO Logistics                                                                            | XPO Logistics Term Loan B 175 2031-02-01                                                                                                               | CUSIP: 98379EAM8<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |      1695750 | PA      | $1704864.66   | 0.05%             | 2031-02-03      | Floating      | 6.06%                 | 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      | $988091.90    | 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: N/A                  | Long             | ABS-O            | CORP              | US        |       962451 | PA      | $963170.26    | 0.03%             | 2070-03-25      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| ResLoC UK 2007-1 PLC                                                                     | RLOC 2007-1X A3B                                                                                                                                       | CUSIP: G7521KAD5<br>LEI: 213800RE18XIC3OI1847 | Long             | ABS-O            | CORP              | GB        |       117555 | PA      | $158633.97    | 0.00%             | 2043-12-15      | Floating      |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GNR 2015-H23 FA                                                                                                                                        | CUSIP: 38376RHD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |       223714 | PA      | $223797.48    | 0.01%             | 2065-09-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| DYAL CAP 6.55%                                                                           | DYAL CAP 6.55%                                                                                                                                         | CUSIP: 26799ADK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       506000 | PA      | $507130.40    | 0.02%             | 2044-06-15      | Variable      | 6.55%                 | No            |                  3 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                        | HLT 6.125 04/01/32 144A                                                                                                                                | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       200000 | PA      | $204959.00    | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AL6619                                                                                                                                              | CUSIP: 3138EPK94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       191042 | PA      | $187489.48    | 0.01%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AB8704                                                                                                                                              | CUSIP: 31417FU63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        49769 | PA      | $45012.24     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AL7072                                                                                                                                              | CUSIP: 3138EP2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        23204 | PA      | $22725.05     | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | 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      | $270711.35    | 0.01%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                               | TIAAGL 5.55 01/15/30 144A                                                                                                                              | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $156303.61    | 0.00%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| Oneok Inc.                                                                               | OKE 5.375 06/01/29                                                                                                                                     | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102173.87    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corporation                                                                        | SYY 6.6 04/01/40                                                                                                                                       | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       625000 | PA      | $683813.18    | 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        |       325000 | PA      | $319846.23    | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  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        |      4599386 | PA      | $1480135.49   | 0.05%             | 2036-11-25      | Floating      | 1.24%                 | 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      | $43615.60     | 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        |       223000 | PA      | $177645.84    | 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        |      1419367 | PA      | $934455.67    | 0.03%             | 2037-06-25      | Floating      | 1.89%                 | No            |                  2 | On Loan: No      |
| William Carter Company                                                                   | CRI 5.625 03/15/27 144A                                                                                                                                | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |       550000 | PA      | $547037.56    | 0.02%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: —       |
| Mach 1 Cayman Ltd/Mach 1 Usa LLC                                                         | MAACH 2019-1 A                                                                                                                                         | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       290607 | PA      | $282910.54    | 0.01%             | 2039-10-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                                         | MF1 2022-FL8 A                                                                                                                                         | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       618952 | PA      | $618225.49    | 0.02%             | 2037-02-19      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                                      | GPN 5.3 08/15/29                                                                                                                                       | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       550000 | PA      | $560152.53    | 0.02%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corporation                                                   | ORI 5.75 03/28/34                                                                                                                                      | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |       550000 | PA      | $566657.14    | 0.02%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  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        |       498438 | PA      | $506822.69    | 0.02%             | 2034-05-22      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | ENBCN 5.625 04/05/34                                                                                                                                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $411158.39    | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | 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      | $1046523.56   | 0.03%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Nustar Logistics, L.P.                                                                   | NSUS 6.375 10/01/30                                                                                                                                    | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |       615000 | PA      | $637724.25    | 0.02%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Servpro Master Issuer Llc                                                                | SPRO 2021-1A A2                                                                                                                                        | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       480000 | PA      | $448225.66    | 0.01%             | 2051-04-25      | Fixed         | 2.39%                 | 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        |       339761 | PA      | $321935.07    | 0.01%             | 2027-03-30      | Floating      | 9.93%                 | 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      | $312397.54    | 0.01%             | 2034-04-15      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | ENBCN 5.55 06/20/35                                                                                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       700000 | PA      | $711896.30    | 0.02%             | 2035-06-20      | Fixed         | 5.55%                 | 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      | $624453.84    | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  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      | $489992.04    | 0.02%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Leidos Inc                                                                               | LDOS 5.75 03/15/33                                                                                                                                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       400000 | PA      | $417054.02    | 0.01%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| WarnerMedia Holdings Inc.                                                                | WBD 4.279 03/15/32                                                                                                                                     | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       350000 | PA      | $262062.50    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  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        |       788060 | PA      | $788453.93    | 0.02%             | 2030-08-19      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                         | ESGR V7.5 04/01/45 144A                                                                                                                                | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |       350000 | PA      | $360901.80    | 0.01%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                                    | DNKN 2019-1A A2II                                                                                                                                      | CUSIP: 233046AK7<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |       329875 | PA      | $327160.34    | 0.01%             | 2049-05-20      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| First American Financial Corporation                                                     | FAF 4 05/15/30                                                                                                                                         | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |       450000 | PA      | $431400.00    | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AmFam Holdings Inc.                                                                      | AMFAHI 3.833 03/11/51 144A                                                                                                                             | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $633803.86    | 0.02%             | 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      | $971560.10    | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Macquarie Group Ltd.                                                                     | MQGAU V1.629 09/23/27 144A                                                                                                                             | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       850000 | PA      | $820287.40    | 0.03%             | 2027-09-23      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                       | RPRX 1.2 09/02/25                                                                                                                                      | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $993432.14    | 0.03%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 5.65 03/01/53                                                                                                                                     | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |        50000 | PA      | $45959.66     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                            | AIZ 6.1 02/27/26                                                                                                                                       | CUSIP: 04621XAP3<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |       800000 | PA      | $804498.15    | 0.02%             | 2026-02-27      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TDG 6 01/15/33 144A                                                                                                                                    | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       300000 | PA      | $301823.64    | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIGATOR 2024-1 AVIATION LIMITED                                                        | NAVTR 2024-1 A                                                                                                                                         | CUSIP: 63943DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       987500 | PA      | $978788.97    | 0.03%             | 2049-08-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ARES LVI CLO LTD                                                                         | ARES 2020-56A CR2                                                                                                                                      | CUSIP: 04018NBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1003299.70   | 0.03%             | 2038-01-25      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CB9974                                                                                                                                              | CUSIP: 3140QWCL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4615949 | PA      | $4651806.44   | 0.14%             | 2055-02-01      | Fixed         | 5.50%                 | 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      | $1002095.00   | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Telus Corp.                                                                              | TCN V6.625 10/15/55 **                                                                                                                                 | CUSIP: 87971MCL5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       275000 | PA      | $276710.98    | 0.01%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                        | BRO 6.25 06/23/55                                                                                                                                      | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       125000 | PA      | $128971.10    | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM3                                            | NRZT 2025-NQM3 A1                                                                                                                                      | CUSIP: 64832CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       400000 | PA      | $402549.40    | 0.01%             | 2065-05-25      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | MAR 4.625 06/15/30 FF                                                                                                                                  | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       600000 | PA      | $601638.33    | 0.02%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                                   | BPLN V4.875 PERP                                                                                                                                       | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |       650000 | PA      | $645295.33    | 0.02%             | 2049-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| NiSource Inc.                                                                            | NI 3.6 05/01/30                                                                                                                                        | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       100000 | PA      | $95966.48     | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| The Boeing Company                                                                       | BA 5.15 05/01/30                                                                                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1256000 | PA      | $1279313.41   | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | 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      | $448706.14    | 0.01%             | 2030-06-15      | Fixed         | 3.25%                 | Yes           |                  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      | $1294529.03   | 0.04%             | 2031-04-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| OSAT TRUST 2021-RPL1                                                                     | OSAT 2021-RPL1 A1                                                                                                                                      | CUSIP: 67114HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       896574 | PA      | $897441.30    | 0.03%             | 2065-05-25      | Variable      | 5.12%                 | 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      | $217568.34    | 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: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1500000 | PA      | $1503228.75   | 0.05%             | 2036-10-20      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| TransDigm                                                                                | TransDigm Term Loan L (Incremental) 250 2032-01-01                                                                                                     | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |       297750 | PA      | $298534.57    | 0.01%             | 2032-09-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE1 TR                                                                          | OBX 2025-HE1 M1                                                                                                                                        | CUSIP: 67121CAB2<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1000746.30   | 0.03%             | 2055-02-25      | Variable      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAC V6.625 PERP                                                                                                                                        | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       350000 | PA      | $363353.55    | 0.01%             | 2049-12-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2025-PF1                                                                     | FIGRE 2025-PF1 A                                                                                                                                       | CUSIP: 316922AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1433227 | PA      | $1449043.77   | 0.04%             | 2055-06-25      | Variable      | 0.00%                 | 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      | $206842.60    | 0.01%             | 2055-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sonic Cap Llc                                                                            | SONIC 2020-1A A2II                                                                                                                                     | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       475833 | PA      | $455452.51    | 0.01%             | 2050-01-20      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Sodexo Inc                                                                               | SWFP 2.718 04/16/31 144A                                                                                                                               | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1783199.39   | 0.06%             | 2031-04-16      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Southern Co.                                                                             | SO V3.75 09/15/51 21-A                                                                                                                                 | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       150000 | PA      | $148171.66    | 0.00%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                               | TVASP 0 01/15/48                                                                                                                                       | CUSIP: 88059EN59<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       600000 | PA      | $178151.27    | 0.01%             | 2048-01-15      | None          | 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      | $419620.80    | 0.01%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| 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      | $206361.35    | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Darling Global Finance Bv                                                                | DAR 4.5 07/15/32 144A                                                                                                                                  | CUSIP: YN4664366<br>LEI: 724500R2BQXOR6YG2Y67 | Long             | DBT              | CORP              | NL        |       150000 | PA      | $179049.17    | 0.01%             | 2032-07-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Telus Corp.                                                                              | TCN V7 10/15/55                                                                                                                                        | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |       275000 | PA      | $277527.54    | 0.01%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| PLACEHOLD TERMINAL INVEST                                                                | PLACEHOLD TERMINAL INVEST                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $1000000.00   | 0.03%             | 2032-07-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PLACEHOLD PRIME PROPERTY                                                                 | PLACEHOLD PRIME PROPERTY                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       800000 | PA      | $800000.00    | 0.02%             | 2035-07-10      | Fixed         | 0.00%                 | No            |                  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      | $228705.09    | 0.01%             | 2054-09-11      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                       | SUBWAY 2024-3A A23                                                                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       696500 | PA      | $691557.95    | 0.02%             | 2054-07-30      | None          | 0.00%                 | 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      | $507676.65    | 0.02%             | 2055-04-20      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CIM TR 2025-R1                                                                           | CIM 2025-R1 A1                                                                                                                                         | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       831340 | PA      | $822524.75    | 0.03%             | 2099-02-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CC0243                                                                                                                                              | CUSIP: 3140Y6HV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3974423 | PA      | $4005297.92   | 0.12%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                              | FI 2.65 06/01/30                                                                                                                                       | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       120000 | PA      | $110020.32    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| International Flavors & Fragrances Inc.                                                  | IFF 1.23 10/01/25 144A                                                                                                                                 | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |       116000 | PA      | $114881.99    | 0.00%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: —       |
| Venture Global Calcasieu Pass LLC                                                        | VENTGL 6.25 01/15/30 144A                                                                                                                              | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       475000 | PA      | $490254.63    | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                      | KMI 5.2 06/01/33                                                                                                                                       | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       250000 | PA      | $251312.91    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | C V7.375 PERP Z                                                                                                                                        | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       800000 | PA      | $843606.05    | 0.03%             | 2049-12-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Stack Infrastructure Issuer Llc                                                          | SIDC 2023-1A A2                                                                                                                                        | CUSIP: 85236KAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1004928.55   | 0.03%             | 2048-03-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| The Kroger Co.                                                                           | KR 5.5 09/15/54                                                                                                                                        | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       250000 | PA      | $237480.25    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1 TRUST                                                                     | ATLX 2024-RPL1 A1                                                                                                                                      | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       930445 | PA      | $899811.58    | 0.03%             | 2064-04-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc.                                                        | HLT 5.875 03/15/33 144A                                                                                                                                | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       151000 | PA      | $153948.73    | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings                                                                         | Alliant Holdings Term Loan B-6 300 2031-09-08                                                                                                          | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |       547250 | PA      | $547994.26    | 0.02%             | 2031-09-12      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2025-1                                                | RMIT 2025-1 B                                                                                                                                          | CUSIP: 75908AAB8<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1012110.60   | 0.03%             | 2034-04-17      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| PLACEHOLD FNMA MF 30/15                                                                  | PLACEHOLD FNMA MF 30/15                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       750000 | PA      | $750468.75    | 0.02%             | 2055-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FING INC TLB                                                                     | LEVEL 3 FING INC TLB                                                                                                                                   | CUSIP: LX2605249<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1510000 | PA      | $1528565.45   | 0.05%             | 2032-03-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                                                            | AHL 5.75 07/01/30                                                                                                                                      | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |       175000 | PA      | $177973.92    | 0.01%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  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        |      1728008 | PA      | $480450.81    | 0.01%             | 2036-11-25      | Floating      | 1.24%                 | No            |                  2 | On Loan: No      |
| Sonic Cap Llc                                                                            | SONIC 2020-1A A2I                                                                                                                                      | CUSIP: 83546DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       618583 | PA      | $605871.17    | 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      | $942562.72    | 0.03%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                            | ATDBCN 3.8 01/25/50 144A                                                                                                                               | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |        50000 | PA      | $35973.22     | 0.00%             | 2050-01-25      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Arbys Funding Llc 2015-1                                                                 | ARBYS 2020-1A A2                                                                                                                                       | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2095500 | PA      | $2001048.38   | 0.06%             | 2050-07-30      | Fixed         | 3.24%                 | 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      | $227361.65    | 0.01%             | 2030-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                           | SCHW V4 PERP H                                                                                                                                         | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $928909.17    | 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        |       966875 | PA      | $870146.99    | 0.03%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                     | CLIF 2021-1A A                                                                                                                                         | CUSIP: 12565KAA5<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |       812248 | PA      | $745711.33    | 0.02%             | 2046-02-18      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                        | HI 3.75 03/01/31                                                                                                                                       | CUSIP: 431571AE8<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |       416000 | PA      | $372877.61    | 0.01%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSMC Trust                                                                               | CSMC 2021-RPL4 A1                                                                                                                                      | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2356733 | PA      | $2349001.90   | 0.07%             | 2060-12-27      | Variable      | 5.80%                 | 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      | $294294.58    | 0.01%             | 2029-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SVC ABS LLC                                                                              | SVC 2023-1A A                                                                                                                                          | CUSIP: 78487JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       642417 | PA      | $637968.78    | 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      | $1255082.25   | 0.04%             | 2035-03-22      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc.                                                                              | FI 5.6 03/02/33                                                                                                                                        | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |        52000 | PA      | $53941.91     | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| 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      | $640351.40    | 0.02%             | 2055-05-15      | Fixed         | 6.89%                 | Yes           |                  2 | On Loan: No      |
| NetApp Inc.                                                                              | NTAP 5.5 03/17/32                                                                                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       900000 | PA      | $927348.63    | 0.03%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACHM TRUST 2025-HE1                                                                      | ACHM 2025-HE1 A                                                                                                                                        | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       235110 | PA      | $237712.26    | 0.01%             | 2055-03-25      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CC0102                                                                                                                                              | CUSIP: 3140Y6DG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2025810 | PA      | $2038151.99   | 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        |      1960913 | PA      | $1975919.58   | 0.06%             | 2065-05-25      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CBRE Services Inc                                                                        | CBG 4.8 06/15/30                                                                                                                                       | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100355.30    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2025-6                                                            | SEMT 2025-6 A11                                                                                                                                        | CUSIP: 81749YAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       300000 | PA      | $301575.97    | 0.01%             | 2055-07-25      | Variable      | 5.50%                 | Yes           |                  3 | 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      | $256112.63    | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                                                    | BELL 2016-1A A23                                                                                                                                       | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       609375 | PA      | $609669.24    | 0.02%             | 2046-05-25      | Fixed         | 4.97%                 | 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        |      1125049 | PA      | $1012647.26   | 0.03%             | 2051-01-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                        | WFC V3.9 PERP BB                                                                                                                                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1050000 | PA      | $1039894.49   | 0.03%             | 2049-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD3745                                                                                                                                              | CUSIP: 3132E0ES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5165093 | PA      | $5294085.81   | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | 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        |       253717 | PA      | $255058.67    | 0.01%             | 2027-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Viper Energy Inc.                                                                        | VNOM 7.375 11/01/31 144A                                                                                                                               | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |       575000 | PA      | $610563.84    | 0.02%             | 2031-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                     | Q 4.45 09/01/34                                                                                                                                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |     10000000 | PA      | $7730273.55   | 0.24%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                            | BANNER 2.338 01/01/30                                                                                                                                  | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |       865000 | PA      | $795889.16    | 0.02%             | 2030-01-01      | Fixed         | 2.34%                 | 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      | $1323855.00   | 0.04%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-5                                                        | VERUS 2024-5 A1                                                                                                                                        | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-O            | CORP              | US        |      1769720 | PA      | $1788283.06   | 0.06%             | 2069-06-25      | Variable      | 6.19%                 | 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      | $688448.12    | 0.02%             | 2051-07-20      | Fixed         | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                             | PEG 6.125 10/15/33                                                                                                                                     | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       950000 | PA      | $1009756.36   | 0.03%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  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      | $436001.20    | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-4                                                        | VERUS 2024-4 A1                                                                                                                                        | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-O            | CORP              | US        |      1467589 | PA      | $1484534.34   | 0.05%             | 2069-06-25      | Variable      | 6.22%                 | Yes           |                  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        |       243783 | PA      | $244417.88    | 0.01%             | 2029-12-13      | Floating      | 8.14%                 | No            |                  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        |      1849016 | PA      | $1640936.20   | 0.05%             | 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        |      1624570 | PA      | $1645975.07   | 0.05%             | 2069-06-25      | Variable      | 6.39%                 | 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      | $942914.85    | 0.03%             | 2035-12-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GCAT 2024-NQM2 TRUST                                                                     | GCAT 2024-NQM2 A1                                                                                                                                      | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1207211 | PA      | $1217832.93   | 0.04%             | 2059-06-25      | Variable      | 6.08%                 | 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      | $162088.20    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| Encore Capital Group Inc.                                                                | ECPG 8.5 05/15/30 144A                                                                                                                                 | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |       400000 | PA      | $429368.00    | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM8                                                                      | OBX 2024-NQM8 A1                                                                                                                                       | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-O            | CORP              | US        |      1504994 | PA      | $1522459.10   | 0.05%             | 2064-05-25      | Variable      | 6.23%                 | 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      | $1504096.95   | 0.05%             | 2029-04-15      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Mc 2021-1 Ltd                                                                            | MACON 2021-1 A                                                                                                                                         | CUSIP: 55283YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |       756340 | PA      | $707138.82    | 0.02%             | 2035-11-05      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Acushnet Co                                                                              | GOLF 7.375 10/15/28 144A                                                                                                                               | CUSIP: 005095AA2<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       750000 | PA      | $782682.75    | 0.02%             | 2028-10-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: —       |
| PMH NEWCO LP TL.                                                                         | PMH NEWCO LP TL.                                                                                                                                       | CUSIP: LX2090608<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       915597 | PA      | $919058.03    | 0.03%             | 2027-01-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                          | FOXA 6.5 10/13/33                                                                                                                                      | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       750000 | PA      | $811725.12    | 0.03%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-7                                                        | VERUS 2023-7 A3                                                                                                                                        | CUSIP: 92539YAC6<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-O            | CORP              | US        |       656195 | PA      | $666901.61    | 0.02%             | 2068-10-25      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXV LP/LLC                                                        | CERB 2021-5A A                                                                                                                                         | CUSIP: 15674RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1250000 | PA      | $1254822.00   | 0.04%             | 2033-09-22      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                                          | COLT 2023-3 A3                                                                                                                                         | CUSIP: 19688RAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       536001 | PA      | $544211.90    | 0.02%             | 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: N/A                  | Long             | ABS-O            | CORP              | US        |      1071959 | PA      | $1088605.65   | 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      | $1099130.56   | 0.03%             | 2034-10-19      | Fixed         | 7.00%                 | 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        |      2054448 | PA      | $1830753.35   | 0.06%             | 2064-09-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corporation                                                               | CARR 2.722 02/15/30                                                                                                                                    | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       650000 | PA      | $604280.09    | 0.02%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fox Corporation                                                                          | FOXA 4.709 01/25/29                                                                                                                                    | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       250000 | PA      | $252100.44    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                             | ORCL 3.6 04/01/40                                                                                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       400000 | PA      | $320377.88    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE BACKED SECURITIES 2019-3 TRUST                                      | WFMBS 2019-3 A1                                                                                                                                        | CUSIP: 949831AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        23637 | PA      | $21534.07     | 0.00%             | 2049-07-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc.                                                        | AIG 3.4 06/30/30                                                                                                                                       | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       250000 | PA      | $237867.00    | 0.01%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                    | LOW 1.7 10/15/30                                                                                                                                       | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       675000 | PA      | $587788.12    | 0.02%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                        | LPLA 4.375 05/15/31 144A                                                                                                                               | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       500000 | PA      | $478626.92    | 0.01%             | 2031-05-15      | Fixed         | 4.38%                 | 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      | $525883.86    | 0.02%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                              | TRMB 6.1 03/15/33                                                                                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |       650000 | PA      | $690806.50    | 0.02%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| NRG Energy, Inc.                                                                         | NRG 7 03/15/33 144A                                                                                                                                    | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       700000 | PA      | $769013.00    | 0.02%             | 2033-03-15      | Fixed         | 7.00%                 | 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      | $1004134.45   | 0.03%             | 2053-05-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DRIVE BIDCO TL                                                                           | DRIVE BIDCO TL                                                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1000000 | PA      | $1189729.59   | 0.04%             | 2031-06-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE4                                                                     | FIGRE 2024-HE4 A                                                                                                                                       | CUSIP: 31684UAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       379340 | PA      | $379602.74    | 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      | $486823.10    | 0.02%             | 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        |      2570938 | PA      | $2634176.28   | 0.08%             | 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      | $1005962.00   | 0.03%             | 2039-09-19      | Floating      | 6.31%                 | Yes           |                  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        |      1296750 | PA      | $1305340.97   | 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      | $360235.56    | 0.01%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                          | WHR 4.6 05/15/50                                                                                                                                       | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |        50000 | PA      | $38121.54     | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER FINANCE VIII LLC                                                        | TCF 2021-1A A                                                                                                                                          | CUSIP: 89680HAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       919800 | PA      | $841049.41    | 0.03%             | 2046-03-20      | Fixed         | 1.86%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc.                                                                                | MSCI 3.625 11/01/31 144A                                                                                                                               | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       250000 | PA      | $230521.18    | 0.01%             | 2031-11-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | LLOYDS V5.871 03/06/29                                                                                                                                 | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $620354.90    | 0.02%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR RA8764                                                                                                                                              | CUSIP: 3133KQWZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       733369 | PA      | $720959.18    | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CB6311                                                                                                                                              | CUSIP: 3140QSAM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1356208 | PA      | $1334333.65   | 0.04%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-HE1 TR                                                                          | OBX 2025-HE1 A1                                                                                                                                        | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |       475500 | PA      | $476984.91    | 0.01%             | 2055-02-25      | Variable      | 6.33%                 | 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        |       866786 | PA      | $871368.55    | 0.03%             | 2055-04-25      | Variable      | 5.81%                 | 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      | $303636.40    | 0.01%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM10 TRUST                                                                     | OBX 2025-NQM10 A3                                                                                                                                      | CUSIP: 67121LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1005136.60   | 0.03%             | 2065-05-25      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                              | JACK 2019-1A A2II                                                                                                                                      | CUSIP: 466365AB9<br>LEI: 5493002OJW26P0SUUP68 | Long             | ABS-O            | CORP              | US        |        58408 | PA      | $57592.88     | 0.00%             | 2049-08-25      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.     | CHTR 5.25 04/01/53                                                                                                                                     | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        80000 | PA      | $68012.98     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V5.831 04/19/35                                                                                                                                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8855000 | PA      | $9280661.80   | 0.29%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                    | RCL 6 02/01/33 144A                                                                                                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      4840000 | PA      | $4936325.68   | 0.15%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                                    | HP 5.5 12/01/34 144A                                                                                                                                   | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      4650000 | PA      | $4242005.30   | 0.13%             | 2034-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| VOLOFIN FIN DESG ACTIV CO 24-1                                                           | VFIN 2024-1A A                                                                                                                                         | CUSIP: 92873RAA9<br>LEI: 254900VCWBJCNVMCJ740 | Long             | ABS-O            | CORP              | IE        |       585742 | PA      | $592265.92    | 0.02%             | 2037-06-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2025-1 LTD                                                                          | SLAM 2025-1A A                                                                                                                                         | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       250000 | PA      | $259108.13    | 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      | $101547.23    | 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      | $181684.26    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Inc.                                                                       | DPABS 2021-1A A2II                                                                                                                                     | CUSIP: 25755TAP5<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |       272300 | PA      | $245813.41    | 0.01%             | 2051-04-25      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Uzbekistan (The Republic of)                                                             | UZBEK 3.9 10/19/31 REGS                                                                                                                                | CUSIP: Y000WRAE8<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |       735000 | PA      | $649029.67    | 0.02%             | 2031-10-19      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: —       |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                     | RKTRM 4 10/15/33 144A                                                                                                                                  | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      5240000 | PA      | $4691676.71   | 0.15%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Cheniere Energy Partners Lp                                                              | CQP 5.95 06/30/33                                                                                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      3615000 | PA      | $3775092.93   | 0.12%             | 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        |      1290000 | PA      | $1370750.19   | 0.04%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corporation                                                               | CARR 2.7 02/15/31                                                                                                                                      | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |       950000 | PA      | $864716.13    | 0.03%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Fox Corporation                                                                          | FOXA 3.5 04/08/30                                                                                                                                      | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       125000 | PA      | $119610.78    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                     | TURKGB 37 02/18/26 2Y                                                                                                                                  | CUSIP: M8T85VDM6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     86225000 | PA      | $2148398.71   | 0.07%             | 2026-02-18      | Fixed         | 37.00%                | No            |                  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      | $1376886.39   | 0.04%             | 2030-12-20      | Fixed         | 5.23%                 | 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        |       450000 | PA      | $429306.28    | 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        |      2945000 | PA      | $3025621.86   | 0.09%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corporation                                                             | COST 1.6 04/20/30                                                                                                                                      | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |       550000 | PA      | $490924.87    | 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        |       200000 | PA      | $184991.07    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | 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      | $239490.59    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | Yes           |                  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      | $101499.84    | 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      | $256275.00    | 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: 894500LRVO5AWZECNJ15 | Long             | ABS-O            | CORP              | US        |      1245000 | PA      | $1250275.50   | 0.04%             | 2033-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                | PHILIP 2.65 12/10/45                                                                                                                                   | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      1000000 | PA      | $649525.62    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  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      | $3049510.28   | 0.09%             | 2031-07-11      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Broadcom Inc                                                                             | AVGO 3.469 04/15/34 144A                                                                                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      7055000 | PA      | $6304815.04   | 0.20%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                         | UCGIM V3.127 06/03/32 144A                                                                                                                             | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |       800000 | PA      | $724943.30    | 0.02%             | 2032-06-03      | Fixed         | 3.13%                 | 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        |      1243943 | PA      | $1162343.21   | 0.04%             | 2053-03-17      | Fixed         | 1.34%                 | 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        |       610000 | PA      | $533938.46    | 0.02%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| Antares Holdings LP                                                                      | ANTHOL 3.75 07/15/27                                                                                                                                   | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      2895000 | PA      | $2784372.60   | 0.09%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol S.A.                                                                           | ECOPET 8.375 01/19/36                                                                                                                                  | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |       425000 | PA      | $410342.39    | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  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        |      1880000 | PA      | $1938793.24   | 0.06%             | 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      | $40047.23     | 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        |       100000 | PA      | $97511.58     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  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      | $145148.61    | 0.00%             | 2029-07-15      | Floating      | 5.82%                 | 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      | $1896540.89   | 0.06%             | 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        |      2910000 | PA      | $2854346.76   | 0.09%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Turkey (Republic of)                                                                     | TURKGB 36 08/12/26 2Y                                                                                                                                  | CUSIP: M8T85VGT8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     39515000 | PA      | $970414.03    | 0.03%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                       | SUBWAY 2024-3A A2I                                                                                                                                     | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1378075 | PA      | $1373206.54   | 0.04%             | 2054-07-30      | None          | 0.00%                 | Yes           |                  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      | $201407.34    | 0.01%             | 2030-06-15      | Floating      | 6.04%                 | 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      | $564415.75    | 0.02%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST                                                | NAVSL 2021-A B                                                                                                                                         | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       280000 | PA      | $222898.90    | 0.01%             | 2069-05-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                         | YUM 4.625 01/31/32                                                                                                                                     | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |      1450000 | PA      | $1397542.19   | 0.04%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                          | EQT 3.625 05/15/31 144A                                                                                                                                | CUSIP: 26884LAN9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2319342.91   | 0.07%             | 2031-05-15      | Fixed         | 3.62%                 | Yes           |                  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      | $254561.06    | 0.01%             | 2030-12-20      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                   | MSI 5.4 04/15/34                                                                                                                                       | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      2185000 | PA      | $2229334.49   | 0.07%             | 2034-04-15      | Fixed         | 5.40%                 | 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        |       970000 | PA      | $1035347.51   | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: —       |
| Duke Energy Corp                                                                         | DUK 5.45 06/15/34                                                                                                                                      | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      1485000 | PA      | $1526246.67   | 0.05%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Applovin Corp.                                                                           | APP 5.375 12/01/31                                                                                                                                     | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       640000 | PA      | $651530.58    | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                            | SDART 2025-2 D                                                                                                                                         | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       800000 | PA      | $814509.96    | 0.03%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECIEVABLES TRUST 202                                                      | CMXS 2025-A C                                                                                                                                          | CUSIP: 14319UAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       485000 | PA      | $496409.09    | 0.02%             | 2031-07-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                 | T 5.375 08/15/35                                                                                                                                       | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1675000 | PA      | $1706224.42   | 0.05%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Continental Resources, Inc.                                                              | CLR 5.75 01/15/31 144A                                                                                                                                 | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      8710000 | PA      | $8797570.25   | 0.27%             | 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      | $897465.00    | 0.03%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MVW 2021-2 LLC                                                                           | MVWOT 2021-2A C                                                                                                                                        | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       126260 | PA      | $118912.91    | 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      | $1578053.14   | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                | XYZ 3.5 06/01/31                                                                                                                                       | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      1505000 | PA      | $1381655.15   | 0.04%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| PRPM 2024-RCF1 LLC                                                                       | PRPM 2024-RCF1 A1                                                                                                                                      | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1237550 | PA      | $1214530.15   | 0.04%             | 2054-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                                                     | ROSW 4.985 03/08/34 144A                                                                                                                               | CUSIP: 771196CL4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |      1465000 | PA      | $1493540.98   | 0.05%             | 2034-03-08      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| L3 Harris Technologies Inc                                                               | LHX 5.35 06/01/34                                                                                                                                      | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1380709.73   | 0.04%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIPLY FIBER ISSUER LLC                                                                   | ZIPLY 2024-1A A2                                                                                                                                       | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1345000 | PA      | $1382442.18   | 0.04%             | 2054-04-20      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                                | TOYOTA 5.05 05/16/29                                                                                                                                   | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      7885000 | PA      | $8096983.53   | 0.25%             | 2029-05-16      | Fixed         | 5.05%                 | 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      | $888218.45    | 0.03%             | 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        |      2895000 | PA      | $3008329.18   | 0.09%             | 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        |      1333300 | PA      | $1358552.30   | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-4                                               | EART 2024-4A D                                                                                                                                         | CUSIP: 30166UAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       850000 | PA      | $868400.80    | 0.03%             | 2030-12-16      | Fixed         | 5.81%                 | No            |                  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      | $553378.23    | 0.02%             | 2029-09-15      | Fixed         | 5.62%                 | 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      | $1925211.74   | 0.06%             | 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        |       510274 | PA      | $510574.12    | 0.02%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                          | SIDC 2025-1A A2                                                                                                                                        | CUSIP: 85236KAP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $99126.29     | 0.00%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kyrgyzstan (Republic of)                                                                 | KYRGYZ 7.75 06/03/30 144A                                                                                                                              | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KG        |       920000 | PA      | $907581.00    | 0.03%             | 2030-06-03      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Oman (Sultanate Of)                                                                      | OMAN 6 08/01/29 REGS                                                                                                                                   | CUSIP: M75242BK8<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |      2180000 | PA      | $2288647.81   | 0.07%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Aker BP ASA                                                                              | AKERBP 4 01/15/31 144A                                                                                                                                 | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      1595000 | PA      | $1515703.77   | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                   | STANLN V3.265 02/18/36 144A                                                                                                                            | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |       680000 | PA      | $613651.04    | 0.02%             | 2036-02-18      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| TRP 2021-2 LLC                                                                           | TRP 2021-2 A                                                                                                                                           | CUSIP: 89683LAA8<br>LEI: 5493004VSVYOZVEYVJ29 | Long             | ABS-O            | CORP              | US        |      1924882 | PA      | $1825102.82   | 0.06%             | 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      | $605286.01    | 0.02%             | 2049-12-31      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SEB FUNDING LLC 2024-1                                                                   | SEB4P 2021-1A A2                                                                                                                                       | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1406475 | PA      | $1381482.15   | 0.04%             | 2052-01-30      | Fixed         | 4.97%                 | Yes           |                  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        |      5040000 | PA      | $4642386.84   | 0.14%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EWC MASTER ISSUER LLC                                                                    | WAX 2022-1A A2                                                                                                                                         | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1382250 | PA      | $1363183.31   | 0.04%             | 2052-03-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                                      | GPN 5.4 08/15/32                                                                                                                                       | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      3650000 | PA      | $3727773.31   | 0.12%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Var Energi ASA                                                                           | VARNO 8 11/15/32 144A                                                                                                                                  | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      2610000 | PA      | $2960844.84   | 0.09%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                    | ROMANI 5.625 02/22/36 REGS                                                                                                                             | CUSIP: X7360WCV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      1060000 | PA      | $1192419.34   | 0.04%             | 2036-02-22      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                          | BALN 5.3 03/26/34 144A                                                                                                                                 | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      2925000 | PA      | $2991711.35   | 0.09%             | 2034-03-26      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: —       |
| Oracle Corp.                                                                             | ORCL 4.2 09/27/29 *                                                                                                                                    | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2930000 | PA      | $2910656.37   | 0.09%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Kestrel Aircraft Funding Ltd                                                             | KSTRL 2018-1A A                                                                                                                                        | CUSIP: 49255PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      1036449 | PA      | $1016076.72   | 0.03%             | 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        |      4845000 | PA      | $4174702.97   | 0.13%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entegris Escrow Corp.                                                                    | ENTG 4.75 04/15/29 144A                                                                                                                                | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      2755000 | PA      | $2726983.03   | 0.08%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | ET 5.75 02/15/33                                                                                                                                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3490000 | PA      | $3624247.54   | 0.11%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAC V5.468 01/23/35                                                                                                                                    | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5780000 | PA      | $5940259.98   | 0.18%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA 5.6 04/01/34                                                                                                                                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4505000 | PA      | $4611108.22   | 0.14%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC 2024-1                                                                   | SEB4P 2024-1A A2                                                                                                                                       | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150000 | PA      | $153595.75    | 0.00%             | 2054-04-30      | Fixed         | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-3                                               | EART 2024-3A C                                                                                                                                         | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $101219.33    | 0.00%             | 2029-07-16      | Fixed         | 5.70%                 | 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      | $2729704.42   | 0.08%             | 2038-01-15      | Floating      | 0.00%                 | Yes           |                  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        |       666825 | PA      | $670472.09    | 0.02%             | 2031-01-02      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                   | FAIRIC 6 05/15/33 144A                                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       280000 | PA      | $283266.42    | 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      | $259393.40    | 0.01%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                               | CSMC 2017-RPL1 M1                                                                                                                                      | CUSIP: 22945AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       970000 | PA      | $828891.92    | 0.03%             | 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        |      1360000 | PA      | $827260.80    | 0.03%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                             | HESM 4.25 02/15/30 144A                                                                                                                                | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       870000 | PA      | $837177.34    | 0.03%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                      | CHILE 3.25 09/21/71                                                                                                                                    | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      2115000 | PA      | $1288775.25   | 0.04%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                      | CHILE 4.34 03/07/42                                                                                                                                    | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       410000 | PA      | $355925.10    | 0.01%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  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      | $1383367.34   | 0.04%             | 2039-06-17      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                                   | COLOM 8 04/20/33                                                                                                                                       | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      1765000 | PA      | $1828416.45   | 0.06%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                 | AESOP 2023-8A C                                                                                                                                        | CUSIP: 05377RHP2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      1305000 | PA      | $1380939.97   | 0.04%             | 2030-02-20      | Fixed         | 7.34%                 | 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      | $2546023.89   | 0.08%             | 2034-05-15      | Fixed         | 5.80%                 | 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        |       395295 | PA      | $402416.91    | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corp.                                                                            | VLTO 5.45 09/18/33                                                                                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |      1465000 | PA      | $1511811.38   | 0.05%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2018-I LTD                                                                  | CIFC 2018-1A A1R                                                                                                                                       | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |      2720000 | PA      | $2728160.00   | 0.08%             | 2038-01-18      | Floating      | 5.61%                 | 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      | $2126613.89   | 0.07%             | 2042-04-15      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-2                                                 | GCAR 2025-2A D                                                                                                                                         | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $101821.45    | 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      | $1937964.57   | 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      | $2087646.51   | 0.06%             | 2055-06-07      | Fixed         | 6.72%                 | Yes           |                  3 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FM3619                                                                                                                                              | CUSIP: 3140X7AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4436 | PA      | $4315.56      | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                    | LOW 3 10/15/50                                                                                                                                         | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       150000 | PA      | $93811.90     | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                          | SANUK V6.833 11/21/26                                                                                                                                  | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       300000 | PA      | $302478.16    | 0.01%             | 2026-11-21      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                             | ORCL 4.65 05/06/30                                                                                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       625000 | PA      | $630962.34    | 0.02%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                             | T 4.125 11/30/29                                                                                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1060000 | PA      | $1075817.19   | 0.03%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NWG V7.472 11/10/26                                                                                                                                    | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |       600000 | PA      | $605970.24    | 0.02%             | 2026-11-10      | Fixed         | 7.47%                 | 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      | $2220968.75   | 0.07%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F050684<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42499309 | PA      | $41628478.40  | 1.29%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama (Republic of)                                                                     | PANAMA 6.4 02/14/35                                                                                                                                    | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |       600000 | PA      | $585620.79    | 0.02%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| Intel Corporation                                                                        | INTC 5.7 02/10/53                                                                                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       225000 | PA      | $209548.80    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sonic Cap Llc                                                                            | SONIC 2021-1A A2II                                                                                                                                     | CUSIP: 83546DAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       770000 | PA      | $655566.70    | 0.02%             | 2051-08-20      | Fixed         | 2.64%                 | Yes           |                  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      | $99833.99     | 0.00%             | 2032-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-NQM9 TRUST                                                                      | OBX 2022-NQM9 A1A                                                                                                                                      | CUSIP: 67118LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       105824 | PA      | $105894.75    | 0.00%             | 2062-09-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Intel Corporation                                                                        | INTC 5.2 02/10/33                                                                                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       825000 | PA      | $832319.64    | 0.03%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                                                             | ORCL 4.9 02/06/33                                                                                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       946000 | PA      | $948858.91    | 0.03%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  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      | $1796632.03   | 0.06%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                            | SP 0 08/15/54                                                                                                                                          | CUSIP: 912803HD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3810000 | PA      | $943358.27    | 0.03%             | 2054-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F022675<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7689960 | PA      | $6377154.10   | 0.20%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  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      | $301546.24    | 0.01%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                       | ET 5.75 02/15/33                                                                                                                                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       600000 | PA      | $623079.81    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  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      | $1490759.55   | 0.05%             | 2026-07-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-NQM9 TRUST                                                                      | OBX 2022-NQM9 A2                                                                                                                                       | CUSIP: 67118LAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       952422 | PA      | $952021.95    | 0.03%             | 2062-09-25      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT8407                                                                                                                                              | CUSIP: 3138WWKV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10314 | PA      | $9332.76      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecmc Group Student Loan Trust                                                            | ECMC 2017-1A A                                                                                                                                         | CUSIP: 26828WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       553884 | PA      | $557443.12    | 0.02%             | 2066-12-27      | Floating      | 5.64%                 | Yes           |                  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      | $191465.30    | 0.01%             | 2047-09-30      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAC V4.271 07/23/29 MTN                                                                                                                                | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       525000 | PA      | $523344.90    | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA0541                                                                                                                                              | CUSIP: 3140Q7S73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7947338 | PA      | $7234583.37   | 0.22%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST                                                                     | BBCMS 2018-C2 A5                                                                                                                                       | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700000 | PA      | $1670278.39   | 0.05%             | 2051-12-15      | Fixed         | 4.31%                 | 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      | $668842.59    | 0.02%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN MA4087                                                                                                                                              | CUSIP: 31418DRH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        24406 | PA      | $23562.54     | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8146                                                                                                                                              | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5571147 | PA      | $4436097.49   | 0.14%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                         | FN BP2428                                                                                                                                              | CUSIP: 3140K9VW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         4131 | PA      | $3973.17      | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | 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        |       425000 | PA      | $428432.85    | 0.01%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  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      | $1105182.32   | 0.03%             | 2037-07-20      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                                                          | SOLV 5.6 03/23/34                                                                                                                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       715000 | PA      | $736148.36    | 0.02%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RR 40 LTD                                                                                | RRAM 2025-40A A1                                                                                                                                       | CUSIP: 749762AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |      6950000 | PA      | $6950000.00   | 0.22%             | 2038-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AL8964                                                                                                                                              | CUSIP: 3138ET6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       177563 | PA      | $173933.05    | 0.01%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                           | EPR 4.75 12/15/26                                                                                                                                      | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1198691.74   | 0.04%             | 2026-12-15      | Fixed         | 4.75%                 | 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        |       475000 | PA      | $499136.97    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | ET 5.4 10/01/47                                                                                                                                        | CUSIP: 86765BAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        50000 | PA      | $44574.17     | 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: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2379723.54   | 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        |       497642 | PA      | $488403.76    | 0.02%             | 2057-06-25      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | BACR V4.972 05/16/29                                                                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1515957.40   | 0.05%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA1008                                                                                                                                              | CUSIP: 3140Q8DN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       149900 | PA      | $142004.01    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BJ7021                                                                                                                                              | CUSIP: 3140H8YT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2124892 | PA      | $1936504.11   | 0.06%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V4.452 12/05/29                                                                                                                                    | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       800000 | PA      | $801663.85    | 0.02%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Equitable Holdings Inc                                                                   | EQH 4.35 04/20/28                                                                                                                                      | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2595910.82   | 0.08%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                 | BMARK 2019-B9 A5                                                                                                                                       | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1800000 | PA      | $1753702.11   | 0.05%             | 2052-03-15      | Fixed         | 4.02%                 | 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      | $1524046.50   | 0.05%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Company                                                        | BRKHEC 3.7 07/15/30                                                                                                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       400000 | PA      | $388291.71    | 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        |      1595000 | PA      | $1455308.68   | 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        |       238382 | PA      | $232844.67    | 0.01%             | 2052-06-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA9075                                                                                                                                              | CUSIP: 3140QHCM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       749261 | PA      | $720596.92    | 0.02%             | 2051-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAC V4.571 04/27/33                                                                                                                                    | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1065000 | PA      | $1048339.13   | 0.03%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: —       |
| NXP B V / NXP Funding LLC & NXP USA Inc                                                  | NXPI 3.4 05/01/30                                                                                                                                      | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |       250000 | PA      | $236699.96    | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR RA5276                                                                                                                                              | CUSIP: 3133KL2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3905385 | PA      | $3269379.96   | 0.10%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 591931                                                                                                                                              | CUSIP: 36201SSU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         1405 | PA      | $1416.11      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 607639                                                                                                                                              | CUSIP: 36202SBG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          883 | PA      | $881.11       | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT9647                                                                                                                                              | CUSIP: 3138WXWH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         7508 | PA      | $6782.62      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 605594                                                                                                                                              | CUSIP: 36200NXX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        18665 | PA      | $19030.88     | 0.00%             | 2034-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AB8832                                                                                                                                              | CUSIP: 31417FY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15729 | PA      | $14228.89     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA2827                                                                                                                                              | CUSIP: 36179RD89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         9362 | PA      | $8899.71      | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | ET 5.95 12/01/25                                                                                                                                       | CUSIP: 86765BAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $300511.95    | 0.01%             | 2025-12-01      | Fixed         | 5.95%                 | 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      | $26949.75     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | 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      | $45726.55     | 0.00%             | 2031-04-22      | Fixed         | 2.52%                 | 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      | $1189430.52   | 0.04%             | 2034-09-15      | Floating      | 5.35%                 | Yes           |                  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      | $495505.62    | 0.02%             | 2028-04-04      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: —       |
| Csmc                                                                                     | CSMC 2010-16 B9                                                                                                                                        | CUSIP: 12644WAT3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1644797 | PA      | $1402828.90   | 0.04%             | 2050-06-25      | Variable      | 5.37%                 | 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        |       844262 | PA      | $834706.00    | 0.03%             | 2035-02-25      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5712                                                                                                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3678 | PA      | $3684.61      | 0.00%             | 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      | $1137593.68   | 0.04%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA6093                                                                                                                                              | CUSIP: 36179UXW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1808457 | PA      | $1806021.92   | 0.06%             | 2049-08-20      | Fixed         | 5.00%                 | 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      | $1293461.29   | 0.04%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings Inc                                                      | NEE 2.25 06/01/30                                                                                                                                      | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1711937.49   | 0.05%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| South Africa (Republic of)                                                               | SOAF 5.875 04/20/32 10Y                                                                                                                                | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |       360000 | PA      | $352863.80    | 0.01%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN CB0090                                                                                                                                              | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       997051 | PA      | $793871.02    | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Limited                                                                    | VALEBZ 6.4 06/28/54                                                                                                                                    | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       980000 | PA      | $964093.52    | 0.03%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| CIFC FNDG. 2019-IV LT FRN                                                                | CIFC FNDG. 2019-IV LT FRN                                                                                                                              | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      6200000 | PA      | $6200000.00   | 0.19%             | 2038-07-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 591924                                                                                                                                              | CUSIP: 36201SSM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2413 | PA      | $2441.38      | 0.00%             | 2033-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                                  | ACGL 7.35 05/01/34                                                                                                                                     | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |       175000 | PA      | $202459.57    | 0.01%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 633240                                                                                                                                              | CUSIP: 36291NPZ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2933 | PA      | $2994.89      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG A30172                                                                                                                                              | CUSIP: 31297KFM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         8398 | PA      | $8526.89      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CWMBS Inc                                                                                | CWHL 2003-58 2A2                                                                                                                                       | CUSIP: 12669FDH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        87322 | PA      | $86042.05     | 0.00%             | 2034-02-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AB9021                                                                                                                                              | CUSIP: 31417GAX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        61821 | PA      | $55912.49     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                                 | ACGL 4.011 12/15/26                                                                                                                                    | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |       600000 | PA      | $597562.40    | 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        |       175000 | PA      | $173906.60    | 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      | $30800.85     | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN MA4182                                                                                                                                              | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6048005 | PA      | $4831880.77   | 0.15%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR RA2608                                                                                                                                              | CUSIP: 3133KH3R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       150257 | PA      | $145234.41    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | ET 5.3 04/15/47                                                                                                                                        | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       125000 | PA      | $110363.08    | 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        |       425000 | PA      | $427689.26    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | C V3.668 07/24/28                                                                                                                                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       150000 | PA      | $147685.28    | 0.00%             | 2028-07-24      | Fixed         | 3.67%                 | 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        |      1304403 | PA      | $1243196.56   | 0.04%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NI 3.95 03/30/48                                                                                                                                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       450000 | PA      | $347787.15    | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BK7483                                                                                                                                              | CUSIP: 3140HMJ54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       264776 | PA      | $250747.83    | 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        |     10255477 | PA      | $9347364.16   | 0.29%             | 2047-11-01      | Fixed         | 3.50%                 | 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      | $1417971.42   | 0.04%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  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      | $2350699.03   | 0.07%             | 2031-04-01      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                     | OTIS 2.565 02/15/30                                                                                                                                    | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23072.79     | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA4756                                                                                                                                              | CUSIP: 3140QCJA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       498885 | PA      | $442762.42    | 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        |       830246 | PA      | $681771.61    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| Steris Irish Finco Unlimited Company                                                     | STE 2.7 03/15/31                                                                                                                                       | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |       843000 | PA      | $757488.25    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QD9326                                                                                                                                              | CUSIP: 3133B7LF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       197009 | PA      | $188842.22    | 0.01%             | 2052-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FM2971                                                                                                                                              | CUSIP: 3140X6JR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1401192 | PA      | $1346289.51   | 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          | USGA              | US        |      2844285 | PA      | $2689979.28   | 0.08%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings Llc                                                                 | CE 6.85 11/15/28                                                                                                                                       | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       940000 | PA      | $988359.24    | 0.03%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                         | FR SD7563                                                                                                                                              | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5044232 | PA      | $4891840.99   | 0.15%             | 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        |       857039 | PA      | $724769.61    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4                                | GMCAR 2023-4 A2A                                                                                                                                       | CUSIP: 379930AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        71031 | PA      | $71105.54     | 0.00%             | 2026-11-16      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2                                              | MBART 2023-2 A2                                                                                                                                        | CUSIP: 58769FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         2332 | PA      | $2333.12      | 0.00%             | 2026-11-16      | Fixed         | 5.92%                 | 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        |       155788 | PA      | $157187.17    | 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        |      2450000 | PA      | $2476772.01   | 0.08%             | 2028-06-21      | Fixed         | 5.67%                 | 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      | $250952.88    | 0.01%             | 2037-07-17      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                                                          | SOLV 5.4 03/01/29                                                                                                                                      | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |       780000 | PA      | $803421.46    | 0.02%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FNR 2011-52 GB                                                                                                                                         | CUSIP: 31397S7M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        84031 | PA      | $85752.19     | 0.00%             | 2041-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG C91016                                                                                                                                              | CUSIP: 3128P7DV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         1562 | PA      | $1563.89      | 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      | $8948.39      | 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      | $73824.10     | 0.00%             | 2027-07-26      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                               | VMW 3.9 08/21/27                                                                                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       500000 | PA      | $495797.17    | 0.02%             | 2027-08-21      | Fixed         | 3.90%                 | 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      | $2254584.76   | 0.07%             | 2028-11-03      | Fixed         | 3.82%                 | 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      | $912936.67    | 0.03%             | 2028-05-15      | Fixed         | 4.95%                 | 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      | $5397.30      | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD7531                                                                                                                                              | CUSIP: 3132DVLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2151775 | PA      | $1900066.95   | 0.06%             | 2050-12-01      | Fixed         | 3.00%                 | 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      | $1702717.65   | 0.05%             | 2029-06-19      | Fixed         | 4.58%                 | 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      | $893195.04    | 0.03%             | 2028-12-01      | Fixed         | 4.50%                 | 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      | $1389928.27   | 0.04%             | 2028-12-15      | Fixed         | 4.75%                 | 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      | $1428398.18   | 0.04%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                           | MEX 4.75 04/27/32                                                                                                                                      | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      2300000 | PA      | $2190543.00   | 0.07%             | 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      | $1722610.59   | 0.05%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                                                     | STLD 1.65 10/15/27                                                                                                                                     | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       275000 | PA      | $259381.94    | 0.01%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAC V2.651 03/11/32 N                                                                                                                                  | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3254000 | PA      | $2921801.39   | 0.09%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FM7162                                                                                                                                              | CUSIP: 3140XA5Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        47005 | PA      | $45635.57     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QA1023                                                                                                                                              | CUSIP: 31334XD48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        81850 | PA      | $75420.20     | 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      | $1229761.31   | 0.04%             | 2032-05-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD2903                                                                                                                                              | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5078451 | PA      | $4058843.42   | 0.13%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2023-DSC                                                      | JPMMT 2023-DSC1 A1                                                                                                                                     | CUSIP: 46656NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1477759 | PA      | $1439758.53   | 0.04%             | 2063-07-25      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FM5525                                                                                                                                              | CUSIP: 3140X9D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1718300 | PA      | $1436520.00   | 0.04%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                                                  | SJM 6.2 11/15/33                                                                                                                                       | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |      2135000 | PA      | $2292605.50   | 0.07%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 6.858 05/01/54                                                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1090212.13   | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG A57714                                                                                                                                              | CUSIP: 3128KLSB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         3923 | PA      | $3992.97      | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AQ4055                                                                                                                                              | CUSIP: 3138MKQH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9941 | PA      | $9021.57      | 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        |         2056 | PA      | $2061.77      | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | 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        |       578045 | PA      | $575664.62    | 0.02%             | 2036-01-25      | Floating      | 3.86%                 | 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        |        56528 | PA      | $57566.34     | 0.00%             | 2034-03-25      | Floating      | 4.11%                 | 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      | $2197674.47   | 0.07%             | 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      | $944179.49    | 0.03%             | 2048-04-23      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BK8883                                                                                                                                              | CUSIP: 3140HN2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       108140 | PA      | $107358.94    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | 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      | $2943369.67   | 0.09%             | 2030-01-27      | Fixed         | 5.08%                 | 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      | $1600736.49   | 0.05%             | 2026-01-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                               | AMT 3.95 03/15/29                                                                                                                                      | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       300000 | PA      | $293803.90    | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | 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      | $1392234.64   | 0.04%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| MILL CITY MORTGAGE LOAN TRUST                                                            | MCMLT 2019-GS2 M1                                                                                                                                      | CUSIP: 59981TAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       870000 | PA      | $804590.70    | 0.02%             | 2059-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Oneok Inc.                                                                               | OKE 6.35 01/15/31                                                                                                                                      | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1710335.30   | 0.05%             | 2031-01-15      | Fixed         | 6.35%                 | 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        |      1375000 | PA      | $1301047.48   | 0.04%             | 2039-09-10      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Nature Conservancy                                                                       | NACONV 0.944 07/01/26 A                                                                                                                                | CUSIP: 63902HAJ8<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |        25000 | PA      | $23943.92     | 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      | $199720.30    | 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        |       950000 | PA      | $862965.75    | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | VZ 2.55 03/21/31                                                                                                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $897199.36    | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2022-B                                                      | FORDO 2022-B A3                                                                                                                                        | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       104610 | PA      | $104544.96    | 0.00%             | 2026-09-15      | Fixed         | 3.74%                 | 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        |       970000 | PA      | $1018359.59   | 0.03%             | 2033-11-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Ocp Clo 2016-11 Ltd                                                                      | OCP 2016-11A AR3                                                                                                                                       | CUSIP: 67110DBQ9<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |      2400000 | PA      | $2400000.00   | 0.07%             | 2038-07-26      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Alt07                                                                        | WFALT 2007-PA6 A1                                                                                                                                      | CUSIP: 94985KAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       102869 | PA      | $94001.94     | 0.00%             | 2037-12-28      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM 3.625 12/01/27                                                                                                                                     | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       900000 | PA      | $888073.25    | 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      | $248947.10    | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AL9854                                                                                                                                              | CUSIP: 3138ER5Q9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        15731 | PA      | $15364.26     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA2031                                                                                                                                              | CUSIP: 3140Q9HH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       221109 | PA      | $209417.82    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FG V83093                                                                                                                                              | CUSIP: 3132L8NJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3177754 | PA      | $2935168.04   | 0.09%             | 2047-04-01      | Fixed         | 3.50%                 | 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      | $1451828.50   | 0.05%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA0384                                                                                                                                              | CUSIP: 3140Q7NA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6784797 | PA      | $6190323.20   | 0.19%             | 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        |     10062406 | PA      | $9157359.96   | 0.28%             | 2047-12-01      | Fixed         | 3.50%                 | 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      | $1985315.27   | 0.06%             | 2028-12-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                        | VTR 3 01/15/30                                                                                                                                         | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1596149.07   | 0.05%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA Inc.                                                              | SANUSA 3.244 10/05/26                                                                                                                                  | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1083281.81   | 0.03%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: —       |
| BBCMS Mortgage Trust 2020-C6                                                             | BBCMS 2020-C6 ASB                                                                                                                                      | CUSIP: 05492TAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1656668 | PA      | $1595782.20   | 0.05%             | 2053-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA4158                                                                                                                                              | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5185694 | PA      | $4141341.41   | 0.13%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy                                                                       | NACONV 1.304 07/01/28 A                                                                                                                                | CUSIP: 63902HAL3<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |        25000 | PA      | $22662.48     | 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        |      1100000 | PA      | $978265.28    | 0.03%             | 2031-03-15      | Fixed         | 2.38%                 | 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      | $333917.41    | 0.01%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD0295                                                                                                                                              | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       741978 | PA      | $661741.42    | 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        |       200000 | PA      | $176699.76    | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                                | TD 4.456 06/08/32                                                                                                                                      | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       775000 | PA      | $761044.61    | 0.02%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| BANK 2023-BNK46                                                                          | BANK 2023-BNK46 A4                                                                                                                                     | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1450000 | PA      | $1520662.85   | 0.05%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                        | CHH 5.85 08/01/34                                                                                                                                      | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |       594000 | PA      | $599008.38    | 0.02%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | SANTAN 5.565 01/17/30                                                                                                                                  | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      2200000 | PA      | $2284763.39   | 0.07%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 628079                                                                                                                                              | CUSIP: 36291GXG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         2142 | PA      | $2177.14      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                             | NNN 3.6 12/15/26                                                                                                                                       | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |       250000 | PA      | $247079.49    | 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        |      1069000 | PA      | $1060094.60   | 0.03%             | 2028-02-01      | Fixed         | 3.78%                 | 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      | $980544.67    | 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      | $1350689.67   | 0.04%             | 2036-11-10      | Fixed         | 3.53%                 | Yes           |                  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      | $3182271.14   | 0.10%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5597                                                                                                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       269420 | PA      | $269029.55    | 0.01%             | 2048-11-20      | Fixed         | 5.00%                 | 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        |      1562295 | PA      | $1370896.21   | 0.04%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                     | JPM V2.522 04/22/31                                                                                                                                    | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3292311.67   | 0.10%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUST                                                          | CSAIL 2021-C20 A3                                                                                                                                      | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       800000 | PA      | $720470.96    | 0.02%             | 2054-03-15      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS0282                                                                                                                                              | CUSIP: 3140XFJ44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       502404 | PA      | $487437.14    | 0.02%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                          | KFW 5.125 09/29/25                                                                                                                                     | CUSIP: 500769KA1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |      3840000 | PA      | $3846892.53   | 0.12%             | 2025-09-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR15                                                                         | BANK5 2025-5YR15 A3                                                                                                                                    | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1700000 | PA      | $1755354.73   | 0.05%             | 2030-06-15      | Variable      | 0.00%                 | No            |                  3 | 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      | $3287211.63   | 0.10%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST 2021-INV4                                                             | UWM 2021-INV4 A3                                                                                                                                       | CUSIP: 918307AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1734253 | PA      | $1410619.44   | 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      | $2331863.03   | 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      | $1491628.87   | 0.05%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BV2452                                                                                                                                              | CUSIP: 3140MFWN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       830905 | PA      | $720533.56    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  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      | $300330.87    | 0.01%             | 2029-07-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| 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        |       985000 | PA      | $985408.78    | 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      | $203424.83    | 0.01%             | 2034-01-25      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Finance Co.                                                              | GBLATL 7.95 06/15/33 144A                                                                                                                              | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       756000 | PA      | $856758.91    | 0.03%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                      | CHILE 4.95 01/05/36                                                                                                                                    | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      1611005 | PA      | $1582602.98   | 0.05%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp. / Sealed Air Corp. US                                                   | SEE 6.5 07/15/32 144A                                                                                                                                  | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |       441000 | PA      | $457267.61    | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Acrec 2025-FL3 LLC                                                                       | ACREC 2025-FL3 B                                                                                                                                       | CUSIP: 00112HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1250000 | PA      | $1238628.63   | 0.04%             | 2042-08-18      | Floating      | 6.27%                 | Yes           |                  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      | $1969124.79   | 0.06%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Trinet Group Inc                                                                         | TNET 7.125 08/15/31 144A                                                                                                                               | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1042300.84   | 0.03%             | 2031-08-15      | Fixed         | 7.12%                 | 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      | $556365.70    | 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      | $406288.96    | 0.01%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                        | WFC V5.198 01/23/30                                                                                                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3175977.26   | 0.10%             | 2030-01-23      | Fixed         | 5.20%                 | 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      | $832907.86    | 0.03%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: —       |
| Equitable Holdings Inc                                                                   | EQH V6.7 03/28/55                                                                                                                                      | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |       752000 | PA      | $771827.23    | 0.02%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Aaset 2025-1 Ltd / Aaset 2025-1 LLC                                                      | AASET 2025-1A A                                                                                                                                        | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       975507 | PA      | $995369.42    | 0.03%             | 2050-02-16      | Fixed         | 5.94%                 | 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              | CA        |       600000 | PA      | $624352.20    | 0.02%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC V5.546 03/04/30                                                                                                                                   | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2162945.97   | 0.07%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QH0231                                                                                                                                              | CUSIP: 3133CCHG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     11857829 | PA      | $11866536.90  | 0.37%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CC0431                                                                                                                                              | CUSIP: 3140Y6PR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6617599 | PA      | $6637287.09   | 0.21%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SLAM 2025-1 LTD                                                                          | SLAM 2025-1A A                                                                                                                                         | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       600000 | PA      | $621859.50    | 0.02%             | 2050-05-15      | Fixed         | 5.81%                 | 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      | $796000.00    | 0.02%             | 2038-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT STRUCTURED TRUS                                                      | CLAST 2025-1A A                                                                                                                                        | CUSIP: 14856VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       973456 | PA      | $988430.11    | 0.03%             | 2050-02-15      | Fixed         | 5.78%                 | 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      | $1916588.11   | 0.06%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Wells Fargo & Co.                                                                        | WFC F 04/22/28 MTN                                                                                                                                     | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2618396.31   | 0.08%             | 2028-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                                 | SW 5.438 04/03/34                                                                                                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |       350000 | PA      | $354928.00    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                          | VDC 2020-1A A2                                                                                                                                         | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $496136.28    | 0.02%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  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        |       893332 | PA      | $903114.49    | 0.03%             | 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      | $297031.23    | 0.01%             | 2030-08-01      | Floating      | 6.17%                 | Yes           |                  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      | $1941903.20   | 0.06%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc.                                                                | GS V5.727 04/25/30                                                                                                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5414070.90   | 0.17%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  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      | $790330.32    | 0.02%             | 2046-06-20      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.                                     | RKTRM 4 10/15/33 144A                                                                                                                                  | CUSIP: 77313LAB9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       850000 | PA      | $761054.43    | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| PROVIDENT FUNDING MORTGAGE TRUST 2025-1                                                  | PFMT 2025-1 A3                                                                                                                                         | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       766889 | PA      | $769909.76    | 0.02%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2023-SFR1                                                             | TCN 2023-SFR1 C                                                                                                                                        | CUSIP: 89616WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $996561.80    | 0.03%             | 2040-07-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ASSET 2024-1 TRUST                                                                       | AASET 2024-1A A1                                                                                                                                       | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       945319 | PA      | $972529.02    | 0.03%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  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      | $1326011.92   | 0.04%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Allegro VII Clo Ltd                                                                      | ALLEG 2018-1A CR                                                                                                                                       | CUSIP: 01750CAQ6<br>LEI: 635400EBXLHIKFL2MP73 | Long             | ABS-CBDO         | CORP              | KY        |      1950000 | PA      | $1957131.35   | 0.06%             | 2031-06-13      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| LOANCORE ISSUER 2025-CRE8                                                                | LNCR 2025-CRE8 B                                                                                                                                       | CUSIP: 53947FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $994468.80    | 0.03%             | 2042-08-17      | Floating      | 5.98%                 | 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      | $2128021.07   | 0.07%             | 2027-02-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| G.S. MORTGAGE BACKED SECURITIES TRUST 2022-GR2                                           | GSMBS 2022-GR2 A2                                                                                                                                      | CUSIP: 36267BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2112804 | PA      | $1803700.27   | 0.06%             | 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      | $1928337.01   | 0.06%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| United Air Lines, Inc.                                                                   | UAL 5.8 01/15/36                                                                                                                                       | CUSIP: 90932LAJ6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-O            | CORP              | US        |       573188 | PA      | $586700.09    | 0.02%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  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      | $51374.24     | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                           | C V6.02 01/24/36                                                                                                                                       | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       600000 | PA      | $616467.29    | 0.02%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA 3.125 03/15/27                                                                                                                                     | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2057062.49   | 0.06%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| Arsenal AIC Parent LLC                                                                   | ARNC 8 10/01/30 144A                                                                                                                                   | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $106844.00    | 0.00%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bell Canada                                                                              | BCECN V7 09/15/55                                                                                                                                      | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       550000 | PA      | $559238.06    | 0.02%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                       | SUBWAY 2024-1A A2II                                                                                                                                    | CUSIP: 864300AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       348250 | PA      | $357765.83    | 0.01%             | 2054-07-30      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA 3.625 03/15/32                                                                                                                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       700000 | PA      | $645950.76    | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XLII LLC                                                           | CERB 2023-3A B                                                                                                                                         | CUSIP: 15675CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       750000 | PA      | $754970.25    | 0.02%             | 2035-09-13      | Variable      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA5192                                                                                                                                              | CUSIP: 31418EXW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1257177 | PA      | $1299360.96   | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  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      | $814413.68    | 0.03%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Fortress Credit BSL XV Ltd / LLC                                                         | FCBSL 2022-2A BR                                                                                                                                       | CUSIP: 34964WAQ5<br>LEI: 254900VHYDP7XYPMH337 | Long             | ABS-CBDO         | CORP              | JE        |      1250000 | PA      | $1257280.50   | 0.04%             | 2033-10-18      | Floating      | 6.29%                 | 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        |       250000 | PA      | $262534.75    | 0.01%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| PRPM 2024-4 LLC                                                                          | PRPM 2024-4 A1                                                                                                                                         | CUSIP: 74390EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       261780 | PA      | $262633.59    | 0.01%             | 2029-08-25      | Variable      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | INTNED V5.525 03/25/36                                                                                                                                 | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |       200000 | PA      | $203689.72    | 0.01%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CAPSTONE ACQUISITION TL                                                                  | CAPSTONE ACQUISITION TL                                                                                                                                | CUSIP: LX2437759<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        40252 | PA      | $40119.79     | 0.00%             | 2029-11-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | C V6.95 PERP FF                                                                                                                                        | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       650000 | PA      | $665482.43    | 0.02%             | 2049-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SL1136                                                                                                                                              | CUSIP: 31427NHN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       629572 | PA      | $631443.89    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | 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      | $367004.64    | 0.01%             | 2028-06-07      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| WorldPay                                                                                 | WorldPay Term Loan B 200 2031-01-01                                                                                                                    | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |       746255 | PA      | $749053.15    | 0.02%             | 2031-01-31      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS TL                                                                  | CLEARWATER ANALYTICS TL                                                                                                                                | CUSIP: LX2578172<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1250000 | PA      | $1251562.50   | 0.04%             | 2032-02-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                               | TVA 5.25 02/01/55                                                                                                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |        50000 | PA      | $48878.91     | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | 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      | $353085.23    | 0.01%             | 2054-06-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                             | BX 2021-VOLT D                                                                                                                                         | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1307918 | PA      | $1302596.05   | 0.04%             | 2036-09-15      | Floating      | 5.90%                 | 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        |       763623 | PA      | $712497.04    | 0.02%             | 2046-10-15      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                      | OBX 2024-NQM9 A3                                                                                                                                       | CUSIP: 67119DAC2<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |       973069 | PA      | $983393.28    | 0.03%             | 2064-01-25      | Variable      | 6.43%                 | 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      | $449819.55    | 0.01%             | 2039-10-19      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 TRUST                                                                       | AASET 2021-2A A                                                                                                                                        | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       676251 | PA      | $630440.44    | 0.02%             | 2047-01-15      | Fixed         | 2.80%                 | 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      | $262592.69    | 0.01%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| National Australia Bank Ltd.                                                             | NAB V5.902 01/14/36 144A                                                                                                                               | CUSIP: 632525CF6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |       550000 | PA      | $563785.33    | 0.02%             | 2036-01-14      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| AREIT 2025-CRE10 LTD                                                                     | AREIT 2025-CRE10 A                                                                                                                                     | CUSIP: 00193DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1300000 | PA      | $1288132.30   | 0.04%             | 2029-12-17      | Floating      | 6.11%                 | 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        |      1000000 | PA      | $680694.29    | 0.02%             | 2057-12-31      | Fixed         | 3.80%                 | 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      | $2006823.30   | 0.06%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: —       |
| Brown & Brown Inc                                                                        | BRO 5.65 06/11/34                                                                                                                                      | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       350000 | PA      | $359704.36    | 0.01%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                       | SUBWAY 2024-1A A2I                                                                                                                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       149250 | PA      | $152076.75    | 0.00%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  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      | $2058167.54   | 0.06%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| MOSAIC SOLAR LOAN TRUST 2022-1                                                           | MSAIC 2022-1A A                                                                                                                                        | CUSIP: 61946QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1415915 | PA      | $1218614.30   | 0.04%             | 2053-01-20      | Fixed         | 2.64%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                       | SUBWAY 2024-1A A23                                                                                                                                     | CUSIP: 864300AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       796000 | PA      | $818817.22    | 0.03%             | 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      | $349921.51    | 0.01%             | 2029-07-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| iSolved                                                                                  | iSolved Term Loan B 325 2030-10-01                                                                                                                     | CUSIP: 46488HAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       493772 | PA      | $496317.23    | 0.02%             | 2030-10-15      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 6.858 05/01/54                                                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       125000 | PA      | $136961.32    | 0.00%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                       | FFHCN 5.625 08/16/32                                                                                                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $822324.92    | 0.03%             | 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      | $627782.78    | 0.02%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  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      | $1502880.83   | 0.05%             | 2042-03-17      | Floating      | 6.07%                 | 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      | $364002.05    | 0.01%             | 2031-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V5.35 06/01/34                                                                                                                                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2675795.47   | 0.08%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS4273                                                                                                                                              | CUSIP: 3140XKXB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1278562 | PA      | $1259608.98   | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                      | LNG 5.65 04/15/34                                                                                                                                      | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       200000 | PA      | $204932.38    | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                                | GS V6.85 PERP                                                                                                                                          | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       650000 | PA      | $672417.37    | 0.02%             | 2049-12-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD2724                                                                                                                                              | CUSIP: 3132DQAZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1267944 | PA      | $1248918.95   | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  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      | $781620.75    | 0.02%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                          | PFSI 6.875 02/15/33 144A                                                                                                                               | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       250000 | PA      | $256562.50    | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                     | JPM V6.5 PERP OO                                                                                                                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       410000 | PA      | $424462.34    | 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        |       541335 | PA      | $547658.74    | 0.02%             | 2055-01-25      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc.                                                               | RCICN V7.125 04/15/55                                                                                                                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       150000 | PA      | $152117.18    | 0.00%             | 2055-04-15      | Fixed         | 7.12%                 | 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      | $2053822.93   | 0.06%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CB6862                                                                                                                                              | CUSIP: 3140QSTU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       862867 | PA      | $849875.59    | 0.03%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AQUILA FDG 7.45%                                                                         | AQUILA FDG 7.45%                                                                                                                                       | CUSIP: 037984AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       400000 | PA      | $405041.60    | 0.01%             | 2045-09-30      | Fixed         | 7.45%                 | No            |                  3 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                       | PRPM 2024-RPL2 A2                                                                                                                                      | CUSIP: 69381DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1140000 | PA      | $1066459.23   | 0.03%             | 2054-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| CROSS 2025-H1 MORTGAGE TRUST                                                             | CROSS 2025-H1 A2                                                                                                                                       | CUSIP: 22758NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       945477 | PA      | $951019.91    | 0.03%             | 2070-02-25      | Variable      | 5.89%                 | 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      | $561434.83    | 0.02%             | 2035-05-08      | Fixed         | 5.85%                 | 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      | $1322426.06   | 0.04%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM9 TRUST                                                                      | OBX 2024-NQM9 A2                                                                                                                                       | CUSIP: 67119DAB4<br>LEI: 2549004KB8X0K1PPTU08 | Long             | ABS-O            | CORP              | US        |       973069 | PA      | $983452.74    | 0.03%             | 2064-01-25      | Variable      | 6.28%                 | 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        |      1000000 | PA      | $1005349.50   | 0.03%             | 2055-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2                                                      | CHASE 2025-5 A4A                                                                                                                                       | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-O            | CORP              | US        |      1280618 | PA      | $1285663.35   | 0.04%             | 2055-10-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Waystar (Navicure)                                                                       | Waystar (Navicure) Term Loan B 225 2029-10-01                                                                                                          | CUSIP: 63939WAM5<br>LEI: 549300BIRBTAWWHCSZ09 | Long             | LON              | CORP              | US        |       376666 | PA      | $378551.61    | 0.01%             | 2029-10-22      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| WhiteWater DBR                                                                           | WhiteWater DBR Term Loan B 225 2031-03-01                                                                                                              | CUSIP: 96616PAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       496256 | PA      | $497444.77    | 0.02%             | 2031-03-03      | Floating      | 6.65%                 | No            |                  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      | $1573095.00   | 0.05%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  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      | $1754929.59   | 0.05%             | 2042-03-05      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| HighTower                                                                                | HighTower Term Loan B 350 2028-04-01                                                                                                                   | CUSIP: 43117LAN3<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |       448108 | PA      | $447735.86    | 0.01%             | 2032-01-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| CLAUDIUS FINANCE TL                                                                      | CLAUDIUS FINANCE TL                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1000000 | PA      | $1180429.68   | 0.04%             | 2028-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST                                                              | LMAT 2021-GS3 A1                                                                                                                                       | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       438322 | PA      | $437256.28    | 0.01%             | 2061-07-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                          | TMCL 2021-3A A                                                                                                                                         | CUSIP: 88315LAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |       693333 | PA      | $617698.52    | 0.02%             | 2046-08-20      | Fixed         | 1.94%                 | 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      | $565045.01    | 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      | $614344.27    | 0.02%             | 2029-06-24      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| LEGACY MTG TR 2021-GS4                                                                   | LMAT 2021-GS4 A1                                                                                                                                       | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       879947 | PA      | $880448.34    | 0.03%             | 2060-11-25      | Variable      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-1 TRUST                                                                       | AASET 2021-1A A                                                                                                                                        | CUSIP: 00038PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       470921 | PA      | $448004.13    | 0.01%             | 2041-11-16      | Fixed         | 2.95%                 | 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        |      2550000 | PA      | $2611974.22   | 0.08%             | 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      | $2207938.26   | 0.07%             | 2036-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                      | HWIRE 2021-1 A2                                                                                                                                        | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |      1350000 | PA      | $1300004.37   | 0.04%             | 2051-11-20      | Fixed         | 2.31%                 | 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        |      1582003 | PA      | $1382230.51   | 0.04%             | 2049-04-20      | Fixed         | 4.00%                 | Yes           |                  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        |       496250 | PA      | $484580.68    | 0.02%             | 2030-09-13      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Aaset 2024-2 Ltd.                                                                        | AASET 2024-2A A                                                                                                                                        | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       995803 | PA      | $1013324.72   | 0.03%             | 2049-09-16      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| CGI Inc                                                                                  | GIBACN 1.45 09/14/26                                                                                                                                   | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      2300000 | PA      | $2222075.54   | 0.07%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                          | UHS 2.65 10/15/30                                                                                                                                      | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       700000 | PA      | $624347.00    | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | 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      | $2091760.11   | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                      | HWIRE 2023-1A C                                                                                                                                        | CUSIP: 44148HAE3<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |       750000 | PA      | $774088.65    | 0.02%             | 2053-05-20      | None          | 0.00%                 | Yes           |                  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      | $1556415.82   | 0.05%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LXXI, LTD                                                           | MDPK 2025-71A B                                                                                                                                        | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       650000 | PA      | $649526.67    | 0.02%             | 2038-04-23      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | BACR V6.496 09/13/27                                                                                                                                   | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $1942582.21   | 0.06%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cars Db4 LP                                                                              | CAUTO 2023-1A A1                                                                                                                                       | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       516313 | PA      | $520172.61    | 0.02%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                         | BERY 5.8 06/15/31                                                                                                                                      | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |       450000 | PA      | $473084.92    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | 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      | $492397.57    | 0.02%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                              | BRKHEC V7.375 09/15/55                                                                                                                                 | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       600000 | PA      | $625236.22    | 0.02%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                                  | MGCN 5.875 06/01/35                                                                                                                                    | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |       950000 | PA      | $975366.50    | 0.03%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Hyundai Capital America                                                                  | HYNMTR 5.3 03/19/27 144A                                                                                                                               | CUSIP: 44891ACX3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1011327.46   | 0.03%             | 2027-03-19      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership L.P.                                                    | BDN 8.875 04/12/29                                                                                                                                     | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |       500000 | PA      | $541729.18    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | 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      | $511531.59    | 0.02%             | 2055-05-15      | Fixed         | 6.79%                 | 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      | $1387082.06   | 0.04%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                  | BNCN 3.5 03/30/51                                                                                                                                      | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $543305.11    | 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      | $1181365.52   | 0.04%             | 2050-12-05      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| HV EIGHT LLC TL                                                                          | HV EIGHT LLC TL                                                                                                                                        | CUSIP: 8599989L2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       802383 | PA      | $942804.33    | 0.03%             | 2025-12-22      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Safehold GL Holdings LLC                                                                 | SAFE 2.85 01/15/32                                                                                                                                     | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |       750000 | PA      | $653994.54    | 0.02%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  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      | $1434593.76   | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QE5484                                                                                                                                              | CUSIP: 3133BFCV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1540392 | PA      | $1336987.91   | 0.04%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding XXXVIII LP                                                         | CERB 2022-2A A1                                                                                                                                        | CUSIP: 15674XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1250000 | PA      | $1256287.50   | 0.04%             | 2034-10-15      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| BX 2023-DELC MORTGAGE TRUST                                                              | BX 2023-DELC B                                                                                                                                         | CUSIP: 05610DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       500000 | PA      | $505066.85    | 0.02%             | 2038-06-15      | Variable      | 7.43%                 | 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      | $701766.49    | 0.02%             | 2052-12-15      | Fixed         | 6.88%                 | 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      | $306559.61    | 0.01%             | 2028-09-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA5167                                                                                                                                              | CUSIP: 31418EW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1413684 | PA      | $1461690.44   | 0.05%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                                     | PKICN 6.625 08/15/32 144A                                                                                                                              | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |       800000 | PA      | $818164.80    | 0.03%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FA1481                                                                                                                                              | CUSIP: 3140W1UF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       628271 | PA      | $630140.29    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                       | FFHCN 5.75 05/20/35 144A                                                                                                                               | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       400000 | PA      | $405730.01    | 0.01%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                          | SIDC 2025-1A A2                                                                                                                                        | CUSIP: 85236KAP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       550000 | PA      | $545194.57    | 0.02%             | 2050-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OWL ROCK CLO XXI LLC                                                                     | OR 2025-21A B                                                                                                                                          | CUSIP: 69120UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $301559.13    | 0.01%             | 2034-07-24      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R3 LTD                                                  | GOCAP 2013-16A BR3                                                                                                                                     | CUSIP: 38181EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $400000.00    | 0.01%             | 2039-08-09      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                                                     | MQGAU V2.871 01/14/33 144A                                                                                                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |       600000 | PA      | $524846.33    | 0.02%             | 2033-01-14      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Maple Grove Funding Trust I                                                              | LIFEVT 4.161 08/15/51                                                                                                                                  | CUSIP: 565130AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       495000 | PA      | $336381.17    | 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        |      1031873 | PA      | $965894.61    | 0.03%             | 2046-11-15      | Fixed         | 2.77%                 | 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      | $2137325.55   | 0.07%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN BT8106                                                                                                                                              | CUSIP: 3140LXAG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       780855 | PA      | $679279.81    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG New York Branch                                                         | DB V6.119 07/14/26                                                                                                                                     | CUSIP: 25160PAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $1800772.56   | 0.06%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                                    | BAC V5.288 04/25/34                                                                                                                                    | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2755081.51   | 0.09%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                                | WBD 5.141 03/15/52                                                                                                                                     | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       347000 | PA      | $243767.50    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                           | BNCN 6.087 06/14/33                                                                                                                                    | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       150000 | PA      | $158768.13    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8363                                                                                                                                              | CUSIP: 3132DWJG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       194844 | PA      | $198318.16    | 0.01%             | 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        |       832492 | PA      | $860933.35    | 0.03%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  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      | $626218.68    | 0.02%             | 2029-09-17      | Fixed         | 4.00%                 | 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      | $1528499.65   | 0.05%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM V5.581 04/22/30                                                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1038548.43   | 0.03%             | 2030-04-22      | Fixed         | 5.58%                 | 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      | $818076.31    | 0.03%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HPS PRIVATE CREDIT CLO 2025-3 LLC                                                        | HPSPR 2025-3A A1                                                                                                                                       | CUSIP: 40445YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1000000.00   | 0.03%             | 2037-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 16(M)-R3 LTD                                                  | GOCAP 2013-16A A1R3                                                                                                                                    | CUSIP: 38181EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1050000 | PA      | $1050000.00   | 0.03%             | 2039-08-09      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UWM MORTGAGE TRUST                                                                       | UWM 2021-INV2 A9                                                                                                                                       | CUSIP: 90354TAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1774808 | PA      | $1651230.98   | 0.05%             | 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        |      1735853 | PA      | $1621783.48   | 0.05%             | 2052-05-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA5191                                                                                                                                              | CUSIP: 31418EXV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20535813 | PA      | $20911444.96  | 0.65%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA5217                                                                                                                                              | CUSIP: 31418EYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       689871 | PA      | $713019.51    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2022-INV1                                                     | JPMMT 2022-INV1 A3                                                                                                                                     | CUSIP: 465973AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1764130 | PA      | $1508326.47   | 0.05%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                          | BANK 2022-BNK40 A4                                                                                                                                     | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2100000 | PA      | $1931996.85   | 0.06%             | 2064-03-15      | Variable      | 3.50%                 | 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        |      1695178 | PA      | $1497811.05   | 0.05%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2023-NQM1 TRUST                                                                      | OBX 2023-NQM1 A3                                                                                                                                       | CUSIP: 670855AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       302442 | PA      | $302380.64    | 0.01%             | 2062-11-25      | Variable      | 6.50%                 | 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      | $531112.50    | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ascot Group Limited                                                                      | ASCOTG V6.349 06/15/35 144A                                                                                                                            | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |       550000 | PA      | $567496.38    | 0.02%             | 2035-06-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR RA1411                                                                                                                                              | CUSIP: 3133KGR83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1458255 | PA      | $1297302.34   | 0.04%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                                       | CLIF 2020-3A A                                                                                                                                         | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |        48333 | PA      | $45048.43     | 0.00%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  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      | $216001.75    | 0.01%             | 2031-09-13      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: —       |
| Goodman US Finance Five LLC                                                              | GMGAU 4.625 05/04/32 144A                                                                                                                              | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1963593.92   | 0.06%             | 2032-05-04      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| CITIZENS AUTO RECEIVABLES TRUST 202                                                      | CITZN 2023-1 A3                                                                                                                                        | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2006464 | PA      | $2019581.80   | 0.06%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS4828                                                                                                                                              | CUSIP: 3140XLLJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       898954 | PA      | $885604.54    | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  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      | $890213.88    | 0.03%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8385                                                                                                                                              | CUSIP: 3132DWJ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       679515 | PA      | $702315.43    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPM F 04/22/28 .                                                                                                                                       | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1705218.67   | 0.05%             | 2028-04-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp.                                                                    | TRGP 5.5 02/15/35                                                                                                                                      | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       400000 | PA      | $401595.02    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                             | MAR 5.35 03/15/35                                                                                                                                      | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       100000 | PA      | $100865.93    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Concentra                                                                                | Concentra Term Loan B 200 2031-07-01                                                                                                                   | CUSIP: 20602RAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1293508 | PA      | $1299975.66   | 0.04%             | 2031-07-26      | Floating      | 6.30%                 | 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      | $507474.21    | 0.02%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  3 | 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   | 0.04%             | 2026-07-02      | Floating      | 5.62%                 | No            |                  3 | On Loan: No      |
| Israel (State Of)                                                                        | ISRAEL 5.375 03/12/29 5Y                                                                                                                               | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      2000000 | PA      | $2042447.41   | 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      | $2663355.37   | 0.08%             | 2035-03-19      | Fixed         | 5.55%                 | 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      | $1939738.02   | 0.06%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V5.656 04/18/30                                                                                                                                     | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       800000 | PA      | $831122.70    | 0.03%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS F 04/13/28 MTN                                                                                                                                      | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3118481.92   | 0.10%             | 2028-04-13      | Floating      | 0.00%                 | 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      | $1535941.72   | 0.05%             | 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      | $2132940.54   | 0.07%             | 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        |       800000 | PA      | $768113.91    | 0.02%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | C V5.174 02/13/30                                                                                                                                      | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2653189.37   | 0.08%             | 2030-02-13      | Fixed         | 5.17%                 | 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      | $2012669.91   | 0.06%             | 2027-02-23      | Floating      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN DA1098                                                                                                                                              | CUSIP: 3140A1GG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2912758 | PA      | $3017550.56   | 0.09%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                                            | CHAOT 2024-1A A2                                                                                                                                       | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       314666 | PA      | $315096.93    | 0.01%             | 2027-04-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD7540                                                                                                                                              | CUSIP: 3132DVLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3147703 | PA      | $2663767.59   | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                        | WFC V4.897 07/25/33 MTN                                                                                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       753000 | PA      | $753384.78    | 0.02%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FM8779                                                                                                                                              | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       166625 | PA      | $140498.61    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wellfleet Clo X Ltd / Llc                                                                | WELF 2019-XA A1R2                                                                                                                                      | CUSIP: 94949WAR7<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |      6189586 | PA      | $6192681.10   | 0.19%             | 2032-07-20      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO 2025-1                                                              | SDART 2025-1 A2                                                                                                                                        | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       553028 | PA      | $553258.24    | 0.02%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd.                                                      | KOHNPW 4.25 07/27/27 144A                                                                                                                              | CUSIP: 50064YAQ6<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |       250000 | PA      | $249910.80    | 0.01%             | 2027-07-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | TMUS 5.2 01/15/33                                                                                                                                      | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      4475000 | PA      | $4560353.49   | 0.14%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD0294                                                                                                                                              | CUSIP: 3132DMKF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      6446000 | PA      | $6232987.04   | 0.19%             | 2050-03-01      | Fixed         | 4.50%                 | 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      | $1211702.70   | 0.04%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  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      | $1378166.20   | 0.04%             | 2039-10-05      | Variable      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                     | ROCC 2024-CNTR A                                                                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2650000 | PA      | $2713638.03   | 0.08%             | 2041-11-13      | Fixed         | 5.39%                 | 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      | $1520338.05   | 0.05%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  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      | $1682071.18   | 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        |      1445000 | PA      | $1484658.72   | 0.05%             | 2036-01-24      | Fixed         | 6.02%                 | 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      | $345075.30    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| LEX 2024-BBG MORTGAGE TRUST                                                              | LEX 2024-BBG A                                                                                                                                         | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1600000 | PA      | $1609656.56   | 0.05%             | 2033-10-13      | Variable      | 5.04%                 | 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      | $2005360.40   | 0.06%             | 2029-11-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SYCAMORE TRE CLO LT 2021-1                                                               | STCP 2021-1A CR                                                                                                                                        | CUSIP: 87122VAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1475000 | PA      | $1482083.25   | 0.05%             | 2038-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Applovin Corp.                                                                           | APP 5.5 12/01/34                                                                                                                                       | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      1403000 | PA      | $1425065.87   | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UDR Inc                                                                                  | UDR 2.1 08/01/32 MTN                                                                                                                                   | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       150000 | PA      | $124308.99    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | 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        |       496875 | PA      | $497143.24    | 0.02%             | 2044-10-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| ROCK TRUST 2024-CNTR                                                                     | ROCC 2024-CNTR C                                                                                                                                       | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1050000 | PA      | $1089378.05   | 0.03%             | 2041-11-13      | Fixed         | 6.47%                 | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                            | USB V4.967 07/22/33 MTN                                                                                                                                | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      2235000 | PA      | $2208333.00   | 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        |       384233 | PA      | $323302.45    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FM9492                                                                                                                                              | CUSIP: 3140XDRN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       301959 | PA      | $254523.56    | 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        |       658620 | PA      | $555707.14    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS2772                                                                                                                                              | CUSIP: 3140XJCJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        41984 | PA      | $35416.67     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | 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      | $95228.82     | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  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      | $2640961.31   | 0.08%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QE5890                                                                                                                                              | CUSIP: 3133BFRK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |            0 | PA      | $0.01         | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | 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      | $512741.13    | 0.02%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| REGATTA 30 FUNDING LTD/LLC                                                               | REG30 2024-4A A1                                                                                                                                       | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6650000 | PA      | $6675343.82   | 0.21%             | 2038-01-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                               | BLDR 6.75 05/15/35 144A                                                                                                                                | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       950000 | PA      | $979321.85    | 0.03%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA6988                                                                                                                                              | CUSIP: 3140QEXS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2299896 | PA      | $1942873.73   | 0.06%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | AMGN 4.2 03/01/33                                                                                                                                      | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2775000 | PA      | $2664759.38   | 0.08%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                         | FR SD1384                                                                                                                                              | CUSIP: 3132DNRD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        99914 | PA      | $84286.17     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                         | BANK5 2024-5YR11 AS                                                                                                                                    | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       650000 | PA      | $679456.05    | 0.02%             | 2057-11-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                   | FAIRIC 6 05/15/33 144A                                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       715000 | PA      | $723341.04    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings L.P                                                           | HR 2.05 03/15/31                                                                                                                                       | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |       175000 | PA      | $146536.87    | 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      | $968417.30    | 0.03%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  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      | $929137.43    | 0.03%             | 2037-10-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| LV TR 2024-SHOW                                                                          | LV 2024-SHOW A                                                                                                                                         | CUSIP: 50245XAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1050000 | PA      | $1061544.96   | 0.03%             | 2029-10-10      | Variable      | 5.27%                 | 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      | $1219666.62   | 0.04%             | 2029-11-05      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                    | CAH 5.35 11/15/34                                                                                                                                      | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      1305000 | PA      | $1331481.84   | 0.04%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| The Boeing Company                                                                       | BA 6.528 05/01/34                                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       961000 | PA      | $1044783.33   | 0.03%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  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        |       545000 | PA      | $554498.81    | 0.02%             | 2030-07-15      | Fixed         | 5.88%                 | Yes           |                  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      | $2921405.61   | 0.09%             | 2035-04-23      | Fixed         | 1.70%                 | 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      | $257374.82    | 0.01%             | 2031-05-10      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                                          | SLAM 2021-1A A                                                                                                                                         | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      1886250 | PA      | $1769530.55   | 0.05%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  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      | $685412.76    | 0.02%             | 2049-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                                                                    | BAC V4.375 PERP RR                                                                                                                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       700000 | PA      | $688609.25    | 0.02%             | 2049-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fort CRE 2022-FL3 Issuer LLC                                                             | FORT 2022-FL3 A                                                                                                                                        | CUSIP: 34706CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        13819 | PA      | $13803.50     | 0.00%             | 2039-02-23      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | TRGP 4.2 02/01/33                                                                                                                                      | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       330000 | PA      | $309373.61    | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | 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        |      1583241 | PA      | $1366244.82   | 0.04%             | 2037-02-25      | Floating      | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc.                                                       | CMLTI 2006-WF1 A1                                                                                                                                      | CUSIP: 17307G4E5<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-O            | CORP              | US        |      1805468 | PA      | $877100.17    | 0.03%             | 2036-03-25      | Variable      | 2.44%                 | No            |                  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        |       188211 | PA      | $188974.61    | 0.01%             | 2029-01-01      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| OBX 2024-NQM3 TRUST                                                                      | OBX 2024-NQM3 A3                                                                                                                                       | CUSIP: 67118KAC7<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-O            | CORP              | US        |       675567 | PA      | $680816.39    | 0.02%             | 2063-12-25      | Variable      | 6.43%                 | 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      | $1003056.70   | 0.03%             | 2036-04-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                          | TDG 6.625 03/01/32 144A                                                                                                                                | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       150000 | PA      | $155496.53    | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| International-Matex Tank Terminals                                                       | International-Matex Tank Terminals Term Loan B 300 2030-10-01                                                                                          | CUSIP: 45070BAJ4<br>LEI: 549300TH2PHOLK31LB42 | Long             | LON              | CORP              | US        |      1091709 | PA      | $1095938.91   | 0.03%             | 2030-10-05      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                             | T 4.75 02/15/45                                                                                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31095000 | PA      | $30939525.00  | 0.96%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                                       | CCK 5.875 06/01/33 144A                                                                                                                                | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |       910000 | PA      | $916788.60    | 0.03%             | 2033-06-01      | Fixed         | 5.88%                 | 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        |       128337 | PA      | $123169.59    | 0.00%             | 2044-09-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc.                                                                             | MET V3.85 PERP G                                                                                                                                       | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $997333.80    | 0.03%             | 2049-12-31      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA7768                                                                                                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       717682 | PA      | $635530.80    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Vontier Corporation                                                                      | VNT 2.4 04/01/28                                                                                                                                       | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |       700000 | PA      | $659178.58    | 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      | $622818.52    | 0.02%             | 2033-06-21      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: —       |
| MORGAN STANLEY CP I TR 2022-L8                                                           | MSC 2022-L8 A5                                                                                                                                         | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1475000 | PA      | $1376369.26   | 0.04%             | 2055-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                    | LOW 4.25 04/01/52                                                                                                                                      | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       475000 | PA      | $372156.37    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                                   | HPQ 4 04/15/29                                                                                                                                         | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |       105000 | PA      | $102803.29    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8213                                                                                                                                              | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2806656 | PA      | $2434560.59   | 0.08%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT TRUST 2022-NQM3                                                                     | GCAT 2022-NQM3 A3                                                                                                                                      | CUSIP: 36168MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1993584 | PA      | $1890213.91   | 0.06%             | 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: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $615951.50    | 0.02%             | 2032-06-13      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: —       |
| Signature Aviation                                                                       | Signature Aviation Term Loan B (Add-on) 275 2028-06-01                                                                                                 | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |       915593 | PA      | $917726.12    | 0.03%             | 2029-07-08      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2022-6                                                           | VERUS 2022-6 A3                                                                                                                                        | CUSIP: 92539AAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1766641 | PA      | $1747437.22   | 0.05%             | 2067-06-25      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                                       | FG 5.15 07/07/25 144A                                                                                                                                  | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | USGSE             | US        |      1200000 | PA      | $1200038.26   | 0.04%             | 2025-07-07      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HIT TRUST 2022-HI32                                                                      | HIT 2022-HI32 C                                                                                                                                        | CUSIP: 40442AAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1056336 | PA      | $1060589.39   | 0.03%             | 2025-07-09      | Floating      | 7.81%                 | Yes           |                  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      | $646988.75    | 0.02%             | 2030-07-20      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                              | CQP 5.95 06/30/33                                                                                                                                      | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       150000 | PA      | $156642.86    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aramark                                                                                  | Aramark Term Loan B-7 200 2028-04-01                                                                                                                   | CUSIP: 03852JAU5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |       140000 | PA      | $140425.60    | 0.00%             | 2028-04-06      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                    | TEAM 5.5 05/15/34                                                                                                                                      | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |       230000 | PA      | $236296.44    | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                               | HAS 6.05 05/14/34                                                                                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |       400000 | PA      | $412763.24    | 0.01%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                             | T 4.25 12/31/26                                                                                                                                        | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16215000 | PA      | $16311909.92  | 0.51%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                             | T 3.875 04/30/30                                                                                                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     13655000 | PA      | $13711540.23  | 0.43%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| South Africa (Republic of)                                                               | SAGB 9 01/31/40 2040                                                                                                                                   | CUSIP: S69124WH4<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     97970000 | PA      | $4791779.20   | 0.15%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                               | TVASP 0 04/01/56                                                                                                                                       | CUSIP: 88059FBP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      1000000 | PA      | $179756.47    | 0.01%             | 2056-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corp.                                                        | SASC 2007-BC4 A1                                                                                                                                       | CUSIP: 86365DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1443122 | PA      | $1400669.31   | 0.04%             | 2037-11-25      | Floating      | 3.63%                 | No            |                  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      | $376829.52    | 0.01%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                             | AVGO 3.469 04/15/34 144A                                                                                                                               | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      1085000 | PA      | $969627.83    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| ANCHORAGE CREDIT FUNDING 13 LTD                                                          | ANCHF 2021-13A A2                                                                                                                                      | CUSIP: 03290AAJ9<br>LEI: 549300N5JCR10GGBIT41 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $938972.70    | 0.03%             | 2039-07-27      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8199                                                                                                                                              | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       297777 | PA      | $236546.22    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc. / Central Merger Sub Inc.                                            | CDK 7.25 06/15/29 144A                                                                                                                                 | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       600000 | PA      | $489846.12    | 0.02%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  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        |      1164392 | PA      | $1139509.10   | 0.04%             | 2037-06-25      | Floating      | 4.33%                 | No            |                  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        |       295521 | PA      | $297182.90    | 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      | $358665.65    | 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      | $1020323.00   | 0.03%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM3                                                | BRAVO 2024-NQM3 A3                                                                                                                                     | CUSIP: 10569LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       425628 | PA      | $429200.83    | 0.01%             | 2064-03-25      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE1                                                                     | FIGRE 2024-HE1 A                                                                                                                                       | CUSIP: 31684HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       220757 | PA      | $225094.08    | 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      | $1107642.78   | 0.03%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| OneMain Financial Corporation                                                            | OMF 7.5 05/15/31                                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       150000 | PA      | $156835.05    | 0.00%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                             | T 4.125 08/15/44                                                                                                                                       | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11875000 | PA      | $10882788.06  | 0.34%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                             | B 0 11/28/25                                                                                                                                           | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3775000 | PA      | $3710180.10   | 0.12%             | 2025-11-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | T 3.875 03/31/27                                                                                                                                       | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2730000 | PA      | $2734692.19   | 0.08%             | 2027-03-31      | Fixed         | 3.88%                 | 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      | $155150.33    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA4325                                                                                                                                              | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4360390 | PA      | $3472040.40   | 0.11%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kkr Clo 16 Ltd. / Kkr Clo 16 LLC                                                         | KKR 16 A2R2                                                                                                                                            | CUSIP: 48251BAY6<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |      2500000 | PA      | $2509348.75   | 0.08%             | 2034-10-20      | Floating      | 6.30%                 | Yes           |                  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      | $843114.19    | 0.03%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                                          | BANK 2022-BNK39 A4                                                                                                                                     | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2025000 | PA      | $1806516.78   | 0.06%             | 2055-02-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| BSPRT 2022-FL9 ISSUER LLC                                                                | BSPRT 2022-FL9 B                                                                                                                                       | CUSIP: 055984AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $2010652.00   | 0.06%             | 2039-07-15      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Pilgrims Pride Corporation                                                               | PPC 3.5 03/01/32                                                                                                                                       | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |      3430000 | PA      | $3091124.92   | 0.10%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2024-2                                                          | AOMT 2024-2 A3                                                                                                                                         | CUSIP: 034942AC6<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-O            | CORP              | US        |       779811 | PA      | $782848.60    | 0.02%             | 2069-01-25      | Variable      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Constellation Software Inc.                                                              | CSUCN 5.461 02/16/34 144A                                                                                                                              | CUSIP: 21037XAD2<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |      1000000 | PA      | $1020583.91   | 0.03%             | 2034-02-16      | Fixed         | 5.46%                 | 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      | $1507078.35   | 0.05%             | 2036-04-15      | Floating      | 6.70%                 | 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      | $261672.04    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| NetApp Inc.                                                                              | NTAP 5.7 03/17/35                                                                                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       550000 | PA      | $565041.55    | 0.02%             | 2035-03-17      | Fixed         | 5.70%                 | 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      | $15149.43     | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | 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      | $508362.23    | 0.02%             | 2031-05-23      | Fixed         | 5.12%                 | 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        |      1495425 | PA      | $802218.22    | 0.02%             | 2037-05-25      | Floating      | 1.64%                 | 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        |      1197088 | PA      | $921069.52    | 0.03%             | 2037-05-25      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| LOANCORE 2021-CRE5 ISSUER LTD                                                            | LNCR 2021-CRE5 AS                                                                                                                                      | CUSIP: 53947XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1100000 | PA      | $1100240.68   | 0.03%             | 2036-07-15      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                    | BAC V2.972 02/04/33 MTN                                                                                                                                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       425000 | PA      | $380693.28    | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                  | BPCEGP V5.748 07/19/33 144A                                                                                                                            | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |       600000 | PA      | $615383.98    | 0.02%             | 2033-07-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                          | WHR 5.75 03/01/34                                                                                                                                      | CUSIP: 963320BC9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       300000 | PA      | $292705.14    | 0.01%             | 2034-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SWITCH ABS ISSUER LLC 2024-1                                                             | SWTCH 2024-1A A2                                                                                                                                       | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       700000 | PA      | $714331.80    | 0.02%             | 2054-03-25      | Fixed         | 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      | $1700072.74   | 0.05%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                     | UKT 4.5 03/07/35                                                                                                                                       | CUSIP: G4527HN64<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      3440000 | PA      | $4724371.59   | 0.15%             | 2035-03-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                      | AFRMT 2025-1A A                                                                                                                                        | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       635000 | PA      | $640219.51    | 0.02%             | 2033-02-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                               | TVA 3.5 12/15/42                                                                                                                                       | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       500000 | PA      | $407135.91    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                             | AVGO 3.419 04/15/33 144A                                                                                                                               | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       900000 | PA      | $816517.04    | 0.03%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  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      | $996965.40    | 0.03%             | 2036-11-16      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                                             | SWK 3 05/15/32                                                                                                                                         | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |       500000 | PA      | $439508.20    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | 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      | $2555199.29   | 0.08%             | 2034-03-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM4 TRUST                                                                      | OBX 2024-NQM4 A2                                                                                                                                       | CUSIP: 67118TAB0<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-O            | CORP              | US        |       721488 | PA      | $726705.57    | 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      | $420071.20    | 0.01%             | 2031-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: —       |
| The Boeing Company                                                                       | The Boeing Company 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                                               | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |        17674 | PA      | $1201832.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Germany (Federal Republic Of)                                                            | BKO 2.2 03/11/27 2Y                                                                                                                                    | CUSIP: D2S1KZAA8<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |       755000 | PA      | $894513.90    | 0.03%             | 2027-03-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                              | NTAP 5.5 03/17/32                                                                                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       595000 | PA      | $613080.49    | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | 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      | $786175.63    | 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      | $861600.60    | 0.03%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                             | T 5 05/15/45                                                                                                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     28020000 | PA      | $28788360.94  | 0.89%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Guidestone Funds                                                                         | Guidestone Funds MONEY MKT INSTL                                                                                                                       | CUSIP: 40171W793<br>LEI: 5493004CCGXMXJDWX424 | Long             | STIV             | RF                | US        |     17156257 | NS      | $17156257.25  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Beacon Llc                                                                       | PACBEA 5.508 07/15/36                                                                                                                                  | CUSIP: 69403WAC1<br>LEI: 549300RDBP3BJOLTTC39 | Long             | DBT              | CORP              | US        |       750000 | PA      | $738893.63    | 0.02%             | 2036-07-15      | Fixed         | 5.51%                 | 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        |       155581 | PA      | $142334.69    | 0.00%             | 2060-08-16      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA6475                                                                                                                                              | CUSIP: 36179VFQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       485708 | PA      | $445454.45    | 0.01%             | 2050-02-20      | Fixed         | 3.50%                 | 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      | $2005650.45   | 0.06%             | 2041-05-10      | Fixed         | 2.96%                 | 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      | $952591.40    | 0.03%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2021-LTV2                                                     | JPMMT 2021-LTV2 A1                                                                                                                                     | CUSIP: 46654VAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       810690 | PA      | $699825.35    | 0.02%             | 2052-05-25      | Variable      | 2.52%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING VIII LLC                                                                     | CLIF 2022-1A A                                                                                                                                         | CUSIP: 12565KAE7<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-O            | CORP              | US        |       179533 | PA      | $164169.75    | 0.01%             | 2047-01-18      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                   | BWP 3.6 09/01/32                                                                                                                                       | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |       700000 | PA      | $635542.28    | 0.02%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                                     | WSTOP 2022-1A A2                                                                                                                                       | CUSIP: 974153AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       397000 | PA      | $379123.39    | 0.01%             | 2052-03-05      | Fixed         | 3.73%                 | 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      | $1507723.56   | 0.05%             | 2037-03-30      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                          | HD 3.25 04/15/32                                                                                                                                       | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       625000 | PA      | $578575.28    | 0.02%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ArcLight GCX                                                                             | ArcLight GCX Term Loan B 275 2029-05-01                                                                                                                | CUSIP: 00162DAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       981918 | PA      | $984633.30    | 0.03%             | 2029-04-20      | Floating      | 8.09%                 | No            |                  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      | $1229280.00   | 0.04%             | 2042-05-23      | Fixed         | 5.88%                 | Yes           |                  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      | $603738.99    | 0.02%             | 2032-06-17      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | MS V5.942 02/07/39                                                                                                                                     | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       400000 | PA      | $410750.10    | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                                | TPG 5.875 03/05/34                                                                                                                                     | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |       629000 | PA      | $654042.18    | 0.02%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Tyson Foods, Inc.                                                                        | TSN 5.7 03/15/34                                                                                                                                       | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |       100000 | PA      | $103584.45    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| GXO Logistics Inc.                                                                       | GXO 6.25 05/06/29                                                                                                                                      | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |       250000 | PA      | $261127.99    | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST 2024-5                                                            | SEMT 2024-5 A5                                                                                                                                         | CUSIP: 81743CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       224823 | PA      | $226804.67    | 0.01%             | 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      | $770326.38    | 0.02%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | CCL 5.875 06/15/31 144A                                                                                                                                | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      2565000 | PA      | $2614696.88   | 0.08%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XXXII LP                                                           | CERB 2021-2A A                                                                                                                                         | CUSIP: 15674LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002962.50   | 0.03%             | 2033-04-22      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                    | WFCM 2021-C59 A5                                                                                                                                       | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1350000 | PA      | $1199255.76   | 0.04%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Greenko Power II Limited                                                                 | GRNKEN 4.3 12/13/28 144A                                                                                                                               | CUSIP: 39530MAA6<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |       159500 | PA      | $150206.89    | 0.00%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                             | CAS 2021-R03 1M2                                                                                                                                       | CUSIP: 20754AAB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       245000 | PA      | $246598.40    | 0.01%             | 2041-12-25      | Floating      | 5.97%                 | 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        |       859846 | PA      | $859527.92    | 0.03%             | 2037-01-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA4577                                                                                                                                              | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7986409 | PA      | $6349775.63   | 0.20%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  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      | $1232441.39   | 0.04%             | 2032-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA4599                                                                                                                                              | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3512053 | PA      | $3046439.07   | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  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      | $1202928.12   | 0.04%             | 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      | $1266108.19   | 0.04%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                                                       | STT V6.7 PERP I                                                                                                                                        | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       950000 | PA      | $994452.41    | 0.03%             | 2049-12-31      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Ardonagh Finco Ltd.                                                                      | ARDGRP 7.75 02/15/31 144A                                                                                                                              | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |       200000 | PA      | $209247.80    | 0.01%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                                 | SAFE 6.1 04/01/34                                                                                                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |       400000 | PA      | $416589.77    | 0.01%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Lazard Group LLC                                                                         | LAZ 6 03/15/31                                                                                                                                         | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |       720000 | PA      | $756417.32    | 0.02%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                                             | T 4.25 08/15/54                                                                                                                                        | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     31350000 | PA      | $28638714.69  | 0.89%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  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      | $1515441.21   | 0.05%             | 2031-08-11      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                             | B 0 12/11/25                                                                                                                                           | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1600000 | PA      | $1570261.55   | 0.05%             | 2025-12-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                             | B 0 12/18/25                                                                                                                                           | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1795000 | PA      | $1760109.06   | 0.05%             | 2025-12-18      | None          | 0.00%                 | 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      | $1471591.93   | 0.05%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR RA8213                                                                                                                                              | CUSIP: 3133KQDS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       860564 | PA      | $885902.77    | 0.03%             | 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      | $2886.21      | 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        |      1873000 | PA      | $1930447.90   | 0.06%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                            | WMB 5.65 03/15/33                                                                                                                                      | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       525000 | PA      | $545863.65    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                           | BLTN 0 10/01/25 LTN                                                                                                                                    | CUSIP: P8T60NPD7<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    169837000 | PA      | $30150565.14  | 0.94%             | 2025-10-01      | None          | 0.00%                 | 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      | $7572176.11   | 0.24%             | 2029-10-05      | Fixed         | 2.88%                 | 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      | $1205392.69   | 0.04%             | 2026-08-07      | Floating      | 0.00%                 | 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      | $1610369.45   | 0.05%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| SLAM 2025-1 LTD                                                                          | SLAM 2025-1A A                                                                                                                                         | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1900000 | PA      | $1969221.75   | 0.06%             | 2050-05-15      | Fixed         | 5.81%                 | Yes           |                  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      | $1808423.94   | 0.06%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UWM MORTGAGE TRUST 2021-INV3                                                             | UWM 2021-INV3 A9                                                                                                                                       | CUSIP: 90355RAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1796372 | PA      | $1675221.72   | 0.05%             | 2051-11-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BR6352                                                                                                                                              | CUSIP: 3140L5BW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       132542 | PA      | $111960.91    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CB4693                                                                                                                                              | CUSIP: 3140QQGB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1584444 | PA      | $1604396.64   | 0.05%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc.                                                     | SUMIBK 5.766 01/13/33                                                                                                                                  | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      1740000 | PA      | $1831057.57   | 0.06%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association                                                 | G2 MA8644                                                                                                                                              | CUSIP: 36179XS98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1631152 | PA      | $1493059.12   | 0.05%             | 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        |       191000 | PA      | $171622.89    | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FN CB6076                                                                                                                                              | CUSIP: 3140QRXE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       820416 | PA      | $829196.96    | 0.03%             | 2053-04-01      | 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      | $220471.20    | 0.01%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                           | MS V5.32 07/19/35                                                                                                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       700000 | PA      | $708828.29    | 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        |       198259 | PA      | $200774.10    | 0.01%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 6.259 05/01/27                                                                                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       400000 | PA      | $411690.81    | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | 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      | $2516931.34   | 0.08%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN FS3440                                                                                                                                              | CUSIP: 3140XJZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       748477 | PA      | $769671.08    | 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      | $113553.57    | 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      | $1199167.86   | 0.04%             | 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        |       350000 | PA      | $357653.75    | 0.01%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Barclays Dryrock Issuance Trust                                                          | DROCK 2023-1 A                                                                                                                                         | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |      2400000 | PA      | $2406552.24   | 0.07%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                  | VENLNG 8.375 06/01/31 144A                                                                                                                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       645000 | PA      | $670381.19    | 0.02%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  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      | $497582.65    | 0.02%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: —       |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-2                                                 | GCAR 2025-2A A2                                                                                                                                        | CUSIP: 37989BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1800000 | PA      | $1801634.04   | 0.06%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NYO COMMERCIAL MORTGAGE TRUST 2021-1290                                                  | NYO 2021-1290 A                                                                                                                                        | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2300000 | PA      | $2296966.07   | 0.07%             | 2038-11-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                           | MEX 6.35 02/09/35                                                                                                                                      | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       430000 | PA      | $441008.00    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corp.                                                         | FR RA8419                                                                                                                                              | CUSIP: 3133KQK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       760888 | PA      | $778627.47    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                     | MTB V5.053 01/27/34                                                                                                                                    | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       685000 | PA      | $676415.29    | 0.02%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2024-7                                                 | CHASE 2024-7 A11                                                                                                                                       | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1942744 | PA      | $1948166.34   | 0.06%             | 2055-06-25      | Variable      | 5.62%                 | Yes           |                  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      | $905470.62    | 0.03%             | 2028-09-11      | Floating      | 0.00%                 | 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      | $1416334.96   | 0.04%             | 2027-11-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 6.298 05/01/29                                                                                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       400000 | PA      | $422990.35    | 0.01%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  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        |      2100000 | PA      | $2105756.73   | 0.07%             | 2027-07-20      | Fixed         | 4.63%                 | 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      | $2455936.51   | 0.08%             | 2035-05-19      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                            | WBD 3.625 05/15/30                                                                                                                                     | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1466460.00   | 0.05%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| UWM MORTGAGE TRUST 2021-INV3                                                             | UWM 2021-INV3 A3                                                                                                                                       | CUSIP: 90355RAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2499300 | PA      | $2032431.22   | 0.06%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                             | ORCL 6.9 11/09/52                                                                                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       775000 | PA      | $862757.65    | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS V9.016 11/15/33 144A                                                                                                                               | CUSIP: 225401BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |       700000 | PA      | $865740.28    | 0.03%             | 2033-11-15      | Fixed         | 9.02%                 | Yes           |                  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      | $516800.11    | 0.02%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | MAR 4.9 04/15/29                                                                                                                                       | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       325000 | PA      | $330898.94    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                  | UNH 5.05 04/15/53                                                                                                                                      | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       560000 | PA      | $500257.61    | 0.02%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CB6080                                                                                                                                              | CUSIP: 3140QRXJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1571955 | PA      | $1583732.05   | 0.05%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CK Hutchison International 2023 Ltd.                                                     | CKHH 4.75 04/21/28 144A                                                                                                                                | CUSIP: 12570FAA9<br>LEI: 2549003AJI1YI8883K46 | Long             | DBT              | CORP              | KY        |       200000 | PA      | $201527.52    | 0.01%             | 2028-04-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 785622                                                                                                                                              | CUSIP: 3622ABD33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       326540 | PA      | $273533.65    | 0.01%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                            | USB V5.775 06/12/29                                                                                                                                    | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |       580000 | PA      | $602365.22    | 0.02%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                 | AXP V5.284 07/26/35                                                                                                                                    | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1215335.93   | 0.04%             | 2035-07-26      | Fixed         | 5.28%                 | 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      | $603602.48    | 0.02%             | 2028-03-27      | Fixed         | 5.05%                 | 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        |      2600000 | PA      | $2607403.89   | 0.08%             | 2055-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNR 2025-54 FM                                                                                                                                         | CUSIP: 3136BWNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1300000 | PA      | $1299880.73   | 0.04%             | 2055-07-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD7543                                                                                                                                              | CUSIP: 3132DVLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11521601 | PA      | $9715294.48   | 0.30%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                           | EPR 3.6 11/15/31                                                                                                                                       | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2090572.64   | 0.06%             | 2031-11-15      | Fixed         | 3.60%                 | 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        |       866866 | PA      | $867330.92    | 0.03%             | 2036-11-25      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA4597                                                                                                                                              | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       835413 | PA      | $662971.13    | 0.02%             | 2052-05-01      | Fixed         | 2.00%                 | 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      | $960770.75    | 0.03%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR RA8417                                                                                                                                              | CUSIP: 3133KQK62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       781489 | PA      | $804441.04    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                   | TFC V6.047 06/08/27 MTN                                                                                                                                | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       215000 | PA      | $217931.07    | 0.01%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL2 TRUST                                                                     | PRET 2024-RPL2 A1                                                                                                                                      | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       641890 | PA      | $612962.09    | 0.02%             | 2064-06-25      | Variable      | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corporation                                                                      | SYK 4.625 09/11/34                                                                                                                                     | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1871492.62   | 0.06%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Santander UK Group Holdings PLC                                                          | SANUK V4.858 09/11/30                                                                                                                                  | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      1200000 | PA      | $1198844.34   | 0.04%             | 2030-09-11      | Fixed         | 4.86%                 | 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        |      1000000 | PA      | $1004645.05   | 0.03%             | 2042-11-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Prologis, L.P.                                                                           | PLD 4.625 01/15/33                                                                                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       650000 | PA      | $647088.77    | 0.02%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                                       | ET 5.75 02/15/33                                                                                                                                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       700000 | PA      | $726926.44    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                              | EIBKOR 5.125 01/11/33                                                                                                                                  | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |       200000 | PA      | $206503.10    | 0.01%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR SD8315                                                                                                                                              | CUSIP: 3132DWGY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       859529 | PA      | $846631.94    | 0.03%             | 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        |       780461 | PA      | $655364.93    | 0.02%             | 2051-12-20      | Fixed         | 2.50%                 | 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      | $2838814.52   | 0.09%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                               | OKE 5.05 11/01/34                                                                                                                                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2531480.09   | 0.08%             | 2034-11-01      | Fixed         | 5.05%                 | 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        |      2350223 | PA      | $2348539.73   | 0.07%             | 2064-10-25      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 6.388 05/01/31                                                                                                                                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       400000 | PA      | $430055.89    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: —       |
| BGC Group Inc                                                                            | BGC 6.15 04/02/30 144A                                                                                                                                 | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       400000 | PA      | $405690.45    | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | Yes           |                  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      | $565857.05    | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | 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      | $1398219.68   | 0.04%             | 2042-04-05      | Variable      | 2.51%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA8268                                                                                                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3196414 | PA      | $3087754.80   | 0.10%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                             | ORCL 6.25 11/09/32                                                                                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1217827.51   | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Amgen Inc.                                                                               | AMGN 5.25 03/02/33                                                                                                                                     | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       995000 | PA      | $1019251.27   | 0.03%             | 2033-03-02      | Fixed         | 5.25%                 | 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        |       536022 | PA      | $536958.91    | 0.02%             | 2033-02-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN MA5009                                                                                                                                              | CUSIP: 31418ER77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6920490 | PA      | $6806373.12   | 0.21%             | 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        |      4385000 | PA      | $4482009.18   | 0.14%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 785702                                                                                                                                              | CUSIP: 3622ABGK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       777990 | PA      | $653290.91    | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | 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        |      1950493 | PA      | $1959511.84   | 0.06%             | 2054-07-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                    | ONT 3.8 12/02/34                                                                                                                                       | CUSIP: 68333ZBG1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |      9000000 | PA      | $6607259.04   | 0.21%             | 2034-12-02      | Fixed         | 3.80%                 | No            |                  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      | $2490126.30   | 0.08%             | 2029-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: —       |
| The Boeing Company                                                                       | BA 6.528 05/01/34                                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       300000 | PA      | $326155.05    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                             | AVGO 4.15 04/15/32 144A                                                                                                                                | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       420000 | PA      | $404950.77    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Workday Inc                                                                              | WDAY 3.8 04/01/32                                                                                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |       225000 | PA      | $211505.87    | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                              | WDAY 3.7 04/01/29                                                                                                                                      | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |       325000 | PA      | $317530.88    | 0.01%             | 2029-04-01      | Fixed         | 3.70%                 | 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      | $2450249.05   | 0.08%             | 2032-04-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                             | TII 0.375 07/15/25                                                                                                                                     | CUSIP: 912828XL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       200000 | PA      | $270423.35    | 0.01%             | 2025-07-15      | Fixed         | 0.38%                 | 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      | $10886389.33  | 0.34%             | 2052-05-15      | None          | 0.00%                 | 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        |      1185000 | PA      | $1246520.58   | 0.04%             | 2047-08-15      | Fixed         | 7.14%                 | 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      | $1004496.50   | 0.03%             | 2036-02-20      | Floating      | 6.72%                 | No            |                  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      | $1006316.10   | 0.03%             | 2036-01-15      | Floating      | 7.50%                 | 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      | $6629746.08   | 0.21%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| U.S. Treasury Bond Stripped Principal Payment                                            | SP 0 02/15/55                                                                                                                                          | CUSIP: 912803HH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9000000 | PA      | $2193391.17   | 0.07%             | 2055-02-15      | None          | 0.00%                 | No            |                  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      | $3786187.49   | 0.12%             | 2044-08-15      | Fixed         | 3.12%                 | 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      | $318780.90    | 0.01%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  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      | $578873.35    | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                            | SP 0 05/15/54                                                                                                                                          | CUSIP: 912803HB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19000000 | PA      | $4745412.45   | 0.15%             | 2054-05-15      | None          | 0.00%                 | No            |                  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      | $5419798.67   | 0.17%             | 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        |     17500000 | PA      | $17525976.56  | 0.54%             | 2032-04-30      | Fixed         | 4.00%                 | 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      | $3514492.19   | 0.11%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bills                                                             | B 0 09/16/25                                                                                                                                           | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       911000 | PA      | $902738.25    | 0.03%             | 2025-09-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F032674<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |      -100000 | PA      | $-90043.98    | -0.00%            | 2049-12-31      | Fixed         | 3.50%                 | 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      | $338665.58    | 0.01%             | 2033-07-15      | Fixed         | 1.38%                 | 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      | $496302.18    | 0.02%             | 2028-12-17      | Fixed         | 5.00%                 | 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      | $938225.08    | 0.03%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  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      | $1756920.20   | 0.05%             | 2036-01-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                             | AVGO 3.5 02/15/41 144A                                                                                                                                 | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       325000 | PA      | $257734.51    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  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      | $12879978.93  | 0.40%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8700000 | PA      | $8527170.45   | 0.26%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  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      | $383707.30    | 0.01%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | 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      | $714539.40    | 0.02%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59100000 | PA      | $59095713.48  | 1.83%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F050684<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     94000000 | PA      | $92073896.29  | 2.86%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | SANTAN 5.439 07/15/31                                                                                                                                  | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      1000000 | PA      | $1039293.35   | 0.03%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| Sumitomo Mitsui Financial Group Inc.                                                     | SUMIBK 5.424 07/09/31                                                                                                                                  | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      1300000 | PA      | $1349588.16   | 0.04%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H052686<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5530000 | PA      | $5533584.71   | 0.17%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN 559822                                                                                                                                              | CUSIP: 31386C4F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9999 | PA      | $10067.30     | 0.00%             | 2040-10-01      | Variable      | 5.90%                 | 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      | $1366914.07   | 0.04%             | 2028-02-15      | Fixed         | 2.75%                 | 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      | $20587464.76  | 0.64%             | 2040-11-15      | Fixed         | 1.38%                 | 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      | $318985.36    | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EnerSys                                                                                  | ENS 6.625 01/15/32 144A                                                                                                                                | CUSIP: 29275YAF9<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1023776.00   | 0.03%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                | DUK 4.85 01/15/34                                                                                                                                      | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $999147.20    | 0.03%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| United States Treasury Notes                                                             | TII 2.125 04/15/29                                                                                                                                     | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      6600000 | PA      | $7030917.47   | 0.22%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                             | T 4.75 05/15/55                                                                                                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      7570000 | PA      | $7528601.56   | 0.23%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bonds                                                             | T 2.75 08/15/42                                                                                                                                        | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       600000 | PA      | $459304.69    | 0.01%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  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      | $4881738.27   | 0.15%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DRYDEN 54 SENIOR LOAN FUND LLC                                                           | DRSLF 2017-54A C                                                                                                                                       | CUSIP: 26244RAC5<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |      1000000 | PA      | $1002755.00   | 0.03%             | 2029-10-19      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                          | TMCL 2021-2A A                                                                                                                                         | CUSIP: 88315LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |       666667 | PA      | $622593.93    | 0.02%             | 2046-04-20      | Fixed         | 2.23%                 | Yes           |                  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      | $18957788.60  | 0.59%             | 2032-07-15      | Fixed         | 0.62%                 | 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      | $716766.76    | 0.02%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  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      | $7555829.64   | 0.23%             | 2034-01-15      | Fixed         | 1.75%                 | 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        |      1283544 | PA      | $1290443.35   | 0.04%             | 2030-02-22      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Voya Clo 2020-2 Ltd / Llc                                                                | VOYA 2020-2A A1RR                                                                                                                                      | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4300000 | PA      | $4315895.38   | 0.13%             | 2038-01-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                 | T 2.75 06/01/31                                                                                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       175000 | PA      | $158724.30    | 0.00%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STREAM INNOV ISSUE TR 2024-1                                                             | STRE 2024-1A A                                                                                                                                         | CUSIP: 86324CAA9<br>LEI: 7437000ZP669LKUTZ738 | Long             | ABS-O            | CORP              | US        |       811778 | PA      | $843692.94    | 0.03%             | 2044-07-15      | Fixed         | 6.27%                 | Yes           |                  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      | $1004716.70   | 0.03%             | 2036-04-20      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Alba 2007-1 PLC                                                                          | ALBA 2007-1 A3                                                                                                                                         | CUSIP: G021A3AA9<br>LEI: 2138008XOOHJFP498784 | Long             | ABS-O            | CORP              | GB        |       275022 | PA      | $370804.41    | 0.01%             | 2039-03-17      | Floating      |  | 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      | $1853310.72   | 0.06%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: —       |
| ASSET 2024-1 TRUST                                                                       | AASET 2024-1A A2                                                                                                                                       | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       756255 | PA      | $778023.20    | 0.02%             | 2049-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corporation                                        | RHP 6.5 06/15/33 144A                                                                                                                                  | CUSIP: 749571AL9<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       270000 | PA      | $277930.17    | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                                 | T 3.65 06/01/51                                                                                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       500000 | PA      | $355548.11    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  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      | $267332.15    | 0.01%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                 | T 3.5 06/01/41                                                                                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       400000 | PA      | $314014.71    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                 | JPMMT 2005-A1 6T1                                                                                                                                      | CUSIP: 466247LZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         6878 | PA      | $6730.97      | 0.00%             | 2035-02-25      | Variable      | 5.87%                 | 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      | $196117.19    | 0.01%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANZ Bank New Zealand Limited                                                             | ANZNZ V5.898 07/10/34 144A                                                                                                                             | CUSIP: 00182YAC9<br>LEI: HZSN7FQBPO5IEWYIGC72 | Long             | DBT              | CORP              | NZ        |      1350000 | PA      | $1387290.55   | 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      | 6.01%                 | No            |                  3 | 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      | $1767741.69   | 0.05%             | 2042-06-05      | Variable      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                    | WFCM 2017-RC1 D                                                                                                                                        | CUSIP: 95001FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150000 | PA      | $131238.54    | 0.00%             | 2060-01-15      | Fixed         | 3.25%                 | Yes           |                  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      | $2445210.93   | 0.08%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F020679<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3240000 | PA      | $2565614.57   | 0.08%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  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      | $4849765.65   | 0.15%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SALUDA GRADE ALTERNATIVE MORTGAGE T                                                      | GRADE 2023-FIG4 A                                                                                                                                      | CUSIP: 79581UAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       257005 | PA      | $265337.16    | 0.01%             | 2053-11-25      | Variable      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                                                         | AN 4.75 06/01/30                                                                                                                                       | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       225000 | PA      | $223842.86    | 0.01%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  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      | $280162.19    | 0.01%             | 2030-05-26      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CB7332                                                                                                                                              | CUSIP: 3140QTEE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         2252 | PA      | $2260.12      | 0.00%             | 2053-10-01      | 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        |       634000 | PA      | $646879.71    | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| 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      | $312840.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alternative Loan Trust 2006-Hy12                                                         | CWALT 2006-OA11 A1B                                                                                                                                    | CUSIP: 02147DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       124412 | PA      | $120929.43    | 0.00%             | 2046-09-25      | Floating      | 4.36%                 | 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      | $385245.20    | 0.01%             | 2043-08-22      | Fixed         | 7.21%                 | No            |                  3 | On Loan: No      |
| Vodafone Group PLC                                                                       | VOD 5.875 06/28/64                                                                                                                                     | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      1300000 | PA      | $1250790.15   | 0.04%             | 2064-06-28      | 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      | $533449.22    | 0.02%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  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      | $2633124.99   | 0.08%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE2                                                                     | FIGRE 2024-HE3 A                                                                                                                                       | CUSIP: 31684GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       803723 | PA      | $815412.60    | 0.03%             | 2054-07-25      | Variable      | 5.94%                 | 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        |       645000 | PA      | $660770.59    | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | 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        |       710000 | PA      | $720684.08    | 0.02%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| The East Ohio Gas Company                                                                | ENBCN 2 06/15/30 144A                                                                                                                                  | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |       125000 | PA      | $111237.08    | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bonds                                                             | T 3 08/15/48                                                                                                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11300000 | PA      | $8360675.75   | 0.26%             | 2048-08-15      | Fixed         | 3.00%                 | 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      | $3138085.95   | 0.10%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ONE NEW YORK PLAZA TR 20-1NYP                                                            | ONYP 2020-1NYP A                                                                                                                                       | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1725000 | PA      | $1677919.75   | 0.05%             | 2036-01-15      | Floating      | 5.23%                 | 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      | $1332225.12   | 0.04%             | 2033-09-15      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: —       |
| LG Energy Solution Ltd.                                                                  | LGENSO 5.5 07/02/34 144A                                                                                                                               | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |      1300000 | PA      | $1277437.94   | 0.04%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                        | CHH 5.85 08/01/34                                                                                                                                      | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1310961.11   | 0.04%             | 2034-08-01      | Fixed         | 5.85%                 | 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      | $14105134.11  | 0.44%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNR 2023-54 GA                                                                                                                                         | CUSIP: 3136BQRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       544754 | PA      | $555540.49    | 0.02%             | 2049-04-25      | Fixed         | 6.50%                 | No            |                  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        |      1204342 | PA      | $1224776.69   | 0.04%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| STATION PLACE SECURIT FRN                                                                | STATION PLACE SECURIT FRN                                                                                                                              | CUSIP: 85778KAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1300000.00   | 0.04%             | 2049-12-31      | Floating      | 5.73%                 | No            |                  3 | On Loan: No      |
| Five Guys Funding LLC                                                                    | GUYS 2023-1A A2                                                                                                                                        | CUSIP: 33830JAE5<br>LEI: 549300LV8X8T05G1H175 | Long             | ABS-O            | CORP              | US        |       995000 | PA      | $1029621.97   | 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        |       850000 | PA      | $869915.50    | 0.03%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CACI International Inc.                                                                  | CACI 6.375 06/15/33 144A                                                                                                                               | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |       445000 | PA      | $459773.11    | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | 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        |       750000 | PA      | $764741.25    | 0.02%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| U.S. Treasury Bond Stripped Principal Payment                                            | SP 0 11/15/53                                                                                                                                          | CUSIP: 912803GW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     16400000 | PA      | $4193325.84   | 0.13%             | 2053-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                           | BNP V5.497 05/20/30 144A                                                                                                                               | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |       280000 | PA      | $287593.24    | 0.01%             | 2030-05-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1                                              | TALNT 2025-1A A                                                                                                                                        | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |      2775000 | PA      | $2816580.18   | 0.09%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA6221                                                                                                                                              | CUSIP: 36179U4E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       134687 | PA      | $130888.28    | 0.00%             | 2049-10-20      | Fixed         | 4.50%                 | 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      | $324667.21    | 0.01%             | 2032-01-20      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CB6475                                                                                                                                              | CUSIP: 3140QSFR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       300897 | PA      | $296277.28    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  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        |      1000000 | PA      | $250390.00    | 0.01%             | 2085-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                             | T 3 11/15/44                                                                                                                                           | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3100000 | PA      | $2388089.84   | 0.07%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX TRUST 2024-NQM10                                                                     | OBX 2024-NQM10 A2                                                                                                                                      | CUSIP: 67119MAB4<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-O            | CORP              | US        |      1390373 | PA      | $1402829.63   | 0.04%             | 2064-05-25      | Variable      | 6.33%                 | Yes           |                  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      | $151920.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX Corporation                                                                         | GMT 6.9 05/01/34                                                                                                                                       | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1720491.12   | 0.05%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                                   | BWP 5.625 08/01/34                                                                                                                                     | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |       350000 | PA      | $355221.03    | 0.01%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                                                                | UNITED STATES TSY. 1.875%                                                                                                                              | CUSIP: 91282CLE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     10206000 | PA      | $10448160.72  | 0.32%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 1.875%                                                                | UNITED STATES TSY. 1.875%                                                                                                                              | CUSIP: 91282CLE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      6500000 | PA      | $6654227.39   | 0.21%             | 2034-07-15      | Fixed         | 1.88%                 | 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        |       373171 | PA      | $359083.34    | 0.01%             | 2045-01-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                         | FR QA5501                                                                                                                                              | CUSIP: 3133A0DE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       247759 | PA      | $239877.95    | 0.01%             | 2049-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WB COMMERCIAL MORTGAGE TRUST 2024-HQ                                                     | WB 2024-HQ B                                                                                                                                           | CUSIP: 92943PAC5<br>LEI: 549300GK97AYN6BKKT80 | Long             | ABS-O            | CORP              | US        |      1900000 | PA      | $1908309.75   | 0.06%             | 2040-03-15      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                              | BG 4.65 09/17/34                                                                                                                                       | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |       728000 | PA      | $706644.72    | 0.02%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION 2025-INV1                                                           | VERUS 2025-INV1 A1                                                                                                                                     | CUSIP: 924929AC6<br>LEI: 213800YO7QOQOFRSRN78 | Long             | ABS-O            | CORP              | US        |      1296744 | PA      | $1302703.09   | 0.04%             | 2070-02-25      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corporation                                                                        | FDX 4.05 02/15/48 144A                                                                                                                                 | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |       375000 | PA      | $277867.21    | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | 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      | $2047786.51   | 0.06%             | 2042-03-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| First Horizon Corporation                                                                | FHN V5.514 03/07/31                                                                                                                                    | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |       780000 | PA      | $791419.04    | 0.02%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                      | AXON 6.125 03/15/30 144A                                                                                                                               | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       155000 | PA      | $159783.30    | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CIM TRUST 2025-I1                                                                        | CIM 2025-I1 A2                                                                                                                                         | CUSIP: 12571DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1294032 | PA      | $1306351.58   | 0.04%             | 2069-10-25      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | C 4.3 11/20/26                                                                                                                                         | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |        75000 | PA      | $74913.99     | 0.00%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | EIX 3.7 08/01/25 E                                                                                                                                     | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2297167.77   | 0.07%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                    | AL V6 PERP D                                                                                                                                           | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       540000 | PA      | $529399.36    | 0.02%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Sound Point Euro Clo 14 Funding Designated Activity Co.                                  | SNDPE 14A B                                                                                                                                            | CUSIP: BCC3KVS78<br>LEI: 635400MRPPDDKPZD8B91 | Long             | ABS-O            | CORP              | IE        |      1330000 | PA      | $1565070.92   | 0.05%             | 2039-04-20      | Floating      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Alumina Pty Ltd.                                                                         | AA 6.125 03/15/30 144A                                                                                                                                 | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      1010000 | PA      | $1025886.29   | 0.03%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA6093                                                                                                                                              | CUSIP: 36179UXW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       232116 | PA      | $231803.07    | 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        |       475000 | PA      | $448866.74    | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  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        |       694126 | PA      | $711464.78    | 0.02%             | 2052-06-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                            | ICE 3.625 09/01/28                                                                                                                                     | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       345000 | PA      | $338250.39    | 0.01%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                             | SNPS 5 04/01/32                                                                                                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       776000 | PA      | $786356.33    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                             | SNPS 5.15 04/01/35                                                                                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |       533000 | PA      | $537449.85    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Regency Centers, L.P.                                                                    | REG 2.95 09/15/29                                                                                                                                      | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |       775000 | PA      | $733831.17    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                | AER 6.5 07/15/25                                                                                                                                       | CUSIP: 00774MAN5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       290000 | PA      | $290187.98    | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti S.p.A.                                                         | CDEP 5.875 04/30/29 144A                                                                                                                               | CUSIP: 147918AC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |      4400000 | PA      | $4605851.05   | 0.14%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  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      | $2836367.24   | 0.09%             | 2047-03-14      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN BK8838                                                                                                                                              | CUSIP: 3140HNZC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       569106 | PA      | $539386.69    | 0.02%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 2.95 02/01/30                                                                                                                                       | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       149000 | PA      | $138197.05    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Ares European CLO XXI Designated Activity Co.                                            | ARESE 21A B                                                                                                                                            | CUSIP: BCC3KLMQ4<br>LEI: 254900REPQKNP1XRDH75 | Long             | ABS-O            | CORP              | IE        |       610000 | PA      | $720814.43    | 0.02%             | 2038-04-15      | Floating      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                 | WCC 6.375 03/15/33 144A                                                                                                                                | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       170000 | PA      | $175829.62    | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Mars Inc.                                                                                | MARS 5.2 03/01/35 144A                                                                                                                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      3175000 | PA      | $3214625.76   | 0.10%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Quikrete                                                                                 | Quikrete Term Loan B-1 225 2029-03-01                                                                                                                  | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |       194018 | PA      | $194195.17    | 0.01%             | 2029-03-19      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                           | HPE 5 10/15/34                                                                                                                                         | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |       793000 | PA      | $769582.07    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                               | TVASP 0 09/15/39                                                                                                                                       | CUSIP: 88059FBS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |       400000 | PA      | $196182.68    | 0.01%             | 2039-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIPADVISOR TL                                                                           | TRIPADVISOR TL                                                                                                                                         | CUSIP: LX2366941<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1290250 | PA      | $1288637.19   | 0.04%             | 2031-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NYC COMMERCIAL MORTGAGE TRUST 2025-3BP                                                   | NYC 2025-3BP B                                                                                                                                         | CUSIP: 67120UAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1400000 | PA      | $1388943.36   | 0.04%             | 2042-02-15      | Floating      | 5.83%                 | 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      | $387384.05    | 0.01%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FIGRE TRUST 2024-HE2                                                                     | FIGRE 2024-HE3 B                                                                                                                                       | CUSIP: 31684GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       401862 | PA      | $408450.43    | 0.01%             | 2054-07-25      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| ALLO ISSUER LLC                                                                          | ALLO 2024-1A A2                                                                                                                                        | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1000000 | PA      | $1016296.05   | 0.03%             | 2054-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2025-VIS1                                                              | JPMMT 2025-VIS1 A1                                                                                                                                     | CUSIP: 46659BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2010269 | PA      | $2017464.56   | 0.06%             | 2055-08-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                | MARS 5 03/01/32 144A                                                                                                                                   | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      1825000 | PA      | $1850183.79   | 0.06%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                     | GILD 4.5 02/01/45                                                                                                                                      | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |       275000 | PA      | $239770.63    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| HCA Inc.                                                                                 | HCA 5.375 09/01/26                                                                                                                                     | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1608369.72   | 0.05%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                                  | RAIZBZ 6.7 02/25/37 144A                                                                                                                               | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |       440000 | PA      | $432300.00    | 0.01%             | 2037-02-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                      | AXON 6.25 03/15/33 144A                                                                                                                                | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       155000 | PA      | $159985.05    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                                | MARS 4.8 03/01/30 144A                                                                                                                                 | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      2075000 | PA      | $2103145.19   | 0.07%             | 2030-03-01      | Fixed         | 4.80%                 | Yes           |                  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      | $65570.44     | 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      | $76584.60     | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Abu Dhabi Developmental Holding Co. PJSC                                                 | ADQABU 5.5 05/08/34 144A                                                                                                                               | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | NUSS              | AE        |      1000000 | PA      | $1040468.00   | 0.03%             | 2034-05-08      | Fixed         | 5.50%                 | Yes           |                  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      | $1884372.89   | 0.06%             | 2038-05-26      | Floating      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSCHLD 7.5 04/01/28 144a                                                                                                                               | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1580000 | PA      | $1174043.49   | 0.04%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| SMB PRIVATE EDUCATION LOAN TRUST                                                         | SMB 2020-A A2A                                                                                                                                         | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       150830 | PA      | $145343.02    | 0.00%             | 2037-09-15      | Fixed         | 2.23%                 | Yes           |                  2 | On Loan: No      |
| The Campbells Co.                                                                        | CPB 5.4 03/21/34                                                                                                                                       | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      1404000 | PA      | $1426795.56   | 0.04%             | 2034-03-21      | Fixed         | 5.40%                 | 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      | $151613.72    | 0.00%             | 2055-02-25      | Variable      | 6.00%                 | 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      | $1107067.77   | 0.03%             | 2031-02-15      | Fixed         | 5.04%                 | 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      | $493882.90    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | 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      | $913403.04    | 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        |       358000 | PA      | $371363.42    | 0.01%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: —       |
| 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      | $840590.48    | 0.03%             | 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      | $1422657.67   | 0.04%             | 2030-11-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                                               | EART 2025-1A D                                                                                                                                         | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1365000 | PA      | $1392180.29   | 0.04%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | CCL 5.75 03/15/30 144A                                                                                                                                 | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      1460000 | PA      | $1485644.90   | 0.05%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: —       |
| CARVANA AUTO REC TR 2024-P4                                                              | CRVNA 2024-P4 D                                                                                                                                        | CUSIP: 14076LAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1250000 | PA      | $1266932.50   | 0.04%             | 2032-12-10      | Fixed         | 5.60%                 | 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      | $360645.04    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines (Republic Of)                                                                | PHILIP 5.9 02/04/50                                                                                                                                    | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |       600000 | PA      | $612691.74    | 0.02%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| UNITI FIBER ABS ISSUER 2025-1                                                            | UNIT 2025-1A A2                                                                                                                                        | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       100000 | PA      | $102485.72    | 0.00%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Labrador Aviation Finance Limited                                                        | LAFL 2016-1A A1                                                                                                                                        | CUSIP: 50543LAA0<br>LEI: 549300FTBC83WH0X4750 | Long             | ABS-O            | CORP              | US        |        98732 | PA      | $96021.42     | 0.00%             | 2042-01-15      | Variable      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST                                                 | CLAST 2019-1A A                                                                                                                                        | CUSIP: 14855MAA6<br>LEI: 5493003ADMTNWVTVWM43 | Long             | ABS-O            | CORP              | US        |       186786 | PA      | $177107.98    | 0.01%             | 2039-04-15      | Fixed         | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.     | CHTR 4.8 03/01/50                                                                                                                                      | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |        45000 | PA      | $36030.15     | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                           | BNTNF 10 01/01/31 NTNF                                                                                                                                 | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |     16905000 | PA      | $2724424.00   | 0.08%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  3 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R03                                             | CAS 2024-R03 2M2                                                                                                                                       | CUSIP: 207941AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |        25000 | PA      | $25242.27     | 0.00%             | 2044-03-25      | Floating      | 6.27%                 | 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      | $1756310.50   | 0.05%             | 2037-04-15      | Floating      | 8.55%                 | Yes           |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                         | AJG 5.15 02/15/35                                                                                                                                      | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       320000 | PA      | $320336.33    | 0.01%             | 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      | $853686.96    | 0.03%             | 2031-05-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                      | CHILE 5.65 01/13/37                                                                                                                                    | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |       600000 | PA      | $619560.00    | 0.02%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  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      | $102065.40    | 0.00%             | 2035-03-19      | Fixed         | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                           | MBONO 7.75 11/23/34 M                                                                                                                                  | CUSIP: P4R07XEY8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     58900000 | PA      | $2865137.51   | 0.09%             | 2034-11-23      | Fixed         | 7.75%                 | 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      | $794747.00    | 0.02%             | 2028-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2023-3 LTD                                                       | BCC 2023-3A A                                                                                                                                          | CUSIP: 05682CAA5<br>LEI: 549300RZZ0GDV2ODIJ14 | Long             | ABS-CBDO         | CORP              | JE        |      1750000 | PA      | $1755913.08   | 0.05%             | 2036-07-24      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Agco Corporation                                                                         | AGCO 5.8 03/21/34                                                                                                                                      | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |       443000 | PA      | $449891.82    | 0.01%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 6.858 05/01/54                                                                                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       340000 | PA      | $372534.80    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  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      | $844741.10    | 0.03%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  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      | $938466.90    | 0.03%             | 2035-04-20      | Fixed         | 5.95%                 | 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      | $398690.12    | 0.01%             | 2042-01-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                        | CSCHLD 5.375 02/01/28 144A                                                                                                                             | CUSIP: 126307AS6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1186752.36   | 0.04%             | 2028-02-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP                            | JPMCC 2022-NLP B                                                                                                                                       | CUSIP: 466317AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1147128 | PA      | $1128173.40   | 0.04%             | 2037-04-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Aramark                                                                                  | Aramark Term Loan B-8 200 2030-06-01                                                                                                                   | CUSIP: 03852JAV3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |      1259388 | PA      | $1264632.85   | 0.04%             | 2030-06-22      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                                        | MCAIRH 6.4 03/26/29 144A                                                                                                                               | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |       775000 | PA      | $809657.23    | 0.03%             | 2029-03-26      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R03                                             | CAS 2024-R03 2B1                                                                                                                                       | CUSIP: 207941AF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      1375000 | PA      | $1414888.41   | 0.04%             | 2044-03-25      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                         | AJG 5 02/15/32                                                                                                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       120000 | PA      | $121727.33    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1 TRUST                                                                       | ALTDE 2025-1A A                                                                                                                                        | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       832466 | PA      | $850725.73    | 0.03%             | 2050-08-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                                    | CHTR 6.55 05/01/37                                                                                                                                     | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        25000 | PA      | $25833.44     | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp II                                                           | GSMS 2013-PEMB A                                                                                                                                       | CUSIP: 36197VAA6<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-O            | CORP              | US        |      1355000 | PA      | $1174785.00   | 0.04%             | 2033-03-05      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Travel Plus Leisure Co                                                                   | TNL 4.625 03/01/30 144A                                                                                                                                | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      1465000 | PA      | $1405481.45   | 0.04%             | 2030-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Jamestown Clo Xii Ltd                                                                    | JTWN 2019-1A A2BR                                                                                                                                      | CUSIP: 47047JAN4<br>LEI: 254900TDIR3OOT3N8P57 | Long             | ABS-CBDO         | CORP              | KY        |      1400000 | PA      | $1403397.24   | 0.04%             | 2032-04-20      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Poland (Republic of)                                                                     | POLAND 5.125 09/18/34 10Y                                                                                                                              | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |       610000 | PA      | $613746.77    | 0.02%             | 2034-09-18      | Fixed         | 5.12%                 | 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      | $354269.67    | 0.01%             | 2055-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                                       | IR 5.45 06/15/34                                                                                                                                       | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |       413000 | PA      | $424987.18    | 0.01%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                            | Carnival Corp Term Loan B 200 2028-10-01                                                                                                               | CUSIP: P2121YAY4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | US        |       210000 | PA      | $210426.30    | 0.01%             | 2028-10-18      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| D.R. Horton, Inc.                                                                        | DHI 5.5 10/15/35                                                                                                                                       | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |       440000 | PA      | $448334.90    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Western Digital Corp.                                                                    | WDC 4.75 02/15/26                                                                                                                                      | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       179000 | PA      | $178662.37    | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                       | POST 5.5 12/15/29 144A                                                                                                                                 | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       825000 | PA      | $821959.55    | 0.03%             | 2029-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| FOCUS BRANDS FUNDING LLC                                                                 | FOCUS 2023-2 A2                                                                                                                                        | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       640250 | PA      | $676921.44    | 0.02%             | 2053-10-30      | Fixed         | 8.24%                 | Yes           |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                    | ROMANI 6.375 01/30/34 REGS                                                                                                                             | CUSIP: X7360WCT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |        70000 | PA      | $68693.81     | 0.00%             | 2034-01-30      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Crown City Clo I                                                                         | CCITY 2022-4A C1R                                                                                                                                      | CUSIP: 228233AU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      1400000 | PA      | $1416724.68   | 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      | $492726.55    | 0.02%             | 2055-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DC TRUST 2024-HLTN                                                                       | DC 2024-HLTN A                                                                                                                                         | CUSIP: 24022FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       750000 | PA      | $758846.66    | 0.02%             | 2028-04-13      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| The Boeing Company                                                                       | BA 6.528 05/01/34                                                                                                                                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3835000 | PA      | $4169348.66   | 0.13%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                        | WFC V5.244 01/24/31                                                                                                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1895000 | PA      | $1944487.46   | 0.06%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | ET 5.7 04/01/35                                                                                                                                        | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2385000 | PA      | $2430400.03   | 0.08%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| The Boeing Company                                                                       | BA 3.85 11/01/48                                                                                                                                       | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |        25000 | PA      | $17976.33     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                   | GM 5.95 04/01/49                                                                                                                                       | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       214000 | PA      | $200215.71    | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                              | FI 4.2 10/01/28                                                                                                                                        | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       375000 | PA      | $373087.97    | 0.01%             | 2028-10-01      | Fixed         | 4.20%                 | 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      | $375295.66    | 0.01%             | 2028-09-12      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F040685<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56330000 | PA      | $52373712.02  | 1.63%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FNMA-30YR                                                                                                                                              | CUSIP: 01F060683<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25200000 | PA      | $25585623.63  | 0.79%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | GN 613049                                                                                                                                              | CUSIP: 36290NBS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          814 | PA      | $830.70       | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN AT2009                                                                                                                                              | CUSIP: 3138WPGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         8132 | PA      | $7358.30      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5652                                                                                                                                              | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       385277 | PA      | $376730.72    | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 4.8 02/15/29                                                                                                                                      | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       525000 | PA      | $530236.76    | 0.02%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Kilroy Realty L.P.                                                                       | KRC 4.75 12/15/28                                                                                                                                      | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |       278000 | PA      | $276000.04    | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5467                                                                                                                                              | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       669558 | PA      | $652331.40    | 0.02%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                    | FN CA2364                                                                                                                                              | CUSIP: 3140Q9TW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       228704 | PA      | $222495.43    | 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        |       422623 | PA      | $422943.36    | 0.01%             | 2048-10-20      | Fixed         | 5.00%                 | 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        |       150000 | PA      | $150094.28    | 0.00%             | 2028-11-06      | Fixed         | 4.23%                 | 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      | $2417460.96   | 0.08%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury Bills                                                             | B 0 09/11/25                                                                                                                                           | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        11000 | PA      | $10906.86     | 0.00%             | 2025-09-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                    | DD 4.493 11/15/25                                                                                                                                      | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |       350000 | PA      | $349508.89    | 0.01%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | G2 MA5597                                                                                                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       459239 | PA      | $458573.10    | 0.01%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX 5.5 02/15/49                                                                                                                                      | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       385000 | PA      | $348008.61    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                  | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2126519 | NC      | $45189.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                  | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2164007 | NC      | $9343.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                  | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1186062 | NC      | $13260.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                  | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1178804 | NC      | $90648.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                  | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7619439 | NC      | $377178.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                  | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9149868 | NC      | $120813.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                  | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2280339 | NC      | $7592.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                  | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2334000 | NC      | $-10506.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                  | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2358070 | NC      | $19829.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                  | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1007000 | NC      | $4494.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                  | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -369591 | NC      | $8448.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                  | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -435153 | NC      | $6571.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                  | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -711534 | NC      | $11581.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                  | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -605701 | NC      | $11085.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                  | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1615236 | NC      | $23170.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                  | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -607510 | NC      | $1701.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                  | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -605714 | NC      | $412.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                  | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -614504 | NC      | $1581.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CNH                                                                  | CURRENCY CONTRACT - CNH                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2899532 | NC      | $9481.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                  | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3481039 | NC      | $106129.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                  | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1184000 | NC      | $7491.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                  | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1184000 | NC      | $7198.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                  | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1815398 | NC      | $24707.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                  | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -508483 | NC      | $9391.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                  | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -609723 | NC      | $4314.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                  | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -104209 | NC      | $881.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                  | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -727656 | NC      | $4228.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                  | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -156457 | NC      | $913.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                  | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -131772 | NC      | $370.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                  | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -413579 | NC      | $173.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                  | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -73593 | NC      | $-8.02        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                  | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -225486 | NC      | $15.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                  | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -225474 | NC      | $44.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                  | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -276525 | NC      | $-195.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                  | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1018000 | NC      | $-25849.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                  | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -603919 | NC      | $-1448.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                  | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1033732 | NC      | $15445.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                  | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -562470 | NC      | $6458.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                  | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -699929 | NC      | $5724.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                  | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -78990 | NC      | $496.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                  | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -565352 | NC      | $2319.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                  | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |          -10 | NC      | $0.20         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                  | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -739832 | NC      | $7298.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                  | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1510613 | NC      | $-19099.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                  | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1208000 | NC      | $-21915.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                  | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -651210 | NC      | $18371.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                  | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -620097 | NC      | $13400.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                  | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -3692 | NC      | $83.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                  | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -243615 | NC      | $2180.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                  | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -101279 | NC      | $1036.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                  | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -50081 | NC      | $750.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                  | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -250792 | NC      | $4422.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                  | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -14514 | NC      | $110.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                  | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -9504 | NC      | $71.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                  | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -6634 | NC      | $19.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                  | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100000 | NC      | $920.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                  | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100000 | NC      | $2770.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                  | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -100000 | NC      | $2073.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                  | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -20000 | NC      | $178.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                  | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -460000 | NC      | $570.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                  | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -286191 | NC      | $5011.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                  | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -72556 | NC      | $1136.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                  | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -75527 | NC      | $1237.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                  | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -69862 | NC      | $1164.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                  | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -75527 | NC      | $1104.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                  | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -75755 | NC      | $1098.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                  | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -690765 | NC      | $11667.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                  | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -328910 | NC      | $1637.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TRY                                                                  | CURRENCY CONTRACT - TRY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -135980 | NC      | $979.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -159241 | NC      | $19133.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -198158 | NC      | $27620.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -410260 | NC      | $37497.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -399587 | NC      | $9039.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -319628 | NC      | $7445.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -81341 | NC      | $1912.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1252340 | NC      | $28546.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1137180 | NC      | $27468.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2663174 | NC      | $6654.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2699578 | NC      | $7796.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                  | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -11255 | NC      | $70.89        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3083000 | NC      | $-85836.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -16000 | NC      | $-280.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -150000 | NC      | $-3548.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -42000000 | NC      | $-690067.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -56037000 | NC      | $-846013.60   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -10757590 | NC      | $-39313.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1940552 | NC      | $-3002.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1957953 | NC      | $-2168.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12125722 | NC      | $-43956.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14326730 | NC      | $-53170.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2463189 | NC      | $-2761.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -65925878 | NC      | $-243733.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14427987 | NC      | $-53777.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14748601 | NC      | $-55403.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2470040 | NC      | $-4609.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -13189238 | NC      | $-54657.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -310512 | NC      | $-1282.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3240560 | NC      | $-6552.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -16163872 | NC      | $-65247.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5028765 | NC      | $-6346.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -25965301 | NC      | $-102865.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2895000 | NC      | $-2394.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2904000 | NC      | $-1917.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15300000 | NC      | $-182018.49   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11803781 | NC      | $-49032.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11400000 | NC      | $-134101.35   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -26229448 | NC      | $-111205.24   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -23968364 | NC      | $-101439.76   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -23000000 | NC      | $-293271.89   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -21228697 | NC      | $-89805.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -16100000 | NC      | $-210752.99   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6000000 | NC      | $-69009.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2679190 | NC      | $-11541.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6507637 | NC      | $-27700.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6470895 | NC      | $-22484.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1619255 | NC      | $-12794.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3636000 | NC      | $-4141.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11922731 | NC      | $-6988.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11198429 | NC      | $-7888.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -411317 | NC      | $-277.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2684847 | NC      | $-1461.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -12132444 | NC      | $-88360.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -2820523674 | NC      | $-20216.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -135656 | NC      | $-1785.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15134305 | NC      | $-619009.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -17083230 | NC      | $-107003.33   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -10509873104 | NC      | $-4550.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -302092391 | NC      | $5748.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1848352 | NC      | $-1367.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -212164453 | NC      | $-4681.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1733000 | NC      | $-44139.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2968653 | NC      | $-19104.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -138434231 | NC      | $-4901.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -195640 | NC      | $-203.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -229657 | NC      | $-1839.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -383838 | NC      | $-16676.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -109890746 | NC      | $840.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -17001729 | NC      | $302.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -16248058 | NC      | $-213.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1635000 | NC      | $-511.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -7064355 | NC      | $-8854.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2420169 | NC      | $-26888.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1730229 | NC      | $-17829.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -225238 | NC      | $-2355.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5732869 | NC      | $-1550.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -6130367 | NC      | $-2492.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -9234744 | NC      | $-1705.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8384872 | NC      | $-4978.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -14449635 | NC      | $-4148.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -7940902480 | NC      | $-3083.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -8692000 | NC      | $866.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1649123 | NC      | $-29698.22    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -28927260 | NC      | $-5588.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11793912 | NC      | $-2034.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1004326 | NC      | $-221.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -233440 | NC      | $-4255.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -7865097068 | NC      | $-3862.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -459406706 | NC      | $-195.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15015659 | NC      | $-1594.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15183975 | NC      | $-2308.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -64595 | NC      | $-720.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -23525995 | NC      | $-3170.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -324324 | NC      | $-4280.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -50438647 | NC      | $-133717.31   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -18585 | NC      | $-102.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -11720783 | NC      | $-534.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -15101036 | NC      | $-275588.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -274334635 | NC      | $-25111.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -25970898 | NC      | $-184559.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1733000 | NC      | $-20985.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -6711868542 | NC      | $-724.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -766726479 | NC      | $-2677.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -1193689835 | NC      | $-89.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1850970 | NC      | $-146.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -2963838 | NC      | $-2726.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -399622242 | NC      | $-8182.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -75701346 | NC      | $-1817.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -906948 | NC      | $-35510.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1388807 | NC      | $-26534.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1869353 | NC      | $-77795.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -5872150 | NC      | $-27283.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -22281749 | NC      | $5834.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1720260 | NC      | $-28538.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1851077 | NC      | $-12321.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4613409 | NC      | $1065.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -1016295 | NC      | $-31548.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -3210996 | NC      | $-16541.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                  | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -4898381 | NC      | $-30456.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                  | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -101137 | NC      | $765.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                  | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -86375 | NC      | $1893.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                  | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -86376 | NC      | $1893.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                  | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -179902 | NC      | $2954.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                         | FUT. ICE SONIA SO3 DEC25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          195 | NC      | $64497651.95  | 2.00%             |  |  |  | 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      | $28014000.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUT. CME 3MO SOFR JUN25                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          116 | NC      | $27742850.00  | 0.86%             |  |  |  | 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      | $28077800.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUT. CME 3MO SOFR SEP25                                                                                                                                | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          116 | NC      | $27837100.00  | 0.86%             |  |  |  | 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      | $27935700.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                               | SEP 25 ME 10Y CDN SEP 25                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |           45 | NC      | $4031577.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                                                           | FUT SEP 25 OSE 10Y JGB                                                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |          -12 | NC      | $-11584597.76 | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. YR T-NOTES SEP25                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           37 | NC      | $4148625.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. YR T-NOTES SEP25                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           15 | NC      | $1681875.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. YR T-NOTES SEP25                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          303 | NC      | $33973875.00  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. U.S. T-BONDS SEP25                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           17 | NC      | $1962968.75   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. U.S. T-BONDS SEP25                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          129 | NC      | $14895468.75  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. CBT ULT TNOTE SEP25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -219 | NC      | $-25024171.88 | -0.78%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. CBT ULT TNOTE SEP25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          227 | NC      | $25938296.88  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. CBT ULT TNOTE SEP25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           12 | NC      | $1371187.50   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. CBT ULT TNOTE SEP25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -637 | NC      | $-72787203.13 | -2.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. CBT UL T-BONDS SEP25                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           46 | NC      | $5479750.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. CBT UL T-BONDS SEP25                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |            8 | NC      | $953000.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. CBT UL T-BONDS SEP25                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           71 | NC      | $8457875.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | FUT. CBT UL T-BONDS SEP25                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          421 | NC      | $50151625.00  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | SEP 25 5 YR T NOTESEP 25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          820 | NC      | $89380000.00  | 2.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | SEP 25 5 YR T NOTESEP 25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         1475 | NC      | $160775000.00 | 4.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | SEP 25 5 YR T NOTESEP 25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           33 | NC      | $3597000.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | SEP 25 5 YR T NOTESEP 25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          242 | NC      | $26378000.00  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                         | FUT SEP 25 LIF LONG GILT                                                                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |           41 | NC      | $5235603.02   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | SEP 25 US 2YR SEP 25                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          108 | NC      | $22466531.24  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | SEP 25 US 2YR SEP 25                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          235 | NC      | $48885507.79  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | SEP 25 US 2YR SEP 25                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          852 | NC      | $177235968.66 | 5.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                   | SEP 25 US 2YR SEP 25                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           18 | NC      | $3744421.87   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | FUT. EURX EUR-BOBL SEP25                                                                                                                               | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |            3 | NC      | $415863.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | FUT. EURO-BUND EUX SEP25                                                                                                                               | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |         -178 | NC      | $-27289216.44 | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | FUT. EURO-BUND EUX SEP25                                                                                                                               | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |           -2 | NC      | $-306620.41   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | FUT. EURO-BUXL EUX SEP25                                                                                                                               | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |            1 | NC      | $139869.79    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | FUT. EURO-BUXL EUX SEP25                                                                                                                               | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |           -4 | NC      | $-559479.18   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                        | FUT. EUR FOAT SEP25                                                                                                                                    | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |           -1 | NC      | $-145877.34   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREXDEU                                                                                 | OPT. EURO C 132.5 25/7/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |           -2 | NC      | $-329.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREXDEU                                                                                 | OPT. EURO-B P 129 25/7/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |           -2 | NC      | $-801.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREXDEU                                                                                 | OPT. EUR P 117.25 25/7/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |           -3 | NC      | $-636.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREXDEU                                                                                 | OPT. EURO C 118.5 25/7/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |           -3 | NC      | $-388.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.019 PAY SOF                                                                | SWO USD RCV 4.019 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      -200000 | NC      | $-2.68        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.03 PAY SOFR                                                                | SWO USD RCV 4.03 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      -400000 | NC      | $-4.12        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.037 PAY SOF                                                                | SWO USD RCV 4.037 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      -700000 | NC      | $-203.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.05 PAY SOFR                                                                | SWO USD RCV 4.05 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      -200000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.0525 PAY SO                                                                | SWO USD RCV 4.0525 PAY SO                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      -600000 | NC      | $-68.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.064 PAY SOF                                                                | SWO USD RCV 4.064 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      -300000 | NC      | $-29.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.075 PAY SOF                                                                | SWO USD RCV 4.075 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -1200000 | NC      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 4.097 PAY SOF                                                                | SWO USD RCV 4.097 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -1000000 | NC      | $-100.30      | -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        |    -85800000 | NC      | $-52157.82    | -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        |    -85800000 | NC      | $-126100.26   | -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        |     -1900000 | NC      | $-6095.77     | -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        |     -1000000 | NC      | $-6490.30     | -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        |      -500000 | NC      | $-1927.95     | -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      | $-3222.66     | -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      | $-2611.38     | -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        |     -1200000 | NC      | $-5262.24     | -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        |      -200000 | NC      | $-649.84      | -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        |      -400000 | NC      | $-1465.16     | -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        |      -300000 | NC      | $-1428.57     | -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        |      -200000 | NC      | $-276.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO_CDX CDX.NA.IG.44 (5Y)                                                                | SWO_CDX CDX.NA.IG.44 (5Y)                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      -700000 | NC      | $-50.19       | -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      | $-4319.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.01 26112                                                                | FXO EURUSD PUT 1.01 26112                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      1740000 | NC      | $401.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.75 PAY SOFR                                                                | SWO USD RCV 3.75 PAY SOFR                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     85800000 | NC      | $303294.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.905 PAY SOF                                                                | SWO USD RCV 3.905 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -1300000 | NC      | $-2266.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.875 PAY SOF                                                                | SWO USD RCV 3.875 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     -1900000 | NC      | $-5013.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.933 PAY SOF                                                                | SWO USD RCV 3.933 PAY SOF                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      -500000 | NC      | $-652.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.01 26112                                                                | FXO EURUSD PUT 1.01 26112                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      4059000 | NC      | $935.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.01 26112                                                                | FXO EURUSD PUT 1.01 26112                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      2040000 | NC      | $470.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDJPY PUT 130 191125                                                                | FXO USDJPY PUT 130 191125                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |     -3323000 | NC      | $-15697.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDJPY PUT 130 191125                                                                | FXO USDJPY PUT 130 191125                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      -997000 | NC      | $-4709.83     | -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      | $100634.60    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDJPY PUT 140 191125                                                                | FXO USDJPY PUT 140 191125                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |       997000 | NC      | $19816.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDJPY PUT 140 191125                                                                | FXO USDJPY PUT 140 191125                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      3323000 | NC      | $66047.95     | 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      | $103112.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO GBP RCV 3.5 PAY SONIA                                                                | SWO GBP RCV 3.5 PAY SONIA                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     11500000 | NC      | $110204.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO GBP RCV 4.5 PAY SONIA                                                                | SWO GBP RCV 4.5 PAY SONIA                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    -11500000 | NC      | $-23742.93    | -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        |     11500000 | NC      | $5062.40      | 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        |    -11500000 | NC      | $-55422.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.5 PAY SOFR                                                                 | SWO USD RCV 3.5 PAY SOFR                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      9770000 | NC      | $167877.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.5 PAY SOFR                                                                 | SWO USD RCV 3.5 PAY SOFR                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      9770000 | NC      | $167877.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.5 PAY SOFR                                                                 | SWO USD RCV 3.5 PAY SOFR                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      9770000 | NC      | $167877.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SWO USD RCV 3.5 PAY SOFR                                                                 | SWO USD RCV 3.5 PAY SOFR                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      9770000 | NC      | $167877.91    | 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        |     -9770000 | NC      | $-73535.86    | -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        |     -9770000 | NC      | $-73535.86    | -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        |     -9770000 | NC      | $-73535.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALL AUG 25 T-NOTECALL AU                                                                | CALL AUG 25 T-NOTECALL AU                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -12 | NC      | $-9000.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALL AUG 25 T-NOTECALL AU                                                                | CALL AUG 25 T-NOTECALL AU                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -41 | NC      | $-21781.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.11 24112                                                                | FXO EURUSD PUT 1.11 24112                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      6588000 | NC      | $19226.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURUSD PUT 1.0975                                                                 | FXODIG EURUSD PUT 1.0975                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       354500 | NC      | $25355.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO USDSEK CALL 10.2 2611                                                                | FXO USDSEK CALL 10.2 2611                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | US        |      2097000 | NC      | $11024.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXODIG EURUSD PUT 1.1 17                                                                 | FXODIG EURUSD PUT 1.1 17                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       162500 | NC      | $12239.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUT AUG 25 T-NOTE PUT AUG                                                                | PUT AUG 25 T-NOTE PUT AUG                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -10 | NC      | $-625.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUT AUG 25 T-NOTE PUT AUG                                                                | PUT AUG 25 T-NOTE PUT AUG                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -12 | NC      | $-375.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUT AUG 25 T-NOTE PUT AUG                                                                | PUT AUG 25 T-NOTE PUT AUG                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          -31 | NC      | $-968.75      | -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        |     -9770000 | NC      | $-73535.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.01 24112                                                                | FXO EURUSD PUT 1.01 24112                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      5799000 | NC      | $1302.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.01 24112                                                                | FXO EURUSD PUT 1.01 24112                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      5799000 | NC      | $1302.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXO EURUSD PUT 1.01 26112                                                                | FXO EURUSD PUT 1.01 26112                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       336000 | NC      | $77.46        | 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        |      7002557 | NS      | $7002556.93   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                             | Northern Institutional Funds LIQ ASET PORTF                                                                                                            | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     12240295 | NS      | $12240295.00  | 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        |      9990280 | NS      | $9990280.01   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                             | Northern Institutional Funds LIQ ASET PORTF                                                                                                            | CUSIP: 665279105<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     28597106 | NS      | $28597105.70  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.62% 30-NOV-2029                                             | OIS_CCP USD RCV SOFR1D PAY 3.62% 30-NOV-2029                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     57150000 | OU      | $-581735.00   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.62% PAY SOFR1D 30-JUN-2027                                             | OIS_CCP USD RCV 3.62% PAY SOFR1D 30-JUN-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     72820000 | OU      | $281579.65    | 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        |     10940000 | OU      | $147645.04    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.6% 30-NOV-2029                                              | OIS_CCP USD RCV SOFR1D PAY 3.6% 30-NOV-2029                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     69400000 | OU      | $-652074.77   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8.5% PAY MXIBTIEF1D 11-SEP-2030                                          | OIS_CCP MXN RCV 8.5% PAY MXIBTIEF1D 11-SEP-2030                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     36900000 | OU      | $63084.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 8% PAY JIBAR3M 17-SEP-2030                                               | IRS_CCP ZAR RCV 8% PAY JIBAR3M 17-SEP-2030                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     34840000 | OU      | $51622.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV 4.75% PAY WIBOR6M 17-SEP-2027                                            | IRS_CCP PLN RCV 4.75% PAY WIBOR6M 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |      8540000 | OU      | $25508.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6.75% PAY BUBOR6M 17-SEP-2035                                            | IRS_CCP HUF RCV 6.75% PAY BUBOR6M 17-SEP-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |     92080000 | OU      | $3826.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8.25% PAY MXIBTIEF1D 15-SEP-2027                                         | OIS_CCP MXN RCV 8.25% PAY MXIBTIEF1D 15-SEP-2027                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     26410000 | OU      | $20696.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP HUF RCV 6.25% PAY BUBOR6M 17-SEP-2027                                            | IRS_CCP HUF RCV 6.25% PAY BUBOR6M 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | HU        |   1134670000 | OU      | $17147.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP MXN RCV 8.75% PAY MXIBTIEF1D 05-SEP-2035                                         | OIS_CCP MXN RCV 8.75% PAY MXIBTIEF1D 05-SEP-2035                                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | MX        |     16230000 | OU      | $36871.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV 3.5% PAY PRBOR6M 17-SEP-2027                                             | IRS_CCP CZK RCV 3.5% PAY PRBOR6M 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |     16950000 | OU      | $-350.94      | -0.00%            |  |  |  | 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        |      4180000 | OU      | $173801.35    | 0.01%             |  |  |  | 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      | $44856.31     | 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      | $-53636.57    | -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      | $-50325.25    | -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      | $119857.52    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.9425% PAY SOFR1D 05-JUN-2030                                           | OIS_CCP USD RCV 3.9425% PAY SOFR1D 05-JUN-2030                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     31600000 | OU      | $264921.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.1015% PAY SOFR1D 20-MAR-2029                                           | OIS_CCP USD RCV 4.1015% PAY SOFR1D 20-MAR-2029                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      5500000 | OU      | $130062.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.9595% PAY SOFR1D 06-MAR-2029                                           | OIS_CCP USD RCV 3.9595% PAY SOFR1D 06-MAR-2029                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      6550000 | OU      | $117572.43    | 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      | $28278.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.54997% PAY SOFR1D 19-OCT-2030                                          | OIS_CCP USD RCV 4.54997% PAY SOFR1D 19-OCT-2030                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       700000 | OU      | $37545.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 4.985% PAY SOFR1D 11-OCT-2025                                            | OIS_CCP USD RCV 4.985% PAY SOFR1D 11-OCT-2025                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     19749000 | OU      | $101450.41    | 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      | $6093.75      | 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      | $19932.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV NIBOR6M PAY 4.25% 17-SEP-2035                                            | IRS_CCP NOK RCV NIBOR6M PAY 4.25% 17-SEP-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |     84250000 | OU      | $-336451.59   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 2.5% PAY CORRA1D 17-SEP-2027                                             | OIS_CCP CAD RCV 2.5% PAY CORRA1D 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |      3520000 | OU      | $2415.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.5% PAY SOFR1D 17-SEP-2027                                              | OIS_CCP USD RCV 3.5% PAY SOFR1D 17-SEP-2027                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       640000 | OU      | $1755.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 1.5% PAY EURIB6M 17-SEP-2027                                             | IRS_CCP EUR RCV 1.5% PAY EURIB6M 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      5400000 | OU      | $-62236.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CHF RCV 0.5% PAY SARON1D 17-SEP-2035                                             | OIS_CCP CHF RCV 0.5% PAY SARON1D 17-SEP-2035                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CH        |       230000 | OU      | $-1469.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.5% PAY SONIA1D 17-SEP-2027                                             | OIS_CCP GBP RCV 3.5% PAY SONIA1D 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |      1170000 | OU      | $-1191.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 1.8917% PAY ESTR1D 17-SEP-2025                                           | OIS_CCP EUR RCV 1.8917% PAY ESTR1D 17-SEP-2025                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    459540000 | OU      | $-8709.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NOK RCV 4.25% PAY NIBOR6M 17-SEP-2027                                            | IRS_CCP NOK RCV 4.25% PAY NIBOR6M 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NO        |    438780000 | OU      | $405612.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2035                                               | IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2035                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      3060000 | OU      | $-199170.64   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 17-SEP-2075                                             | IRS_CCP EUR RCV EURIB6M PAY 2.5% 17-SEP-2075                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      1450000 | OU      | $84378.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2035                                            | OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |      2350000 | OU      | $-65952.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2027                                            | OIS_CCP GBP RCV 3.75% PAY SONIA1D 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     50020000 | OU      | $271933.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP EUR RCV 2% PAY ESTR1D 17-SEP-2027                                                | OIS_CCP EUR RCV 2% PAY ESTR1D 17-SEP-2027                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      6030000 | OU      | $31097.04     | 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        |     12260000 | OU      | $78226.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2030                                               | IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2030                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     14210000 | OU      | $-229880.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 1.75% 17-SEP-2055                                            | IRS_CCP EUR RCV EURIB6M PAY 1.75% 17-SEP-2055                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      3780000 | OU      | $924334.30    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP SEK RCV 2.25% PAY STBOR3M 17-SEP-2027                                            | IRS_CCP SEK RCV 2.25% PAY STBOR3M 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SE        |    456770000 | OU      | $369078.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP SEK RCV 2.75% PAY STBOR3M 17-SEP-2035                                            | IRS_CCP SEK RCV 2.75% PAY STBOR3M 17-SEP-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SE        |     32900000 | OU      | $61560.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 3% PAY CORRA1D 17-SEP-2035                                               | OIS_CCP CAD RCV 3% PAY CORRA1D 17-SEP-2035                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |      3810000 | OU      | $3451.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 17-SEP-2027                                             | OIS_CCP USD RCV SOFR1D PAY 3.75% 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     78660000 | OU      | $-590845.93   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2045                                               | IRS_CCP EUR RCV 2% PAY EURIB6M 17-SEP-2045                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      2870000 | OU      | $-429759.38   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.75% 17-SEP-2035                                             | OIS_CCP USD RCV SOFR1D PAY 3.75% 17-SEP-2035                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      4500000 | OU      | $-24987.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 2.75% PAY CORRA1D 17-SEP-2030                                            | OIS_CCP CAD RCV 2.75% PAY CORRA1D 17-SEP-2030                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |      9910000 | OU      | $41307.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 0.75% 17-SEP-2027                                            | OIS_CCP JPY RCV TONAR1D PAY 0.75% 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   3778000000 | OU      | $11147.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1% 17-SEP-2030                                               | OIS_CCP JPY RCV TONAR1D PAY 1% 17-SEP-2030                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |  14014660000 | OU      | $-359686.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW6M PAY 4.5% 17-SEP-2035                                              | IRS_CCP AUD RCV BBSW6M PAY 4.5% 17-SEP-2035                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |      2530000 | OU      | $-55708.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 3.75% PAY BBR3M 17-SEP-2030                                              | IRS_CCP NZD RCV 3.75% PAY BBR3M 17-SEP-2030                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |     22120000 | OU      | $87812.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV BBSW3M PAY 3.75% 17-SEP-2027                                             | IRS_CCP AUD RCV BBSW3M PAY 3.75% 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |    123320000 | OU      | $-999895.64   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP NZD RCV 4.25% PAY BBR3M 17-SEP-2035                                              | IRS_CCP NZD RCV 4.25% PAY BBR3M 17-SEP-2035                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | NZ        |     11370000 | OU      | $79371.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV 3.75% PAY SOFR1D 17-SEP-2032                                             | OIS_CCP USD RCV 3.75% PAY SOFR1D 17-SEP-2032                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |       180000 | OU      | $2600.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP PLN RCV WIBOR6M PAY 4.25% 17-SEP-2027                                            | IRS_CCP PLN RCV WIBOR6M PAY 4.25% 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | PL        |     19260000 | OU      | $-8014.73     | -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        |     66510000 | OU      | $90546.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2% 17-MAY-2053                                               | IRS_CCP EUR RCV EURIB6M PAY 2% 17-MAY-2053                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      4959896 | OU      | $418523.46    | 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        |     17060000 | OU      | $61398.77     | 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        |     70080000 | OU      | $-170524.96   | -0.01%            |  |  |  | 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        |      4180000 | OU      | $-155608.29   | -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        |      7632032 | OU      | $6480.14      | 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      | $-24670.41    | -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      | $1347.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.4% 09-APR-2030                                             | IRS_CCP EUR RCV EURIB6M PAY 2.4% 09-APR-2030                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       400000 | OU      | $-2930.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.52% 09-APR-2035                                            | IRS_CCP EUR RCV EURIB6M PAY 2.52% 09-APR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       200000 | OU      | $1609.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.51% 09-APR-2035                                            | IRS_CCP EUR RCV EURIB6M PAY 2.51% 09-APR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       400000 | OU      | $3629.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.46% PAY EURIB6M 01-APR-2035                                            | IRS_CCP EUR RCV 2.46% PAY EURIB6M 01-APR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       100000 | OU      | $-1425.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.52% PAY EURIB6M 27-MAR-2035                                            | IRS_CCP EUR RCV 2.52% PAY EURIB6M 27-MAR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       300000 | OU      | $-2407.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.61% PAY EURIB6M 24-MAR-2035                                            | IRS_CCP EUR RCV 2.61% PAY EURIB6M 24-MAR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       100000 | OU      | $113.64       | 0.00%             |  |  |  | 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      | $-99118.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.46% PAY EURIB6M 13-MAR-2035                                            | IRS_CCP EUR RCV 2.46% PAY EURIB6M 13-MAR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       300000 | OU      | $-4134.64     | -0.00%            |  |  |  | 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      | $-13395.18    | -0.00%            |  |  |  | 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      | $-78809.76    | -0.00%            |  |  |  | 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      | $-34452.26    | -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      | $-14033.53    | -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      | $-841011.55   | -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      | $-21248.95    | -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      | $-215202.83   | -0.01%            |  |  |  | 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      | $-71826.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.7% 13-AUG-2029                                             | IRS_CCP EUR RCV EURIB6M PAY 2.7% 13-AUG-2029                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       500000 | OU      | $-11361.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.65% 14-AUG-2029                                            | IRS_CCP EUR RCV EURIB6M PAY 2.65% 14-AUG-2029                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       200000 | OU      | $-4080.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.3% 25-SEP-2029                                             | IRS_CCP EUR RCV EURIB6M PAY 2.3% 25-SEP-2029                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       500000 | OU      | $-1767.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.36% 07-OCT-2029                                            | IRS_CCP EUR RCV EURIB6M PAY 2.36% 07-OCT-2029                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       700000 | OU      | $-4544.50     | -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      | $2990.30      | 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      | $2182.94      | 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      | $2294.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP GBP RCV 3.5% PAY SONIA1D 19-MAR-2030                                             | OIS_CCP GBP RCV 3.5% PAY SONIA1D 19-MAR-2030                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |     15400000 | OU      | $-184106.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.22% PAY EURIB6M 08-JAN-2035                                            | IRS_CCP EUR RCV 2.22% PAY EURIB6M 08-JAN-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       200000 | OU      | $-7254.22     | -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      | $-10052.68    | -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        |      2500000 | OU      | $-14783.35    | -0.00%            |  |  |  | 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      | $-13449.15    | -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      | $-23653.36    | -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      | $-5321.50     | -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      | $-5983.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV 9.25% PAY JIBAR3M 17-SEP-2035                                            | IRS_CCP ZAR RCV 9.25% PAY JIBAR3M 17-SEP-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     14070000 | OU      | $42883.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV CNRR07D PAY 1.5% 17-SEP-2030                                             | IRS_CCP CNY RCV CNRR07D PAY 1.5% 17-SEP-2030                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     34020000 | OU      | $-5684.43     | -0.00%            |  |  |  | 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        |     12462881 | OU      | $14798.72     | 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        |      6310000 | OU      | $-57986.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV 5.5% PAY CAMAR1D 17-SEP-2027                                             | OIS_CCP CLP RCV 5.5% PAY CAMAR1D 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    531910000 | OU      | $12460.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV 1.75% PAY TONAR1D 17-SEP-2055                                            | OIS_CCP JPY RCV 1.75% PAY TONAR1D 17-SEP-2055                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   1097000000 | OU      | $-807310.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV 2.75% PAY CORRA1D 17-SEP-2027                                            | OIS_CCP CAD RCV 2.75% PAY CORRA1D 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |     68540000 | OU      | $289772.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP JPY RCV TONAR1D PAY 1.25% 17-SEP-2035                                            | OIS_CCP JPY RCV TONAR1D PAY 1.25% 17-SEP-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | JP        |   3580000000 | OU      | $-36512.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.42% PAY EURIB6M 07-MAR-2035                                            | IRS_CCP EUR RCV 2.42% PAY EURIB6M 07-MAR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       100000 | OU      | $-1758.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.25% PAY EURIB6M 17-SEP-2035                                            | IRS_CCP EUR RCV 2.25% PAY EURIB6M 17-SEP-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     29710000 | OU      | $-1162656.08  | -0.04%            |  |  |  | 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      | $-7278.89     | -0.00%            |  |  |  | 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      | $-4265.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.25% PAY EURIB6M 17-SEP-2030                                            | IRS_CCP EUR RCV 2.25% PAY EURIB6M 17-SEP-2030                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      4000000 | OU      | $-9406.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.28% 04-MAR-2030                                            | IRS_CCP EUR RCV EURIB6M PAY 2.28% 04-MAR-2030                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       200000 | OU      | $-286.38      | -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      | $1165443.95   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CAD RCV CORRA1D PAY 3.75% 20-DEC-2033                                            | OIS_CCP CAD RCV CORRA1D PAY 3.75% 20-DEC-2033                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |      3200000 | OU      | $-156509.18   | -0.00%            |  |  |  | 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      | $-383085.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP USD RCV SOFR1D PAY 3.5% 18-DEC-2025                                              | OIS_CCP USD RCV SOFR1D PAY 3.5% 18-DEC-2025                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      7370000 | OU      | $60840.02     | 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      | $710612.20    | 0.02%             |  |  |  | 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      | $-21161.32    | -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      | $-9075.88     | -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      | $-7043.35     | -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      | $-3083.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.55% 16-APR-2035                                            | IRS_CCP EUR RCV EURIB6M PAY 2.55% 16-APR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       300000 | OU      | $1474.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.45% 05-MAY-2035                                            | IRS_CCP EUR RCV EURIB6M PAY 2.45% 05-MAY-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       700000 | OU      | $10715.71     | 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      | $-4764.81     | -0.00%            |  |  |  | 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      | $-609290.47   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.4% 12-FEB-2035                                             | IRS_CCP EUR RCV EURIB6M PAY 2.4% 12-FEB-2035                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |       200000 | OU      | $3863.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.25% 17-SEP-2055                                            | IRS_CCP EUR RCV EURIB6M PAY 2.25% 17-SEP-2055                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      5200000 | OU      | $647644.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP AUD RCV 3.5% PAY BBSW3M 17-SEP-2027                                              | IRS_CCP AUD RCV 3.5% PAY BBSW3M 17-SEP-2027                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |      9840000 | OU      | $48710.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-NOV-2053                                             | IRS_CCP EUR RCV EURIB6M PAY 2.5% 10-NOV-2053                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |      3744858 | OU      | $116810.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.5% PAY EURIB6M 14-MAY-2028                                             | IRS_CCP EUR RCV 2.5% PAY EURIB6M 14-MAY-2028                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     13844810 | OU      | $119883.59    | 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        |   2345190000 | OU      | $-527948.93   | -0.02%            |  |  |  | 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        |   2082796834 | OU      | $59662.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV EURIB6M PAY 2.18% 20-NOV-2027                                            | IRS_CCP EUR RCV EURIB6M PAY 2.18% 20-NOV-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    216950000 | OU      | $-161866.78   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.143% PAY EURIB3M 20-NOV-2027                                           | IRS_CCP EUR RCV 2.143% PAY EURIB3M 20-NOV-2027                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |    216950000 | OU      | $277071.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CZK RCV PRBOR6M PAY 3.75% 19-MAR-2035                                            | IRS_CCP CZK RCV PRBOR6M PAY 3.75% 19-MAR-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CZ        |     17240000 | OU      | $7007.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP EUR RCV 2.325% PAY EURIB6M 25-FEB-2029                                           | IRS_CCP EUR RCV 2.325% PAY EURIB6M 25-FEB-2029                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | XX        |     12444117 | OU      | $5943.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 8.75% PAY COOVI1D 17-SEP-2030                                            | OIS_CCP COP RCV 8.75% PAY COOVI1D 17-SEP-2030                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   4744920000 | OU      | $1709.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV COOVI1D PAY 8.25% 17-SEP-2027                                            | OIS_CCP COP RCV COOVI1D PAY 8.25% 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |  11651510000 | OU      | $3290.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP INR RCV 6% PAY MIBOR1D 17-SEP-2027                                               | OIS_CCP INR RCV 6% PAY MIBOR1D 17-SEP-2027                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    539410000 | OU      | $54381.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP CNY RCV 1.5% PAY CNRR07D 17-SEP-2027                                             | IRS_CCP CNY RCV 1.5% PAY CNRR07D 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     86380000 | OU      | $10271.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV THBRO1D PAY 2% 17-SEP-2030                                               | OIS_CCP THB RCV THBRO1D PAY 2% 17-SEP-2030                                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     95410000 | OU      | $-103445.29   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP THB RCV 1.75% PAY THBRO1D 17-SEP-2027                                            | OIS_CCP THB RCV 1.75% PAY THBRO1D 17-SEP-2027                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     22270000 | OU      | $7798.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP ZAR RCV JIBAR3M PAY 7.5% 17-SEP-2027                                             | IRS_CCP ZAR RCV JIBAR3M PAY 7.5% 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | ZA        |     35830000 | OU      | $-21160.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP CLP RCV 5.75% PAY CAMAR1D 17-SEP-2035                                            | OIS_CCP CLP RCV 5.75% PAY CAMAR1D 17-SEP-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    943880000 | OU      | $50279.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OIS_CCP COP RCV 9.25% PAY COOVI1D 17-SEP-2035                                            | OIS_CCP COP RCV 9.25% PAY COOVI1D 17-SEP-2035                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |    884510000 | OU      | $-635.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IRS_CCP KRW RCV KWCDC3M PAY 2.5% 17-SEP-2027                                             | IRS_CCP KRW RCV KWCDC3M PAY 2.5% 17-SEP-2027                                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |   2365020000 | OU      | $-4321.01     | -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      | $-27665.78    | -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      | $-6232.55     | -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      | $-5904.99     | -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      | $-45198.15    | -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      | $7842.89      | 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      | $18385.92     | 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      | $48973.98     | 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      | $709637.37    | 0.02%             |  |  |  | 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      | $19119.52     | 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      | $16218.96     | 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      | $33510.62     | 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      | $51614.71     | 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      | $56442.21     | 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      | $118841.11    | 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      | $23089.92     | 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      | $5275.92      | 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      | $-2336.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.44 1% 20300620                                                      | CDS_IX_CCP CDX.NA.IG.44 1% 20300620                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      3400000 | OU      | $74987.00     | 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      | $5370.63      | 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      | $1955.07      | 0.00%             |  |  |  | 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      | $128951.75    | 0.00%             |  |  |  | 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      | $1180652.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.IG.44 1% 20300620                                                      | CDS_IX_CCP CDX.NA.IG.44 1% 20300620                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |      2115000 | OU      | $46646.33     | 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      | $-22599.08    | -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      | $-34811.62    | -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        |       300000 | OU      | $-21757.26    | -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      | $-10878.63    | -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      | $-72317.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** GuideStone Funds

**Signature:** Patrick Pattison

**Name of Signer:** Patrick Pattison

**Title:** Vice President & Treasurer