# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001752724-25-204886
**Filing Date:** 2025-8
**Character Count:** 911969
**Document Hash:** fe5c49e516f35bee1e684135b6af053b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204886.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204886

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TIAA-CREF FUNDS
- **CENTRAL INDEX KEY:** 0001084380

**ORGANIZATION NAME:**
- **EIN:** 134055167
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09301
- **FILM NUMBER:** 251255334

**BUSINESS ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** 2129166746

**MAIL ADDRESS:**
- **STREET 1:** 730 THIRD AVE.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TIAA CREF INSTITUTIONAL MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 19990415

## Series and Classes Contracts Data

### Nuveen Core Bond Fund (Series ID: S000005372)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000014635 | Class R6         | TIBDX           |
| C000033991 | Retirement Class | TIDRX           |
| C000033992 | Class A          | TIORX           |
| C000079556 | Premier Class    | TIDPX           |
| C000162549 | Class I          | TIBHX           |
| C000202747 | Class W          | TBBWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TIAA-CREF Funds

- **b. Investment Company Act file number:** 811-09301

- **c. CIK number of Registrant:** 0001084380

- **d. LEI of Registrant:** 549300L8R42TEBN5NG46

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

  - **Street Address 1:** 730 Third Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 800-842-2733

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

- **a. Name of Series:** Nuveen Core Bond Fund

- **b. EDGAR series identifier (if any):** S000005372

- **c. LEI of Series:** YWIZ7MJ37MMDNKLMSJ20

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

- **a. Date of fiscal year-end:** 2026-03-31

- **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:** $11120460374.00

**Total Liabilities:** $313987416.00

**Net Assets:** $10806472958.00

**Delayed Delivery Securities:** $193004946.00

**Cash Not Reported:** $50643251.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17376.91000000 | **1-Year:** -156257.97000000 | **5-Year:** -814421.28000000 | **10-Year:** -1889910.04000000 | **30-Year:** -3070148.18000000

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

- **3-Month:** -5542.10000000 | **1-Year:** -45471.30000000 | **5-Year:** -53239.50000000 | **10-Year:** -78469.11000000 | **30-Year:** -72011.96000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202747 | 0.06%                | -0.49%               | 1.61%                |
| Class ID C000033991 | 0.13%                | -0.63%               | 1.65%                |
| Class ID C000033992 | 0.12%                | -0.63%               | 1.64%                |
| Class ID C000079556 | 0.13%                | -0.53%               | 1.57%                |
| Class ID C000162549 | 0.02%                | -0.53%               | 1.57%                |
| Class ID C000014635 | 0.04%                | -0.51%               | 1.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-14124679.17            | $-18094971.34                              |
| Month 2  | $-7663275.32             | $-74536164.76                              |
| Month 3  | $4495980.27              | $131655501.29                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** LFI:LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81733YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      260630 | PA      | $240387.01    | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA Tower Trust                                                                    | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7195819.50   | 0.07%             | 2026-11-15      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM Investments Holdings II LLC                                                    | CUSIP: 50190EAA2<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      800000 | PA      | $777960.55    | 0.01%             | 2029-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                                                         | Perusahaan Penerbit SBSN Indonesia III                                             | CUSIP: 71567PAS9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |     1435000 | PA      | $1279343.50   | 0.01%             | 2031-06-09      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137F9LG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    19843923 | PA      | $3266065.61   | 0.03%             | 2051-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-1 Owner Trust                                        | Honda Auto Receivables Owner Trust                                                 | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18000000 | PA      | $18173957.40  | 0.17%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                              | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4451329.58   | 0.04%             | N/A             | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG.                                                                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4000000 | PA      | $4625644.00   | 0.04%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings, Inc                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2018234.00   | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1083231.23   | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources, Inc                                                             | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1769440.98   | 0.02%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1090000 | PA      | $1070073.44   | 0.01%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                            | Sociedad Quimica y Minera de Chile S.A.                                            | CUSIP: 833636AN3<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     1800000 | PA      | $1910984.40   | 0.02%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385MC7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     5000000 | PA      | $4949833.35   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36253PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1418371.95   | 0.01%             | 2050-05-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                                | TransCanada Trust                                                                  | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |     7835000 | PA      | $7757726.22   | 0.07%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23090108 | PA      | $22687005.72  | 0.21%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                              | CUSIP: 617726AG9<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     2825000 | PA      | $2521493.64   | 0.02%             | 2042-12-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7361975.93   | 0.07%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                             | Fiesta Purchaser, Inc                                                              | CUSIP: BL4883502<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2989987 | PA      | $3001424.17   | 0.03%             | 2031-02-12      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5937149.94   | 0.05%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan C                                                             | CUSIP: BL4881803<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     3955125 | PA      | $3949311.26   | 0.04%             | 2030-09-29      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      144812 | PA      | $146932.88    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                     | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $18676318.09  | 0.17%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                                       | Cornerstone Generation LLC                                                         | CUSIP: BL4790210<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     1620000 | PA      | $1630125.00   | 0.02%             | 2031-10-28      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11650602 | PA      | $9406811.61   | 0.09%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                           | Open Text Holdings, Inc                                                            | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $519813.25    | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46645GAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330705 | PA      | $305446.48    | 0.00%             | 2045-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RenaissanceRe Holdings Ltd                                                         | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     5275000 | PA      | $5419669.09   | 0.05%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644RBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1275135 | PA      | $1267261.66   | 0.01%             | 2048-05-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC                                                             | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12553000 | PA      | $11506586.44  | 0.11%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X9U52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2142692 | PA      | $2082560.77   | 0.02%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                                                   | Oak Street Investment Grade Net Lease Fund Series                                  | CUSIP: 67181DAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4466935 | PA      | $4259756.56   | 0.04%             | 2051-11-20      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                         | Development Bank of Kazakhstan JSC                                                 | CUSIP: 25159XAD5<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |      700000 | PA      | $610446.54    | 0.01%             | 2031-05-06      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Cikarang Listrindo Tbk PT                                                        | Cikarang Listrindo Tbk PT                                                          | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |     2000000 | PA      | $1994206.46   | 0.02%             | 2035-03-12      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CIM Trust 2021-J2                                                                | CIM Trust                                                                          | CUSIP: 12564ECH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338809 | PA      | $275087.88    | 0.00%             | 2051-04-25      | Variable      | 2.67%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1667746.88   | 0.02%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                   | CUSIP: 36321PAB6<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     2750000 | PA      | $2336374.78   | 0.02%             | 2036-03-31      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J8N66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      908664 | PA      | $883874.53    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                    | DBSG Mortgage Trust                                                                | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1415000 | PA      | $1440753.57   | 0.01%             | 2037-06-10      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $2302483.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                    | CF Mortgage Trust                                                                  | CUSIP: 12529WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1374893.25   | 0.01%             | 2052-04-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio, Inc                                                               | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1452212.26   | 0.01%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260RAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1959703 | PA      | $1601911.96   | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                                                   | AGL CLO 19 Ltd                                                                     | CUSIP: 001210AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |     4000000 | PA      | $4000200.00   | 0.04%             | 2035-07-21      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust 2024-T53                                           | HTL Commercial Mortgage Trust                                                      | CUSIP: 404300AE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6500000 | PA      | $6583369.65   | 0.06%             | 2039-05-10      | Variable      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co                                                                     | Organon & Co, Term Loan                                                            | CUSIP: BL4871606<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     2527710 | PA      | $2491892.03   | 0.02%             | 2031-05-19      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $3967494.06   | 0.04%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162QBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2382859.25   | 0.02%             | 2048-09-15      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                 | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $2665025.03   | 0.02%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NRTH 2024-PARK Mortgage Trust                                                    | NRTH Mortgage Trust                                                                | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4750000 | PA      | $4759424.95   | 0.04%             | 2039-03-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1822841.20   | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $972769.30    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| LCPR SR SECURED FIN DAC                                                          | LCPR Senior Secured Financing DAC                                                  | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     1275000 | PA      | $751058.26    | 0.01%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust                                                       | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $922121.40    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2438545 | PA      | $2398278.68   | 0.02%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $581834.74    | 0.01%             | 2027-11-24      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6000000 | PA      | $5910962.40   | 0.05%             | 2048-08-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938XAV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4422345 | PA      | $3745221.92   | 0.03%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                           | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     5310000 | PA      | $3072329.73   | 0.03%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWISS RE FINANCE LUX                                                             | Swiss Re Finance Luxembourg S.A.                                                   | CUSIP: 87089NAA8<br>LEI: 549300CLQZ6TM98LW631 | Long             | DBT              | CORP              | LU        |    11300000 | PA      | $11254800.00  | 0.10%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | Froneri Lux Finco Sarl, Term Loan B4                                               | CUSIP: BL4752848<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      143266 | PA      | $142013.31    | 0.00%             | 2031-09-30      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6450000 | PA      | $6328326.49   | 0.06%             | 2027-02-02      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BN4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4579958 | PA      | $3811298.63   | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    24025000 | PA      | $23039993.98  | 0.21%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bond                                  | Kenya Government International Bond                                                | CUSIP: 491798AM6<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1000000 | PA      | $1013404.15   | 0.01%             | 2031-02-16      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                                | Kommunalbanken AS.                                                                 | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     2000000 | PA      | $1748628.00   | 0.02%             | 2030-06-14      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-INV2 Trust                           | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003FBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1223271 | PA      | $1019957.67   | 0.01%             | 2051-09-25      | Variable      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                                    | Sequoia Mortgage Trust                                                             | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      369883 | PA      | $303697.75    | 0.00%             | 2051-03-25      | Variable      | 2.66%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA, Inc                                                                         | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2026780.93   | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2168467.50   | 0.02%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., 5th Amendment Term Loan                                | CUSIP: 98932TAH6<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     2493750 | PA      | $2483874.75   | 0.02%             | 2031-11-26      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260DAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      997663 | PA      | $856465.85    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                                              | NCL Corp Ltd                                                                       | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      158000 | PA      | $158197.50    | 0.00%             | 2026-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                                 | CSC Holdings LLC                                                                   | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3914460.94   | 0.04%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8425000 | PA      | $8866402.60   | 0.08%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $820756.30    | 0.01%             | 2050-11-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                       | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $2440189.53   | 0.02%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $955298.00    | 0.01%             | 2030-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                                                           | AI Aqua Merger Sub, Inc., First Lien Term Loan B                                   | CUSIP: BL4842680<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     2474889 | PA      | $2474170.92   | 0.02%             | 2028-07-31      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5012091.45   | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                                                          | West Corporation, Term Loan B3                                                     | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |      176846 | PA      | $95828.21     | 0.00%             | 2027-04-10      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    12075000 | PA      | $12054652.42  | 0.11%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan C                                                  | CUSIP: 22282GAN7<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |       49826 | PA      | $49975.26     | 0.00%             | 2028-11-30      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5808052.66   | 0.05%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2022-INV1 Trust                           | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003NBK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3841968 | PA      | $3181362.33   | 0.03%             | 2052-03-25      | Variable      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    43187695 | PA      | $40362700.36  | 0.37%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                          | VZ Secured Financing BV                                                            | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |     2000000 | PA      | $1779216.80   | 0.02%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment, Inc                                                         | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1426935.81   | 0.01%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4105932 | PA      | $3934880.33   | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                    | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1160712.54   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                   | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7975000 | PA      | $8231949.95   | 0.08%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4113281 | PA      | $3450714.49   | 0.03%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                         | Coty, Inc                                                                          | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1170000 | PA      | $1196794.17   | 0.01%             | 2030-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | Bell Telephone Co of Canada or Bell Canada                                         | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     8570000 | PA      | $8692520.75   | 0.08%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Federal National Mortgage Association (FNMA)                                       | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      739167 | PA      | $614821.13    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital S.A.                                                         | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     6025000 | PA      | $5636669.29   | 0.05%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Envestnet Inc                                                                    | BCPE Pequod Buyer Inc, Term Loan B                                                 | CUSIP: BL4720944<br>LEI: 549300HLWZ5OKIDM8737 | Long             | LON              | CORP              | US        |     2668312 | PA      | $2675983.90   | 0.02%             | 2031-11-25      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                              | Banco Davivienda S.A.                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     1428000 | PA      | $1432712.40   | 0.01%             | 2035-07-02      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140QEDU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13346280 | PA      | $11836150.63  | 0.11%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraton Corp                                                                      | Kraton Corp                                                                        | CUSIP: 50077CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3036510.54   | 0.03%             | 2027-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| One Market Plaza Trust                                                           | One Market Plaza Trust                                                             | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14934004 | PA      | $14283371.68  | 0.13%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H05W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8039524 | PA      | $5042941.81   | 0.05%             | 2051-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                   | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $10791352.24  | 0.10%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XCKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4368220 | PA      | $3983411.15   | 0.04%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDA35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       48969 | PA      | $47889.74     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alterna Funding III LLC                                                          | Alterna Funding III LLC                                                            | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3243487 | PA      | $3274123.96   | 0.03%             | 2039-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                         | Venture Global Calcasieu Pass LLC                                                  | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1851184.20   | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11260000 | PA      | $11274075.00  | 0.10%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Zelis Payments Buyer Inc                                                         | Zelis Payments Buyer, Inc., Term Loan B                                            | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |     2468750 | PA      | $2455949.53   | 0.02%             | 2029-09-28      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| FNZ USA FinCo LLC                                                                | FNZ Group Services Ltd, Term Loan B                                                | CUSIP: BL4788479<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2031-11-05      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $10049548.84  | 0.09%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| CBRE Realty Finance CDO Ltd                                                      | CBRE Realty Finance                                                                | CUSIP: 1248MLAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     8817685 | PA      | $881.77       | 0.00%             | 2052-04-07      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1050000 | PA      | $850628.05    | 0.01%             | 2047-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8296750 | PA      | $7944202.68   | 0.07%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21866325 | PA      | $20952339.08  | 0.19%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                           | PENN Entertainment, Inc., Term Loan B                                              | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      301185 | PA      | $301898.81    | 0.00%             | 2029-05-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2128938.48   | 0.02%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 SARL / Aggreko Holdings Inc                                   | Albion Financing  SARL                                                             | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      975000 | PA      | $995014.08    | 0.01%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38384AJQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     8423025 | PA      | $705366.86    | 0.01%             | 2053-05-20      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      650000 | PA      | $654646.49    | 0.01%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flutter Entertainment PLC                                                        | Flutter Financing B.V., Term Loan B                                                | CUSIP: BL4862100<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | IE        |     5097375 | PA      | $5091003.28   | 0.05%             | 2030-11-30      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207942AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      860000 | PA      | $939220.45    | 0.01%             | 2043-06-25      | Variable      | 11.16%                | Yes           |                  2 | On Loan: No      |
| SKYMILES IP LTD                                                                  | SkyMiles IP Ltd., Skymiles Term Loan B                                             | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |       84322 | PA      | $84970.39     | 0.00%             | 2027-10-20      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2755411 | PA      | $2478815.78   | 0.02%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23720000 | PA      | $22833279.75  | 0.21%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC                                                                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2383449.00   | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2022-INV1                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 465973BY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1331610 | PA      | $1112911.48   | 0.01%             | 2052-03-25      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy, Inc                                                                   | CUSIP: 98389BAN0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      470000 | PA      | $405998.93    | 0.00%             | 2041-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94989YBE2<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2476091.25   | 0.02%             | 2059-01-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR Securitized Participation Interests Trust                        | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       80394 | PA      | $78080.11     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | Unilever Capital Corp                                                              | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8286336.01   | 0.08%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-25636533.73 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health, Inc                                                               | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2343684.39   | 0.02%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      447532 | PA      | $416639.31    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     8933440 | PA      | $8347250.09   | 0.08%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | Reinsurance Group of America, Inc                                                  | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $9828094.73   | 0.09%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                            | Archrock Partners LP                                                               | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1580000 | PA      | $1609763.27   | 0.01%             | 2032-09-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Commercial Mor                                                   | Banc of America Commercial Mortgage Trust                                          | CUSIP: 06054ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2071000 | PA      | $2059250.18   | 0.02%             | 2048-09-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | Parkland Corp                                                                      | CUSIP: 70137WAG3<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1922570.00   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 46647TAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      310719 | PA      | $306932.43    | 0.00%             | 2050-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      225000 | PA      | $222178.79    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | Raytheon Technologies Corp                                                         | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $10631934.06  | 0.10%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                                             | Verus Securitization Trust                                                         | CUSIP: 92539FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2500000 | PA      | $2512902.75   | 0.02%             | 2068-02-25      | Variable      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                                                          | New York Mortgage Trust                                                            | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       54302 | PA      | $54044.07     | 0.00%             | 2036-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | ProLogis LP                                                                        | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1013317.49   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate, LLC, Term Loan B6                                   | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     1990000 | PA      | $1992706.40   | 0.02%             | 2031-09-19      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                           | Albertsons Cos, Inc                                                                | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3505000 | PA      | $3588519.24   | 0.03%             | 2028-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAL8<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1479663.18   | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1255000 | PA      | $894481.65    | 0.01%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10875000 | PA      | $9819360.38   | 0.09%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae I Pool                                                                  | CUSIP: 3620A56G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |      169700 | PA      | $171193.79    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International S.A.                                           | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1450000 | PA      | $1068872.66   | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |     3260000 | PA      | $3417310.65   | 0.03%             | 2042-02-25      | Variable      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | Comision Federal de Electricidad                                                   | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      850000 | PA      | $848725.00    | 0.01%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart, Inc                                                                       | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $4166611.15   | 0.04%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                                                                | MLN US HoldCo LLC, First Lien Term Loan                                            | CUSIP: 55292HAB9<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |      581883 | PA      | $4378.67      | 0.00%             | 2025-11-30      | Variable      | 11.00%                | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp                                                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      570000 | PA      | $575224.50    | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2022-INV1                                    | New Residential Mortgage Loan Trust                                                | CUSIP: 64831DBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1607608 | PA      | $1302423.73   | 0.01%             | 2052-03-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46644MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       57042 | PA      | $53188.82     | 0.00%             | 2045-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DNE82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      816024 | PA      | $739922.81    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                         | Broadstreet Partners, Inc., Term Loan B4                                           | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     4439890 | PA      | $4450213.05   | 0.04%             | 2031-06-13      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | GTCR W-2 MERGER SUB LLC                                                            | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1098668.03   | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | Cemex SAB de C.V.                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     3475000 | PA      | $3510618.75   | 0.03%             | N/A             | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co, Inc                                                            | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2748408.33   | 0.03%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corporation, Term Loan (2028)                                             | CUSIP: BL4939023<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |     1998417 | PA      | $2002473.50   | 0.02%             | 2028-10-18      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1106819.77   | 0.01%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl                                                          | Jazz Financing Lux S.a.r.l., First Lien Term Loan B                                | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |     1114274 | PA      | $1120391.08   | 0.01%             | 2028-05-05      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3030000 | PA      | $1839666.92   | 0.02%             | 2049-11-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $811303.32    | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                    | CUSIP: AM6760772<br>LEI: 549300IL6Q1JWU688H15 | Long             | EC               | CORP              | US        |        7607 | NS      | $1802.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $987217.60    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                                                             | Garda World Security Corp                                                          | CUSIP: 36485MAK5<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $993800.80    | 0.01%             | 2027-02-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                                | Bharti Airtel Ltd                                                                  | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     2750000 | PA      | $2547961.43   | 0.02%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings S.A.                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $747011.00    | 0.01%             | 2030-02-28      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6911313 | PA      | $4624184.89   | 0.04%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8433495 | PA      | $8304082.55   | 0.08%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                          | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $854714.63    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                              | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2975000 | PA      | $2868239.92   | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS                                                         | LCM Investments Holdings II LLC                                                    | CUSIP: 50190EAC8<br>LEI: 549300P5V78NNQTG4428 | Long             | DBT              | CORP              | US        |      790000 | PA      | $839914.57    | 0.01%             | 2031-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Medco Maple Tree Pte Ltd                                                         | Medco Maple Tree Pte Ltd                                                           | CUSIP: 58407HAA7<br>LEI: 254900T5AQZNR0THA508 | Long             | DBT              | CORP              | SG        |     1500000 | PA      | $1561351.50   | 0.01%             | 2029-04-27      | Fixed         | 8.96%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1621933.91   | 0.02%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4115000 | PA      | $3403715.83   | 0.03%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     4489044 | PA      | $4241569.30   | 0.04%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group plc                                                                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     5800000 | PA      | $4520659.43   | 0.04%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAN FRANCISCO CITY & CNTY CA C                                                   | City & County of San Francisco CA Community Facilities District No 2014-1          | CUSIP: 79772ECR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      550000 | PA      | $520212.50    | 0.00%             | 2034-09-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                          | Teva Pharmaceutical Finance Netherlands III BV                                     | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1374000 | PA      | $1347311.70   | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                           | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1181200 | PA      | $1167594.82   | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                                  | Gen Digital, Inc                                                                   | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2310194.89   | 0.02%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                             | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     2525000 | PA      | $1995266.11   | 0.02%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial, Inc                                                          | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2631588.95   | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust (Step Bond)                                             | CUSIP: 92538CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357656 | PA      | $346093.67    | 0.00%             | 2065-05-25      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Student Loan Trust                                                         | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      657406 | PA      | $642814.48    | 0.01%             | 2059-12-15      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                                           | INEOS Quattro Holdings UK Ltd, Term Loan B                                         | CUSIP: BL4766400<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2234400 | PA      | $2047269.00   | 0.02%             | 2031-10-07      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    45002750 | PA      | $43129560.47  | 0.40%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP Paribas S.A.                                                                   | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    20000000 | PA      | $20120000.00  | 0.19%             | N/A             | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    25000000 | PA      | $24959628.50  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20990000 | PA      | $20006913.62  | 0.19%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133AWHC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1823937 | PA      | $1621016.68   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $5307073.53   | 0.05%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                         | Banque Ouest Africaine de Developpement                                            | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     3415000 | PA      | $3110914.23   | 0.03%             | 2031-10-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust                                                      | CUSIP: 17330CAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7524342 | PA      | $104558.25    | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Meituan                                                                          | Meituan                                                                            | CUSIP: 58533EAE3<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $1999410.64   | 0.02%             | 2028-04-02      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan B1                               | CUSIP: 23340DAV4<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      494653 | PA      | $497640.31    | 0.00%             | 2030-01-31      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1108126.08   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cologix Data Centers Issuer LL                                                   | Cologix Data Centers US Issuer LLC                                                 | CUSIP: 19521UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11450000 | PA      | $11079803.18  | 0.10%             | 2051-12-26      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                                                              | Honduras Government International Bond                                             | CUSIP: 438180AJ0<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1100000 | PA      | $1050500.00   | 0.01%             | 2030-06-24      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Listrik Negara PT                                                       | CUSIP: 71568PAL3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2500000 | PA      | $2358749.50   | 0.02%             | 2030-02-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $992058.30    | 0.01%             | 2048-08-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     7000000 | PA      | $6341928.67   | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                           | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3894023.56   | 0.04%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT Operating Partnership LP                                                       | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      345000 | PA      | $361061.82    | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    12525000 | PA      | $12677899.94  | 0.12%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15534795.00  | 0.14%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20944681 | PA      | $20997164.14  | 0.19%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                                   | Wynn Macau Ltd                                                                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     1175000 | PA      | $1155129.22   | 0.01%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark                                                                          | CUSIP: 08161HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2921671.80   | 0.03%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                        | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     6350000 | PA      | $5911116.19   | 0.05%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BJD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1333201 | PA      | $1302192.14   | 0.01%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $6113477.98   | 0.06%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     1101384 | PA      | $124450.68    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32335000 | PA      | $32385523.44  | 0.30%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                             | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     9470000 | PA      | $6136329.03   | 0.06%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-GR1                                     | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262QBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      838631 | PA      | $704413.50    | 0.01%             | 2051-11-25      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                              | Ford Credit Auto Owner Trust                                                       | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    24625000 | PA      | $24590719.54  | 0.23%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3401380 | PA      | $2758405.40   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | Hertz Vehicle Financing LLC                                                        | CUSIP: 42806MBE8<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     1850000 | PA      | $1846296.68   | 0.02%             | 2026-09-25      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     1060312 | PA      | $1040658.65   | 0.01%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7281048 | PA      | $6166217.62   | 0.06%             | 2052-08-26      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | Microsoft Corp                                                                     | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1620242.65   | 0.01%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                                          | Promigas S.A. ESP                                                                  | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2050000 | PA      | $1906099.84   | 0.02%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                                                              | NBM US Holdings, Inc                                                               | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1508659.50   | 0.01%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP                                                        | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2177980.50   | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Shellpoint Co-Originator Trust                                                   | Shellpoint Co-Originator Trust                                                     | CUSIP: 82280RAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      167357 | PA      | $152773.31    | 0.00%             | 2047-04-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12591YBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3896000 | PA      | $2787860.72   | 0.03%             | 2047-06-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                      | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3236759.12   | 0.03%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5798496 | PA      | $741015.95    | 0.01%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3333804 | PA      | $2998774.75   | 0.03%             | 2050-06-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust                                                                          | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1571900.80   | 0.01%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B                                               | CUSIP: BL4989184<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     2679285 | PA      | $2678950.09   | 0.02%             | 2032-02-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                                           | INEOS Quattro Holdings UK Ltd, First Lien Term Loan B                              | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      755525 | PA      | $705471.65    | 0.01%             | 2029-04-02      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                         | CT Trust                                                                           | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1225000 | PA      | $1142124.23   | 0.01%             | 2032-02-03      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                     | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      150000 | PA      | $171241.60    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | Hertz Vehicle Financing LLC                                                        | CUSIP: 42806MBC2<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |     2350000 | PA      | $2345835.33   | 0.02%             | 2026-09-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | SYSCO Corp                                                                         | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      730000 | PA      | $728443.04    | 0.01%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1513348 | PA      | $1520770.85   | 0.01%             | 2031-02-10      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55445000 | PA      | $41196068.03  | 0.38%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW LLC                                                                            | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      515633 | PA      | $486924.49    | 0.00%             | 2039-05-20      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $6476162.41   | 0.06%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | Clarios Global LP, Term Loan B                                                     | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     3096564 | PA      | $3091733.74   | 0.03%             | 2030-05-06      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3006969.90   | 0.03%             | 2035-06-15      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4185000 | PA      | $3737165.24   | 0.03%             | 2049-11-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     3500000 | PA      | $3631880.00   | 0.03%             | 2035-01-13      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2025-NSLB                   | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46659JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3119544.00   | 0.03%             | 2042-06-05      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DPBM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3110450 | PA      | $2709332.70   | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 US LLC                                                     | Avolon TLB Borrower 1 (US) LLC, Term Loan B6                                       | CUSIP: 05400KAJ9<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |      692753 | PA      | $694034.36    | 0.01%             | 2030-06-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1727777 | PA      | $1401039.96   | 0.01%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MUXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9942977 | PA      | $9527010.28   | 0.09%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRIFOLS WORLDWIDE OPERAT                                                         | Grifols Worldwide Operations USA, Inc., Term Loan B                                | CUSIP: 39843PAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      205381 | PA      | $205010.61    | 0.00%             | 2027-11-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1977036.20   | 0.02%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop Inc                                                              | Walker & Dunlop, Inc                                                               | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      665000 | PA      | $682444.92    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3424000 | PA      | $3264784.00   | 0.03%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                            | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 28000000000 | PA      | $1764261.27   | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8786844.00   | 0.08%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                                         | Adani Transmission Ltd                                                             | CUSIP: 00652XAB4<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |     1372625 | PA      | $1167120.25   | 0.01%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA MOVILES CHILE                                                         | Telefonica Moviles Chile S.A.                                                      | CUSIP: 87938XAB7<br>LEI: 549300PDWJ2U6A15B785 | Long             | DBT              | CORP              | CL        |     1500000 | PA      | $926751.21    | 0.01%             | 2031-11-18      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4259988 | PA      | $3861125.98   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                          | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |      620000 | PA      | $703394.57    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL DPR FUNDING LTD.                                                      | Industrial DPR Funding Ltd                                                         | CUSIP: 45605PAZ1<br>LEI: 549300MBUJF25SSFY437 | Long             | ABS-O            | CORP              | KY        |     3750000 | PA      | $3351337.50   | 0.03%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| Avaya Inc                                                                        | Avaya, Inc                                                                         | CUSIP: 05351X309<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | EC               | CORP              | US        |         597 | NS      | $4328.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       41630 | PA      | $42199.25     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-1                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592EBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    21468812 | PA      | $139253.16    | 0.00%             | 2051-06-25      | Variable      | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Ladder Capital Commercial Mort                                                   | Ladder Capital Commercial Mortgage Securities                                      | CUSIP: 50184BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      755062 | PA      | $731288.73    | 0.01%             | 2036-02-15      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10575000 | PA      | $10466613.65  | 0.10%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                     | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     1075000 | PA      | $1160688.25   | 0.01%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1154615.33   | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Honduras Government International Bond                                           | Honduras Government International Bond                                             | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1825000 | PA      | $1915337.50   | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      925000 | PA      | $773247.49    | 0.01%             | 2031-03-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2145798.06   | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    19325000 | PA      | $16686130.47  | 0.15%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKEY                                                               | Turkey Government International Bond                                               | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1750000 | PA      | $1440438.49   | 0.01%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     9530000 | PA      | $8201026.16   | 0.08%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                             | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      726000 | PA      | $670561.92    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    32800000 | PA      | $29417931.32  | 0.27%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     1325000 | PA      | $1356015.60   | 0.01%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      650000 | PA      | $630058.91    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                          | International Game Technology plc                                                  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $399751.16    | 0.00%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140QBBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      211195 | PA      | $181853.42    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Closure Systems International Group Inc                                          | Canister International Group Inc., First Lien Term Loan B                          | CUSIP: 13763HAF9<br>LEI: 549300E17L7BO8C0M603 | Long             | LON              | CORP              | US        |     1237523 | PA      | $1241007.06   | 0.01%             | 2029-03-22      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3857691 | PA      | $3323629.79   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Delayed Draw Term Loan                                                | CUSIP: BL4754505<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      130769 | PA      | $131651.92    | 0.00%             | 2031-09-30      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                         | Sealed Air Corp                                                                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      670000 | PA      | $679823.54    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3940357.18   | 0.04%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                                   | OneMain Financial Issuance Trust                                                   | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $9749575.00   | 0.09%             | 2035-09-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $4187786.77   | 0.04%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $11704455.65  | 0.11%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | Chase Issuance Trust                                                               | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    27500000 | PA      | $27470745.50  | 0.25%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1482440.00   | 0.01%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3131331.84   | 0.03%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655NBX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5736875 | PA      | $4849817.25   | 0.04%             | 2052-12-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 362925CB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5599927 | PA      | $4738726.68   | 0.04%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                                               | Flagstar Mortgage Trust                                                            | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3237121 | PA      | $2645182.48   | 0.02%             | 2051-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262CBL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3108088 | PA      | $2499047.84   | 0.02%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1404548.89   | 0.01%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust, Inc                                                       | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      815000 | PA      | $841780.90    | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR250711                                                                          | CUSIP: EUR250711<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-40512.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes                                                      | CUSIP: 14576AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5708250 | PA      | $5330145.22   | 0.05%             | 2050-12-15      | Fixed         | 2.01%                 | Yes           |                  2 | On Loan: No      |
| FNA VI LLC                                                                       | FNA VI LLC                                                                         | CUSIP: 34411YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6161487 | PA      | $5728886.48   | 0.05%             | 2032-01-10      | Fixed         | 1.35%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2024-NSTB                                         | Morgan Stanley Capital I Trust                                                     | CUSIP: 61690BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $2855742.30   | 0.03%             | 2057-09-24      | Variable      | 3.90%                 | Yes           |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                            | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1705000 | PA      | $1690330.16   | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1250000 | PA      | $999496.10    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      844000 | PA      | $854128.00    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP                                                                     | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4150000 | PA      | $3988113.48   | 0.04%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-2                                      | Porsche Innovative Lease Owner Trust                                               | CUSIP: 73328NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    17017180 | PA      | $17013146.44  | 0.16%             | 2026-12-21      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5315000 | PA      | $5075659.17   | 0.05%             | 2048-03-10      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1345000 | PA      | $1316766.59   | 0.01%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6856297 | PA      | $5555692.63   | 0.05%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                                   | Alpek SAB de C.V.                                                                  | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1752829.00   | 0.02%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV8                                             | JP Morgan Mortgage Trust                                                           | CUSIP: 46654RBQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      618615 | PA      | $503284.27    | 0.00%             | 2052-05-25      | Variable      | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20755CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     5510000 | PA      | $5812490.18   | 0.05%             | 2043-10-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc                             | Primo Water Holdings, Inc                                                          | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5332415.00   | 0.05%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Term Loan B                                                           | CUSIP: BL4754489<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     1262885 | PA      | $1271409.08   | 0.01%             | 2031-09-30      | Variable      | 8.33%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de C.V.                                                       | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1964400.00   | 0.02%             | 2029-11-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $184382.81    | 0.00%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                         | Ferrellgas LP                                                                      | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2983671.64   | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95001RBA6<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2960236.20   | 0.03%             | 2052-01-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                             | Wynn Resorts Finance LLC                                                           | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1107053.20   | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | Entergy Louisiana LLC                                                              | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1800207.95   | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94989VAF6<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2486449.25   | 0.02%             | 2057-09-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                               | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     4870000 | PA      | $4966807.52   | 0.05%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust                                                     | CUSIP: 61767YAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $986612.90    | 0.01%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                       | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     7137000 | PA      | $6078850.97   | 0.06%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    63753202 | PA      | $63847271.47  | 0.59%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                           | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    10450000 | PA      | $10476923.17  | 0.10%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    17280000 | PA      | $18245618.50  | 0.17%             | 2042-12-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                     | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2806300.55   | 0.03%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B1                                              | CUSIP: BL4995835<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      141365 | PA      | $141276.71    | 0.00%             | 2031-04-14      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CORAL-US CO-BORROWER LLC                                                         | Coral-US Co-Borrower, LLC, Term Loan B6                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      940000 | PA      | $937715.80    | 0.01%             | 2029-10-15      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36260DAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    30737148 | PA      | $399727.39    | 0.00%             | 2051-03-27      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | Kennedy-Wilson, Inc                                                                | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1312100.57   | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                                    | Parkland Corp                                                                      | CUSIP: 70137WAL2<br>LEI: 549300Q72GWZCL8MQC95 | Long             | DBT              | CORP              | CA        |     1260000 | PA      | $1206527.28   | 0.01%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                                                    | State Street Navigator Securities Lending Government Money Market Portfolio        | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    66294246 | NS      | $66294245.81  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                    | CCC Intelligent Solutions Inc., Term Loan                                          | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |      641825 | PA      | $643031.37    | 0.01%             | 2032-01-23      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3725000 | PA      | $3705792.97   | 0.03%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                       | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     8670000 | PA      | $8717182.75   | 0.08%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653PBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    32983601 | PA      | $250929.34    | 0.00%             | 2051-10-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| ORLEN SA                                                                         | ORLEN S.A.                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     1075000 | PA      | $1102257.98   | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VITALITY RE XIV LTD                                                              | Vitality Re XIV Ltd                                                                | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3900000 | PA      | $3992430.00   | 0.04%             | 2027-01-05      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | Cardinal Health, Inc                                                               | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3646906.48   | 0.03%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2297772.60   | 0.02%             | 2062-12-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4855427.00   | 0.04%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                                                          | Home Equity Asset Trust                                                            | CUSIP: 22541NZD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       37555 | PA      | $36901.92     | 0.00%             | 2033-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140QPHW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15313805 | PA      | $13842100.98  | 0.13%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                        | CUSIP: 302154DC0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     2200000 | PA      | $2180212.80   | 0.02%             | 2025-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                                                              | Banco Industrial S.A.                                                              | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |     1725000 | PA      | $1715512.50   | 0.02%             | 2031-01-29      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36262AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    76761711 | PA      | $662676.17    | 0.01%             | 2051-08-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| MF1 2025-FL19 LLC                                                                | MF1 LLC                                                                            | CUSIP: 55287KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2250000 | PA      | $2254918.50   | 0.02%             | 2042-05-18      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos, Inc                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1085266.95   | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ONEX TSG INTERMEDIATE CO                                                         | Onex TSG Intermediate Corp., Term Loan B                                           | CUSIP: 68276QAJ5<br>LEI: 5493006IJC5WXT1WJK88 | Long             | LON              | CORP              | US        |     1852812 | PA      | $1860047.73   | 0.02%             | 2028-02-28      | Variable      | 9.34%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   370024100 | PA      | $269192532.75 | 2.49%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2476036.30   | 0.02%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2252743 | PA      | $1835667.36   | 0.02%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Bank Gospodarstwa Krajowego                                                      | Bank Gospodarstwa Krajowego                                                        | CUSIP: 06237MAB9<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |      950000 | PA      | $1000013.47   | 0.01%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TRONOX INC                                                                       | Tronox, Inc                                                                        | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     4070000 | PA      | $3512039.63   | 0.03%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      677587 | PA      | $606367.79    | 0.01%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                 | Light and Wonder International, Inc., Term Loan B2                                 | CUSIP: BL4687168<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |      495386 | PA      | $496438.28    | 0.00%             | 2029-04-16      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      156207 | PA      | $164856.03    | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2369689.76   | 0.02%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                  | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2043245.88   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Inc                                                                  | T-Mobile US, Inc                                                                   | CUSIP: 87264ADU6<br>LEI: 549300QHIJYOHPACPG31 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7696819.21   | 0.07%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | Venture Global LNG, Inc                                                            | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3239889.00   | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1090492 | PA      | $1059779.44   | 0.01%             | 2048-05-10      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644ABL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $863105.00    | 0.01%             | 2048-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital, Inc                                                      | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     3665000 | PA      | $3519549.93   | 0.03%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                    | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $3783135.61   | 0.04%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | Pertamina Persero PT                                                               | CUSIP: 69370PAK7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     6200000 | PA      | $6076014.07   | 0.06%             | 2026-02-09      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                          | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6732100.69   | 0.06%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4759740 | PA      | $4024899.23   | 0.04%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X45K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7456967 | PA      | $6991750.04   | 0.06%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    97421000 | PA      | $94833254.69  | 0.88%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7569541 | PA      | $7056772.61   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ICU MEDICAL INC                                                                  | ICU Medical, Inc., Term Loan B                                                     | CUSIP: 44931YAD9<br>LEI: 5493003NRW7LS2QZRH60 | Long             | LON              | CORP              | US        |     2807527 | PA      | $2817311.25   | 0.03%             | 2029-01-08      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                              | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2040000 | PA      | $1756644.00   | 0.02%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular S.A.                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     2750000 | PA      | $2822861.25   | 0.03%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE Systems plc                                                                    | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      650000 | PA      | $564803.33    | 0.01%             | 2031-02-15      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | Ivory Coast Government International Bond                                          | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2125000 | PA      | $2044781.51   | 0.02%             | 2036-04-01      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8208387 | PA      | $7793417.25   | 0.07%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4779000 | PA      | $4909773.51   | 0.05%             | 2042-04-25      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11716000 | PA      | $10120164.81  | 0.09%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                       | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4844462.73   | 0.04%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5517572 | PA      | $5257948.46   | 0.05%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare 2024-1 Receivables Funding LLC                                  | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 826935AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6774512 | PA      | $6819235.26   | 0.06%             | 2043-01-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31292HMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |        4421 | PA      | $4508.45      | 0.00%             | 2031-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      987076 | PA      | $897847.18    | 0.01%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38383FHY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    17692530 | PA      | $12875859.13  | 0.12%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust                                                               | CUSIP: 05553RAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13865000 | PA      | $14128565.33  | 0.13%             | 2056-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YLB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     4593772 | PA      | $4083897.01   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $6265115.60   | 0.06%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $6996509.79   | 0.06%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                                | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2810000 | PA      | $1915289.87   | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                   | Open Text Corp                                                                     | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     2830000 | PA      | $2665642.37   | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                                | J.P. Morgan Mortgage Trust                                                         | CUSIP: 46655GBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1001193 | PA      | $812195.69    | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Serbia International Bond                                                        | Serbia International Bond                                                          | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1525000 | PA      | $1537361.71   | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | Benchmark Mortgage Trust                                                           | CUSIP: 08162YAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3171065.04   | 0.03%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                                          | Zayo Group Holdings, Inc., Term Loan                                               | CUSIP: 98919XAB7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     2000000 | PA      | $1907590.00   | 0.02%             | 2027-03-09      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| SHR Trust 2024-LXRY                                                              | SHR Trust                                                                          | CUSIP: 784234AE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3800000 | PA      | $3807835.98   | 0.04%             | 2041-10-15      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1150437.38   | 0.01%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                                            | One Bryant Park Trust                                                              | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10030000 | PA      | $9141564.67   | 0.08%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                                 | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14694342.63  | 0.14%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Samsonite IP Holdings Sarl                                                       | Samsonite International S.A., Term Loan B                                          | CUSIP: 89969KAJ6<br>LEI: 222100XV7DJLCY8IA009 | Long             | LON              | CORP              | LU        |      621051 | PA      | $623380.14    | 0.01%             | 2030-06-21      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                                                              | Conair Holdings, LLC, Term Loan B                                                  | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |      962500 | PA      | $712250.00    | 0.01%             | 2028-05-17      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                                                                 | Iraq Government International Bond                                                 | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |      873750 | PA      | $862731.05    | 0.01%             | 2028-01-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5616484.23   | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2025-1                                           | M&T Bank Auto Receivables Trust                                                    | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2250000 | PA      | $2275996.05   | 0.02%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWC84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5787329 | PA      | $5017699.44   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benin Government International Bond                                              | Benin Government International Bond                                                | CUSIP: 08205QAC2<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     1500000 | PA      | $1440438.41   | 0.01%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                            | Ellucian Holdings, Inc., First Lien Term Loan B                                    | CUSIP: 28917XAB6<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     1772536 | PA      | $1778908.14   | 0.02%             | 2029-10-09      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS Mortgage Trust                                                               | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4367000 | PA      | $4506132.18   | 0.04%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8769657 | PA      | $8675812.92   | 0.08%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81747WBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       34643 | PA      | $32897.85     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife, Inc                                                                       | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      525000 | PA      | $523519.07    | 0.00%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OLEODUCTO CENTRAL SA                                                             | Oleoducto Central S.A.                                                             | CUSIP: 680617AC1<br>LEI: 254900W4CPYCQFVH5E92 | Long             | DBT              | CORP              | CO        |     1450000 | PA      | $1412036.10   | 0.01%             | 2027-07-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPMortgage Trust                                                                 | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3398000 | PA      | $2988601.14   | 0.03%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418DGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2356519 | PA      | $2206877.14   | 0.02%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                                            | Cayuga Park CLO Ltd                                                                | CUSIP: 149791AS4<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-O            | CORP              | KY        |     4150000 | PA      | $4162620.15   | 0.04%             | 2034-07-17      | Variable      | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                       | Bangkok Bank PCL                                                                   | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     1800000 | PA      | $1864571.40   | 0.02%             | 2034-07-05      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1821700.00   | 0.02%             | 2048-04-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      400000 | PA      | $415214.76    | 0.00%             | 2030-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy, Inc                                                               | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $8154283.20   | 0.08%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7447145.25   | 0.07%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc                                          | Sedgwick Claims Management Services, Inc., Term Loan B                             | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     4680353 | PA      | $4702468.13   | 0.04%             | 2031-07-31      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13750295 | PA      | $11644939.45  | 0.11%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                                         | Antero Midstream Partners LP                                                       | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2495777.25   | 0.02%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $911498.50    | 0.01%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H3XN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     6306765 | PA      | $4469997.19   | 0.04%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7562814.09   | 0.07%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                     | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      775000 | PA      | $648250.22    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                                    | Service Corp International                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1212237.60   | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group plc                                                           | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     2425000 | PA      | $2493140.27   | 0.02%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     6953356 | PA      | $6948375.95   | 0.06%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15750000 | PA      | $16021658.84  | 0.15%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                         | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     2325000 | PA      | $2164222.53   | 0.02%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4448349.33   | 0.04%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWDZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    12957033 | PA      | $11217760.90  | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC                                                       | Avis Budget Car Rental, LLC, Term Loan B                                           | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |      301988 | PA      | $299912.32    | 0.00%             | 2027-08-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources, Inc                                                             | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1474431.84   | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BJYS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9247916 | PA      | $1066251.45   | 0.01%             | 2051-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                               | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     2060000 | PA      | $1980541.14   | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                                                        | Ball Corp                                                                          | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $3653245.26   | 0.03%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12425000 | PA      | $12533026.06  | 0.12%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    66777133 | PA      | $62224201.29  | 0.58%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8027742 | PA      | $7486187.72   | 0.07%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32158000 | PA      | $32205734.69  | 0.30%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     5370000 | PA      | $5001570.42   | 0.05%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383UW55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     8679777 | PA      | $7705996.62   | 0.07%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1361434.95   | 0.01%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon Finance  LLC                                                               | CUSIP: 68622TAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2404430.00   | 0.02%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                    | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     2335000 | PA      | $2240247.57   | 0.02%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                                                        | Construction Partners Inc, Term Loan B                                             | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |      995000 | PA      | $999353.13    | 0.01%             | 2031-11-03      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | Clarios Global LP                                                                  | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      350000 | PA      | $363925.45    | 0.00%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                      | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     5440000 | PA      | $3619268.18   | 0.03%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NEMAK SAB DE CV                                                                  | Nemak SAB de C.V.                                                                  | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1656960.80   | 0.02%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                          | Sasol Financing USA LLC                                                            | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1722289.98   | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                   | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      725000 | PA      | $598514.43    | 0.01%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Jackson Park Trust 2019-LIC                                                      | Jackson Park Trust                                                                 | CUSIP: 46868RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4526864.00   | 0.04%             | 2039-10-14      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Education, Inc                                                         | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1194396.74   | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132E0SB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11215028 | PA      | $9359443.48   | 0.09%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                              | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      710000 | PA      | $733307.23    | 0.01%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PKHL Commercial Mortgage Trust                                                   | PKHL Commercial Mortgage Trust                                                     | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2365987.25   | 0.02%             | 2038-07-15      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29425000 | PA      | $30273074.99  | 0.28%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-7                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592NBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    37732353 | PA      | $225480.99    | 0.00%             | 2051-11-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383V7U6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5297049 | PA      | $4847635.38   | 0.04%             | 2053-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HANA BANK                                                                        | Hana Bank                                                                          | CUSIP: 482466AG4<br>LEI: 6RPK2YDJN6L35AS0M510 | Long             | DBT              | CORP              | KR        |      635000 | PA      | $617634.92    | 0.01%             | N/A             | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-15                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 46654TAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2510043 | PA      | $2139815.51   | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2191646.38   | 0.02%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO Mortgage Trust                                                                 | CUSIP: 05593MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6400000 | PA      | $6704643.20   | 0.06%             | 2057-07-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc                                                                     | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1477987.70   | 0.01%             | 2033-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AASET 2021-2 Trust                                                               | Apollo aviation securitization                                                     | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5595974 | PA      | $5208777.39   | 0.05%             | 2047-01-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP/UK                                                         | Australia & New Zealand Banking Group Ltd                                          | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $5061840.00   | 0.05%             | N/A             | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                                                             | OneMain Finance Corp                                                               | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4613668.00   | 0.04%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                           | WESCO Distribution, Inc                                                            | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      425000 | PA      | $430276.75    | 0.00%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global, Inc                                                                  | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    10105000 | PA      | $9924332.20   | 0.09%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK, Inc                                                                         | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      500000 | PA      | $511144.84    | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust                                 | CUSIP: 61764XBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132492 | PA      | $132211.67    | 0.00%             | 2048-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | Kazakhstan Government International Bond                                           | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1750000 | PA      | $1760542.81   | 0.02%             | 2037-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP                                                                | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1431130.86   | 0.01%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655NCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1915126 | PA      | $1731531.37   | 0.02%             | 2052-12-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J5LR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      470655 | PA      | $464409.16    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPAP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3733854 | PA      | $3328148.96   | 0.03%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust                                                               | CUSIP: 07336DAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4320940 | PA      | $4473660.12   | 0.04%             | 2056-07-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31410LS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      451913 | PA      | $424680.14    | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GM Financial Consumer Automobile Receivables Trust                                 | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4604348 | PA      | $4604608.11   | 0.04%             | 2027-10-18      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| EMBOTELLADORA ANDINA SA                                                          | Embotelladora Andina S.A.                                                          | CUSIP: 29081PAF2<br>LEI: 254900NNPKP1J9XTSA53 | Long             | DBT              | CORP              | CL        |     1875000 | PA      | $1411687.50   | 0.01%             | 2050-01-21      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162YAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1680000 | PA      | $594369.72    | 0.01%             | 2062-12-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                             | Springleaf Finance Corp                                                            | CUSIP: 85172FAR0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      550000 | PA      | $541005.11    | 0.01%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383T6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5505281 | PA      | $4539634.49   | 0.04%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3692993.46   | 0.03%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      800000 | PA      | $787600.88    | 0.01%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC                                                  | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $809820.91    | 0.01%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Private Education Refi Loan Trust                                          | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      842466 | PA      | $791630.82    | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | Yes           |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                         | HAT Holdings I LLC                                                                 | CUSIP: 418751AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $833463.20    | 0.01%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     6679551 | PA      | $5841847.02   | 0.05%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1547766.00   | 0.01%             | 2031-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     2050000 | PA      | $2087925.00   | 0.02%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7380000 | PA      | $7260189.98   | 0.07%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       87287 | PA      | $40806.67     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                    | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $6420874.80   | 0.06%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421MAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2151423.00   | 0.02%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4675000 | PA      | $4802101.56   | 0.04%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | Toyota Auto Receivables Owner Trust                                                | CUSIP: 89239TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1314992 | PA      | $1315039.12   | 0.01%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Perrigo Investments LLC                                                          | Perrigo Investments, LLC, Term Loan B                                              | CUSIP: BL4842904<br>LEI: 549300POZGC78VHAAJ73 | Long             | LON              | CORP              | US        |      206774 | PA      | $207204.10    | 0.00%             | 2029-04-20      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    35644846 | PA      | $35651538.45  | 0.33%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2442009.49   | 0.02%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-1                                                 | Kubota Credit Owner Trust                                                          | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8400000 | PA      | $8511081.60   | 0.08%             | 2029-06-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                         | CHS                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5542171.88   | 0.05%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Akbank TAS                                                                       | Akbank TAS                                                                         | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1527203.61   | 0.01%             | 2030-01-20      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8775000 | PA      | $9110917.97   | 0.08%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                           | Republic of Uzbekistan International Bond                                          | CUSIP: 91822Q2A4<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1960000 | PA      | $1923272.83   | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                   | Sitios Latinoamerica SAB de C.V.                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     1650000 | PA      | $1680096.00   | 0.02%             | 2029-11-25      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                         | Oceanview Mortgage Trust                                                           | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2042606 | PA      | $1924296.35   | 0.02%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20755AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3585000 | PA      | $3742945.06   | 0.03%             | 2043-01-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia Government International Bond                                               | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1810000 | PA      | $1905655.02   | 0.02%             | 2033-09-26      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | Genesis Energy LP                                                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $512388.10    | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                                                                   | Alpek SAB de C.V.                                                                  | CUSIP: 020564AD2<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |      875000 | PA      | $831572.18    | 0.01%             | 2029-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust                                                  | CUSIP: 36251SAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $421029.00    | 0.00%             | 2031-07-15      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Iliad Holding SASU                                                               | Iliad Holding SASU                                                                 | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |      865000 | PA      | $925225.63    | 0.01%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36251PAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3779000 | PA      | $3550721.19   | 0.03%             | 2049-10-10      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                           | Republic of Uzbekistan International Bond                                          | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1700000 | PA      | $1515538.27   | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                   | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    10206000 | PA      | $9654122.29   | 0.09%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4EA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2143284 | PA      | $2039169.08   | 0.02%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                           | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $4211727.15   | 0.04%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                                                              | Coca-Cola Icecek AS.                                                               | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |     3000000 | PA      | $2916339.84   | 0.03%             | 2029-01-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | Enbridge, Inc                                                                      | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    10350000 | PA      | $11523358.80  | 0.11%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global, Inc                                                                  | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5850992.57   | 0.05%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18276476 | PA      | $16180440.15  | 0.15%             | 2052-07-25      | Variable      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3000000 | PA      | $2757000.00   | 0.03%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA1                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KX87<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-CBDO         | USGSE             | US        |     3675000 | PA      | $3884897.26   | 0.04%             | 2043-05-25      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18500000 | PA      | $16264593.20  | 0.15%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1312858.29   | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE Energy Co                                                                      | CUSIP: 23338VAZ9<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2713083.65   | 0.03%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government Bond                                                          | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      525000 | PA      | $442312.50    | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Windstream Escrow LLC / Windstream Escrow Finance Corp                           | Windstream Escrow LLC                                                              | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $795937.35    | 0.01%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| SPIN HOLDCO INC                                                                  | Spin Holdco Inc., Term Loan                                                        | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |      448667 | PA      | $395387.48    | 0.00%             | 2028-03-04      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5555000 | PA      | $4970216.26   | 0.05%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ENTEL CHILE SA                                                                   | Empresa Nacional de Telecomunicaciones S.A.                                        | CUSIP: 29245VAE5<br>LEI: 529900N4SUIP0URJT330 | Long             | DBT              | CORP              | CL        |     3850000 | PA      | $3287955.06   | 0.03%             | 2032-09-14      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      429744 | PA      | $201375.37    | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                           | Flexential Issuer, LLC                                                             | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10040000 | PA      | $9715907.80   | 0.09%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5750000 | PA      | $5717656.25   | 0.05%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | Panther Escrow Issuer LLC                                                          | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3375940.75   | 0.03%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                       | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5005282.20   | 0.05%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing, Inc                                                             | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1221027.62   | 0.01%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                            | Jamaica Government International Bond                                              | CUSIP: 470160CA8<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |      710000 | PA      | $732720.00    | 0.01%             | 2028-04-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                                   | SMB Private Education Loan Trust                                                   | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |      264818 | PA      | $261809.17    | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384GAR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3583819 | PA      | $668104.51    | 0.01%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8491313 | PA      | $6886170.39   | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings, Inc                                                                 | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      665000 | PA      | $696787.84    | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163GAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5250000 | PA      | $4315046.93   | 0.04%             | 2054-08-15      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140LNJM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3822004 | PA      | $3366739.70   | 0.03%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                                                   | Bank of America Merrill Lynch Commercial Mortgage Trust                            | CUSIP: 06427DAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1747864 | PA      | $1732364.54   | 0.02%             | 2050-02-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | Ivory Coast Government International Bond (Step Bond)                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2050000 | PA      | $1974578.72   | 0.02%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $869738.55    | 0.01%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply, LLC, Term Loan B                                              | CUSIP: 87422LAV2<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     2354181 | PA      | $2362455.54   | 0.02%             | 2030-05-17      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    62621280 | PA      | $58348365.35  | 0.54%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust 2025-AIP4                                          | KRE Commercial Mortgage Trust                                                      | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $3995681.20   | 0.04%             | 2042-03-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                    | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      825000 | PA      | $760525.22    | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      226901 | PA      | $233071.09    | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46645LAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2645000 | PA      | $2321743.71   | 0.02%             | 2049-03-17      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DMXE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4972594 | PA      | $4405852.96   | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                            | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2817698.66   | 0.03%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12309734 | PA      | $9981860.21   | 0.09%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SUPERIOR PLUS/GEN PRTNR                                                          | Superior Plus LP                                                                   | CUSIP: 86828LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      550000 | PA      | $528975.54    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    28646696 | PA      | $28688251.59  | 0.27%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                                                     | RealPage, Inc, First Lien Term Loan                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      457188 | PA      | $454560.96    | 0.00%             | 2028-04-24      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                      | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2096102.35   | 0.02%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Delayed Draw Term Loan                                           | CUSIP: 80536AAC6<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |      137931 | PA      | $138933.11    | 0.00%             | 2032-02-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1151241.87   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | Calpine Corporation, Term Loan B5                                                  | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |      653019 | PA      | $653636.21    | 0.01%             | 2032-02-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | Transocean, Inc                                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      888000 | PA      | $913169.47    | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36254KAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3182090.45   | 0.03%             | 2050-11-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO Corp                                                                         | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2898865.87   | 0.03%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17059981 | PA      | $13833795.32  | 0.13%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3700000 | PA      | $3748707.02   | 0.03%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     6775000 | PA      | $6920571.31   | 0.06%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                    | DBSG Mortgage Trust                                                                | CUSIP: 239918AC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4860000 | PA      | $4951333.01   | 0.05%             | 2037-06-10      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                              | Inversiones CMPC S.A.                                                              | CUSIP: 46128MAJ0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     1500000 | PA      | $1486377.75   | 0.01%             | 2027-04-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                         | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2940000 | PA      | $2688116.32   | 0.02%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10358000 | PA      | $6303642.53   | 0.06%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| LS Group OpCo Acquistion LLC                                                     | Les Schwab Tire Centers, Term Loan B                                               | CUSIP: BL4979243<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |     3498591 | PA      | $3499693.46   | 0.03%             | 2031-04-23      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    45500000 | PA      | $46411535.63  | 0.43%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1801309.35   | 0.02%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3450000 | PA      | $3051649.20   | 0.03%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | Corebridge Financial, Inc                                                          | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3610245.61   | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Discount Notes                                                       | Freddie Mac Discount Notes                                                         | CUSIP: 313397JS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |     1946000 | PA      | $1939688.48   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                               | JP Morgan Mortgage Trust                                                           | CUSIP: 46654DAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1814738 | PA      | $1462103.24   | 0.01%             | 2052-01-25      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10186640.00  | 0.09%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    11275000 | PA      | $11031710.31  | 0.10%             | N/A             | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1466250 | PA      | $1428165.34   | 0.01%             | 2044-12-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | Public Service Electric and Gas Co                                                 | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4894713.20   | 0.05%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTERCORP FIN SER INC                                                            | Intercorp Financial Services, Inc                                                  | CUSIP: 45866EAA5<br>LEI: 5299004181WFTEWB1398 | Long             | DBT              | CORP              | PA        |     3000000 | PA      | $2915798.94   | 0.03%             | 2027-10-19      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC                                                                     | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1035000 | PA      | $1061469.09   | 0.01%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                           | Goodyear Tire & Rubber Co                                                          | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4801894.00   | 0.04%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan J                                                       | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |      395421 | PA      | $396569.91    | 0.00%             | 2031-02-28      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31287QER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       40230 | PA      | $42457.46     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                        | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1764554.29   | 0.02%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                              | CUSIP: 65412AFD9<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     1250000 | PA      | $1316668.91   | 0.01%             | 2034-12-09      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14738771 | PA      | $14758277.91  | 0.14%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EES5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    32639604 | PA      | $30412620.97  | 0.28%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                        | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1667000 | PA      | $1697461.09   | 0.02%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oryx Midstream Services Permian Basin LLC                                        | Oryx Midstream Services Permian Basin LLC, Term Loan B                             | CUSIP: BL4978609<br>LEI: 254900YYHRDANYFAHC43 | Long             | LON              | CORP              | US        |      731191 | PA      | $731834.24    | 0.01%             | 2028-10-05      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1997524 | PA      | $1727407.90   | 0.02%             | 2052-05-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                           | Banco Nacional de Comercio Exterior SNC                                            | CUSIP: 05974TAA5<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     1700000 | PA      | $1722287.00   | 0.02%             | 2030-05-07      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                                         | Oceanview Mortgage Trust                                                           | CUSIP: 67647LAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1890311 | PA      | $1532837.56   | 0.01%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                              | CUSIP: 445545AV8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2000000 | PA      | $2017975.64   | 0.02%             | 2030-09-26      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1373196.15   | 0.01%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                    | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1410439.80   | 0.01%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     8010000 | PA      | $7314289.93   | 0.07%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ascensus Holdings Inc                                                            | AqGen Island Holdings, Inc., Term Loan B                                           | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1521908 | PA      | $1526664.44   | 0.01%             | 2028-08-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                            | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $465917.18    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | Romanian Government International Bond                                             | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1180000 | PA      | $1187895.45   | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593YBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5075000 | PA      | $4940224.75   | 0.05%             | 2049-02-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      985000 | PA      | $992748.01    | 0.01%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      640000 | PA      | $648275.00    | 0.01%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | Philippine Government International Bond                                           | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |      975000 | PA      | $955309.71    | 0.01%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                                                              | CNT Holdings I Corp, Term Loan                                                     | CUSIP: BL4989556<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     1553695 | PA      | $1559280.25   | 0.01%             | 2032-11-08      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Corporati                                                   | Asset Backed Funding Corp NIM Trust                                                | CUSIP: 045442AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |       55677 | PA      | $0.56         | 0.00%             | 2035-07-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Acrisure LLC / Acrisure Finance Inc                                              | Acrisure LLC                                                                       | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      700000 | PA      | $709921.10    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753YCK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | CORP              | US        |    13155000 | PA      | $13561198.77  | 0.13%             | 2042-03-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                 | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      950000 | PA      | $941179.03    | 0.01%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada, Term Loan B                                                            | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     1613700 | PA      | $1618492.69   | 0.01%             | 2031-03-21      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                                                   | Banc of America Commercial Mortgage Trust                                          | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2486000 | PA      | $2476844.06   | 0.02%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Vitality Re XV Ltd                                                               | Vitality Re XV Ltd                                                                 | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1900000 | PA      | $1932110.00   | 0.02%             | 2028-01-07      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Sunoco Logistics Partners Operations LP                                            | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1960093.71   | 0.02%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36254KAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2937025.80   | 0.03%             | 2050-11-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                 | CUSIP: 75884RAU7<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1096105.16   | 0.01%             | 2025-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2383703.75   | 0.02%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | MetLife, Inc                                                                       | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     9875000 | PA      | $10142879.13  | 0.09%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                    | CUSIP: BJ1411179<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1110000 | PA      | $720612.40    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EUP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20371550 | PA      | $18964590.23  | 0.18%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | Hewlett Packard Enterprise Co                                                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10185193.10  | 0.09%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B13                                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      313368 | PA      | $304828.86    | 0.00%             | 2030-09-19      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl, Term Loan B                                                     | CUSIP: BL4569192<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |     1012282 | PA      | $966101.50    | 0.01%             | 2029-11-30      | Variable      | 7.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group plc                                                           | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5900000 | PA      | $5773032.59   | 0.05%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    32568644 | PA      | $31174090.30  | 0.29%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     5000000 | PA      | $4406341.00   | 0.04%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2045926 | PA      | $1649514.94   | 0.02%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $2856919.55   | 0.03%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC                                               | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1259048.44   | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4621000 | PA      | $3981518.76   | 0.04%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                             | CUSIP: 77586RAH3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2000000 | PA      | $1709821.74   | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8610939 | PA      | $7851231.67   | 0.07%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie, Inc                                                                        | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $6025983.70   | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KP45<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |      715000 | PA      | $745508.34    | 0.01%             | 2043-03-25      | Variable      | 8.44%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge, Inc                                                                      | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3960000 | PA      | $3290432.71   | 0.03%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW LLC                                                                            | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      638876 | PA      | $607923.59    | 0.01%             | 2041-01-22      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| KINGDOM OF JORDAN                                                                | Jordan Government International Bond                                               | CUSIP: 41809JAB1<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     1000000 | PA      | $1025786.45   | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                                              | CUSIP: 00774CAB3<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1003029.00   | 0.01%             | 2027-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource, Inc                                                                      | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2622193.42   | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR II                                                           | Five Corners Funding Trust II                                                      | CUSIP: 33834DAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8225000 | PA      | $7635158.52   | 0.07%             | 2030-05-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5010000 | PA      | $4589825.38   | 0.04%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179WW87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     5842142 | PA      | $4872012.51   | 0.05%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2103057.75   | 0.02%             | 2051-05-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                                   | SMB Private Education Loan Trust                                                   | CUSIP: 78448WAB1<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-O            | CORP              | US        |       86855 | PA      | $86635.41     | 0.00%             | 2034-09-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                                                         | Virgin Media Bristol LLC, Term Loan N                                              | CUSIP: BL3183086<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |      187000 | PA      | $184857.92    | 0.00%             | 2028-01-31      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3071571.60   | 0.03%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos, Inc                                                                  | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7050000 | PA      | $6316234.31   | 0.06%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                              | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9667800 | PA      | $8791095.86   | 0.08%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Savor Acquisition Inc                                                            | Sauer Brands Inc, Term Loan B                                                      | CUSIP: BL4989473<br>LEI: 25490051R6ZOBEBPQ519 | Long             | LON              | CORP              | US        |     1462069 | PA      | $1472690.89   | 0.01%             | 2032-02-19      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                             | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2200000 | PA      | $2105334.00   | 0.02%             | 2044-08-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11850000 | PA      | $12164202.51  | 0.11%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1650000 | PA      | $1705219.56   | 0.02%             | 2043-07-25      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| GFL Environmental Services Inc/ON                                                | GFL Environmental Inc., Term Loan B                                                | CUSIP: BL4990463<br>LEI: 254900ZM5MY0A8BPJI72 | Long             | LON              | CORP              | CA        |     2000000 | PA      | $2003750.00   | 0.02%             | 2032-03-03      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C60                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95003DCG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1464055.30   | 0.01%             | 2054-08-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938GAX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2363823 | PA      | $2067339.49   | 0.02%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America, N.A.                                                            | EUR250711                                                                          | CUSIP: EUR250711<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-132590.48   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                                   | SoFi Professional Loan Program LLC                                                 | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189955 | PA      | $188851.22    | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo S.p.A                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     4742621 | PA      | $3488586.89   | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5490000 | PA      | $5356574.66   | 0.05%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36257LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      104356 | PA      | $98604.40     | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                            | Costa Rica Government International Bond                                           | CUSIP: 221597BT3<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1835000 | PA      | $1642325.00   | 0.02%             | 2043-04-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC INC                                                                      | Hologic, Inc                                                                       | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3335330.60   | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                                | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5512552.47   | 0.05%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                               | Saavi Energia Sarl                                                                 | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     1500000 | PA      | $1565250.00   | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      208700 | NS      | $5369851.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       55482 | PA      | $55304.62     | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                            | DirecTV Financing, LLC, Term Loan                                                  | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      109704 | PA      | $110261.33    | 0.00%             | 2027-08-02      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA/Cayman Island                                           | Itau Unibanco Holding S.A.                                                         | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | BR        |     2400000 | PA      | $2461860.00   | 0.02%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1064240 | PA      | $989971.15    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARSENAL AIC PARENT LLC                                                           | Arsenal AIC Parent LLC                                                             | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1542089.55   | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $792287.27    | 0.01%             | 2054-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe, Inc                                                                         | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    11405000 | PA      | $10516988.79  | 0.10%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                         | Univision Communications, Inc                                                      | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1159232.22   | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1908439.60   | 0.02%             | 2052-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Nexa Resources SA                                                                | Nexa Resources S.A.                                                                | CUSIP: 65290DAB9<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $757292.23    | 0.01%             | 2034-04-09      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6298253 | PA      | $6230450.17   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1717000 | PA      | $1598381.91   | 0.01%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CitiBank NA                                                                        | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3411454.55   | 0.03%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                          | Aeropuerto Internacional de Tocumen S.A.                                           | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     1450000 | PA      | $1088950.00   | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | Brown & Brown, Inc                                                                 | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1325658.14   | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-LTV2                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36266VBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2139323 | PA      | $1758074.63   | 0.02%             | 2052-06-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    16405000 | PA      | $15793370.74  | 0.15%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1606000 | PA      | $1533821.86   | 0.01%             | 2049-03-17      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings plc                                                     | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     2300000 | PA      | $2195633.08   | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H9U98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3705312 | PA      | $3645214.31   | 0.03%             | 2053-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2045580.00   | 0.02%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| UEP PENONOME II SA                                                               | UEP Penonome II S.A.                                                               | CUSIP: 90363PAA4<br>LEI: 549300DS6G5XB230S845 | Long             | DBT              | CORP              | PA        |     1378884 | PA      | $1220090.86   | 0.01%             | 2038-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oportun Funding LLC                                                              | Oportun Issuance Trust                                                             | CUSIP: 68377GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1280553 | PA      | $1250393.17   | 0.01%             | 2031-05-08      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384J4B7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6189047 | PA      | $1087260.29   | 0.01%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36250PAH8<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |     3741400 | PA      | $3736293.74   | 0.03%             | 2048-07-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5129878 | PA      | $4401757.63   | 0.04%             | 2052-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC                                               | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1338000 | PA      | $1344938.87   | 0.01%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    17975000 | PA      | $17124331.69  | 0.16%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners, L.P., Term Loan B5                                               | CUSIP: 11823LAP0<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      340069 | PA      | $340919.37    | 0.00%             | 2026-11-01      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                  | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2079901.94   | 0.02%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                          | ONNI Commerical Mortgage Trust                                                     | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3069521.40   | 0.03%             | 2039-07-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      181421 | PA      | $161719.97    | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| CPT MORTGAGE TRUST                                                               | Century Plaza Towers                                                               | CUSIP: 12654YAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $816268.20    | 0.01%             | 2039-11-13      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding Inc                                                              | Avantor Funding, Inc., Term Loan                                                   | CUSIP: 05350NAP9<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |      136642 | PA      | $137353.51    | 0.00%             | 2027-11-08      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    12000000 | PA      | $12150000.00  | 0.11%             | N/A             | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: —       |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     4215000 | PA      | $4188846.43   | 0.04%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                               | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1500000 | PA      | $970409.96    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart, Inc                                                                       | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $4510684.51   | 0.04%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1627633.60   | 0.02%             | 2032-05-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Viking Baked Goods Acquisition Corp                                              | Viking Baked Goods Acquisition Corp                                                | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1278598.15   | 0.01%             | 2031-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | Hilton Domestic Operating Co, Inc                                                  | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $3053911.25   | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5088111.10   | 0.05%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21439014 | PA      | $17995300.12  | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38375AX25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    13400708 | PA      | $2582229.42   | 0.02%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1756000 | PA      | $1734654.80   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86704000 | PA      | $70778913.32  | 0.65%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                              | Jane Street Group                                                                  | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      715000 | PA      | $735167.29    | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     6244000 | PA      | $5801161.78   | 0.05%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000TBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1911002.40   | 0.02%             | 2050-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772MAH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2175481 | PA      | $1936448.56   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AVAYA INC                                                                        | Avaya, Inc., Exit Term Loan                                                        | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |      144152 | PA      | $113879.75    | 0.00%             | 2028-08-01      | Variable      | 11.83%                | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust                                                     | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1103425 | PA      | $1067913.64   | 0.01%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8463779 | PA      | $7391641.81   | 0.07%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                        | Madison Safety & Flow LLC, Term Loan B                                             | CUSIP: 55822DAM3<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |     1071900 | PA      | $1075249.69   | 0.01%             | 2031-09-26      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                                   | Structured Asset Investment Loan Trust                                             | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235308 | PA      | $225534.14    | 0.00%             | 2034-09-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                           | Acrisure LLC                                                                       | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2447292.63   | 0.02%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                                          | Sensata Technologies BV                                                            | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |      975000 | PA      | $927303.80    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | Banco Bilbao Vizcaya Argentaria S.A.                                               | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     3800000 | PA      | $4193657.20   | 0.04%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                                       | RCKT Mortgage Trust                                                                | CUSIP: 74938XBU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      337658 | PA      | $280132.90    | 0.00%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $914528.40    | 0.01%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36257LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      272393 | PA      | $257378.70    | 0.00%             | 2049-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38383PU82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    10241337 | PA      | $8683666.35   | 0.08%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2606397 | PA      | $2409136.05   | 0.02%             | 2060-07-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNPR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     9002880 | PA      | $7888819.43   | 0.07%             | 2052-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2926898.01   | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                                                          | MPT Operating Partnership LP                                                       | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3375000 | PA      | $2385983.93   | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10259854 | PA      | $8332432.72   | 0.08%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      675000 | PA      | $476513.29    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                        | Cablevision Lightpath LLC, Repriced Term Loan                                      | CUSIP: BL4985638<br>LEI: 5493002ZVBLRLGES1R71 | Long             | LON              | CORP              | US        |      191021 | PA      | $191815.90    | 0.00%             | 2027-11-30      | Variable      | 7.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95002JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       72682 | PA      | $69214.08     | 0.00%             | 2049-04-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                                                          | KazMunayGas National Co JSC                                                        | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     3500000 | PA      | $3033371.92   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: —       |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp                                                       | CUSIP: RPER0CP58<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |    58623000 | PA      | $58623000.00  | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                                                             | Rumo Luxembourg Sarl                                                               | CUSIP: 781467AC9<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $2962899.00   | 0.03%             | 2028-01-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $2359755.60   | 0.02%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                             | Thaioil Treasury Center Co Ltd                                                     | CUSIP: 88322YAK7<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     2200000 | PA      | $1919566.66   | 0.02%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1200000 | PA      | $1183127.56   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                    | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     6465000 | PA      | $6480470.75   | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OPEN Trust 2023-AIR                                                              | OPEN Trust                                                                         | CUSIP: 68373BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3200000 | PA      | $3213511.69   | 0.03%             | 2040-11-15      | Variable      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                          | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      135000 | PA      | $167901.67    | 0.00%             | 2038-12-15      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18200000 | PA      | $18199289.11  | 0.17%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $897823.90    | 0.01%             | 2062-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC Financial Services Group, Inc                                                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5256415.73   | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | Iliad Holding SASU                                                                 | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      892000 | PA      | $908299.68    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                         | Neuberger Berman CLO Ltd                                                           | CUSIP: 64135TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     1100000 | PA      | $1103331.90   | 0.01%             | 2037-07-24      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies, Inc                                                            | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2916023.12   | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Turkiye Garanti Bankasi AS                                                       | Turkiye Garanti Bankasi AS.                                                        | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |      675000 | PA      | $685787.85    | 0.01%             | 2034-02-28      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX, Inc                                                                           | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      800000 | PA      | $807121.60    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD PLC                                                                     | DP World Ltd                                                                       | CUSIP: 23330JAB7<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     1500000 | PA      | $1397362.50   | 0.01%             | 2048-09-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8360776 | PA      | $6962256.73   | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94989YBB8<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3321671.73   | 0.03%             | 2059-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2875576.77   | 0.03%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132H7FR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     2843048 | PA      | $2780399.44   | 0.03%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592TCC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      876170 | PA      | $703480.95    | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                    | Telecomunicaciones Digitales S.A.                                                  | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     1575000 | PA      | $1469214.02   | 0.01%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies, Inc                                                         | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     6958000 | PA      | $7147114.68   | 0.07%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                                                   | SoFi Professional Loan Program LLC                                                 | CUSIP: 78471HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      375289 | PA      | $371094.48    | 0.00%             | 2048-06-15      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                                                              | Inversiones CMPC S.A.                                                              | CUSIP: 46128MAQ4<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     4900000 | PA      | $4322698.17   | 0.04%             | 2031-04-06      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | Sealed Air Corp                                                                    | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $631486.80    | 0.01%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2450000 | PA      | $2464355.48   | 0.02%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2303338.25   | 0.02%             | 2036-07-15      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                                | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1650000 | PA      | $1652402.40   | 0.02%             | 2034-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    49020996 | PA      | $42491339.76  | 0.39%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | Celulosa Arauco y Constitucion S.A.                                                | CUSIP: 151191BR3<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     1350000 | PA      | $1375110.00   | 0.01%             | 2032-05-05      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                         | Brazil Notas do Tesouro Nacional Serie F                                           | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     5500000 | PA      | $888130.90    | 0.01%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Muthoot Finance Ltd                                                              | Muthoot Finance Ltd                                                                | CUSIP: 62828L2D4<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     2350000 | PA      | $2345216.62   | 0.02%             | 2029-04-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    28146281 | PA      | $27168297.04  | 0.25%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                                                       | Camelot U.S. Acquisition LLC, Term Loan B                                          | CUSIP: L2000AAF7<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      997927 | PA      | $988885.93    | 0.01%             | 2031-01-31      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon Finance  LLC                                                               | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2733745.42   | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP                                                               | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3194196.02   | 0.03%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust                                         | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5554000 | PA      | $4637471.70   | 0.04%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   189899626 | PA      | $189935307.87 | 1.76%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Otomotiv Sanayi AS                                                          | Ford Otomotiv Sanayi AS.                                                           | CUSIP: 345409AC0<br>LEI: 7890006XJG6ZE2H34671 | Long             | DBT              | CORP              | TR        |     4000000 | PA      | $4003000.00   | 0.04%             | 2029-04-25      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Delta Topco Inc                                                                  | Delta TopCo, Inc., Term Loan B                                                     | CUSIP: BL4985182<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1985013 | PA      | $1973132.23   | 0.02%             | 2029-11-30      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                           | Power Finance Corp Ltd                                                             | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     2975000 | PA      | $2851038.47   | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: —       |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1750000 | PA      | $1803795.00   | 0.02%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418ELW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    26093658 | PA      | $25008531.35  | 0.23%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC                                               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4247960.65   | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2497000 | PA      | $1716562.65   | 0.02%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| India Government Bond                                                            | India Government International Bond                                                | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |    72000000 | PA      | $876116.22    | 0.01%             | 2033-08-14      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                                | CUSIP: 80413TAH2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2800000 | PA      | $2795918.55   | 0.03%             | 2030-04-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384J4C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    10019748 | PA      | $1928317.55   | 0.02%             | 2040-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                            | Genesee & Wyoming, Inc                                                             | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1132614.03   | 0.01%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                              | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $7648369.85   | 0.07%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ARTERRA WINES CANADA INC                                                         | Arterra Wines Canada, Inc., Term Loan                                              | CUSIP: BL3482405<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |      588888 | PA      | $585116.53    | 0.01%             | 2027-11-24      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3695813.36   | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                     | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      860000 | PA      | $814851.51    | 0.01%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9007672 | PA      | $7558204.31   | 0.07%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDA43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       98689 | PA      | $96514.50     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ULTRATECH CEMENT LTD                                                             | UltraTech Cement Ltd                                                               | CUSIP: 90403YAA7<br>LEI: 335800PC9O9B4BQHG814 | Long             | DBT              | CORP              | IN        |     3675000 | PA      | $3288942.68   | 0.03%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Brightline East LLC                                                              | Brightline East LLC                                                                | CUSIP: 093536AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3700000.00   | 0.03%             | 2030-01-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                              | GSAT Trust                                                                         | CUSIP: 36271XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4000000 | PA      | $4008258.40   | 0.04%             | 2030-07-15      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    59010000 | PA      | $59533252.88  | 0.55%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                         | Hilcorp Energy I LP                                                                | CUSIP: 431318BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2075174.00   | 0.02%             | 2033-11-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                                                          | British Airways Pass Through Trust                                                 | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | ABS-O            | CORP              | US        |     1163014 | PA      | $1124975.34   | 0.01%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                                            | Grupo Bimbo SAB de C.V.                                                            | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1663081.00   | 0.02%             | 2047-11-10      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                              | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     7275000 | PA      | $7134783.25   | 0.07%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194542 | PA      | $176709.46    | 0.00%             | 2047-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653PBM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4161550 | PA      | $3375864.36   | 0.03%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OBX 2022-J2 Trust                                                                | OBX Trust                                                                          | CUSIP: 67115QBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      368160 | PA      | $312661.23    | 0.00%             | 2052-08-25      | Variable      | 3.44%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    36053352 | PA      | $35509434.75  | 0.33%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX TRUST                                                                           | CUSIP: 05606DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1155000 | PA      | $1156443.75   | 0.01%             | 2039-08-15      | Variable      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Vakiflar Bankasi TAO                                                     | Turkiye Vakiflar Bankasi TAO                                                       | CUSIP: 90015WAP8<br>LEI: 789000KAIHOLSQKQ9858 | Long             | DBT              | CORP              | TR        |      500000 | PA      | $515479.15    | 0.00%             | 2034-10-05      | Fixed         | 8.99%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1128411.63   | 0.01%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4388558.48   | 0.04%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    38645697 | PA      | $37957006.32  | 0.35%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2690000 | PA      | $2702294.13   | 0.03%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                             | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3983509.44   | 0.04%             | N/A             | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11286000 | PA      | $11365795.52  | 0.11%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond (Step Bond)                              | CUSIP: 221625AK2<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      782154 | PA      | $743055.91    | 0.01%             | 2032-12-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      111151 | PA      | $104056.57    | 0.00%             | 2049-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      227620 | PA      | $217681.02    | 0.00%             | 2045-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3713459.10   | 0.03%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3261801 | PA      | $3174547.55   | 0.03%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                        | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     6375000 | PA      | $5740056.69   | 0.05%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      716286 | PA      | $680043.94    | 0.01%             | 2047-09-25      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA2                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-CBDO         | CORP              | US        |     4515000 | PA      | $4737043.19   | 0.04%             | 2043-04-25      | Variable      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust                                                                        | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2376193.75   | 0.02%             | 2035-08-10      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                           | CUSIP: 05377REJ9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     6800000 | PA      | $6595681.76   | 0.06%             | 2027-08-20      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F3B45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7258413 | PA      | $6907487.83   | 0.06%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                                 | CUSIP: 68205LAB9<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     2090000 | PA      | $2188071.16   | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                                                         | Prime Security Services Borrower LLC                                               | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2655000 | PA      | $2659157.73   | 0.02%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    24198299 | PA      | $184105.50    | 0.00%             | 2051-07-25      | Variable      | 0.14%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                                                | Flagstar Mortgage Trust                                                            | CUSIP: 33851PBX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2289930 | PA      | $1870749.57   | 0.02%             | 2051-07-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1256323.75   | 0.01%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36258YBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1361000 | PA      | $1232465.53   | 0.01%             | 2053-02-13      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                 | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2992308.77   | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                      | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5340213.90   | 0.05%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                            | CUSIP: 00652MAD4<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     1000000 | PA      | $964466.70    | 0.01%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC                                               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10650000 | PA      | $8520727.08   | 0.08%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    11474483 | PA      | $11284199.70  | 0.10%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418FDC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    46422449 | PA      | $47186910.69  | 0.44%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife, Inc                                                                       | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $928879.21    | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust                                                                        | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2343286.00   | 0.02%             | 2035-08-10      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope, Inc., Term Loan                                                         | CUSIP: BL4902708<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     2575968 | PA      | $2611117.19   | 0.02%             | 2029-12-17      | Variable      | 9.58%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                     | First Advantage Holdings, LLC, Term Loan B                                         | CUSIP: BL4756526<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     1981270 | PA      | $1984677.80   | 0.02%             | 2031-10-31      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | EUR250711                                                                          | CUSIP: EUR250711<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $6330.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Niagara Energy SAC                                                               | Niagara Energy SAC                                                                 | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $1979927.60   | 0.02%             | 2034-10-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Continuum Green Energy India Pvt / Co-Issuers                                    | Continuum Green Energy India Pvt                                                   | CUSIP: 89629LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     1446750 | PA      | $1487863.97   | 0.01%             | 2033-06-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos, Inc                                                                    | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1151100.59   | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Olin Corp                                                                        | Olin Corp                                                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |      855000 | PA      | $841507.46    | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International S.A.                                           | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     5550000 | PA      | $3661361.09   | 0.03%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Informatica LLC                                                                  | Informatica LLC, Term Loan B                                                       | CUSIP: 45673YAL0<br>LEI: 5493007SV33RZV7RPS40 | Long             | LON              | CORP              | US        |      822375 | PA      | $826745.92    | 0.01%             | 2028-10-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| PATTERN ENERGY OP LP/PAT                                                         | Pattern Energy Operations LP                                                       | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $339101.46    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CANAL BARGE CO                                                                   | Canal Barge Co, Inc                                                                | CUSIP: 137001AF0<br>LEI: 549300FW5XOTMDFBYM02 | Long             | DBT              | CORP              | US        |     2278984 | PA      | $2253452.38   | 0.02%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Titan Acquisition Ltd/Canada                                                     | Titan Acquisition Limited, Term Loan B                                             | CUSIP: BL4573905<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      990000 | PA      | $993885.75    | 0.01%             | 2029-02-15      | Variable      | 8.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10873191.49  | 0.10%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bimbo Bakeries USA Inc                                                           | Bimbo Bakeries USA, Inc                                                            | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2090618.00   | 0.02%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06541RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1637000 | PA      | $1514073.25   | 0.01%             | 2052-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                                                     | ELP Commercial Mortgage Trust                                                      | CUSIP: 26863LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1698024 | PA      | $1696752.91   | 0.02%             | 2038-11-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       40144 | PA      | $37946.45     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Avaya Inc                                                                        | Avaya, Inc                                                                         | CUSIP: N/A<br>LEI: J6LB5QIFSP2MFEFG4U76       | Long             | EC               | CORP              | US        |        2843 | NS      | $20611.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3669885.59   | 0.03%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11950000 | PA      | $11800595.36  | 0.11%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ulker Biskuvi Sanayi AS                                                          | Ulker Biskuvi Sanayi AS.                                                           | CUSIP: 903742AB0<br>LEI: 7890009HEU9BS7J3DA93 | Long             | DBT              | CORP              | TR        |     2500000 | PA      | $2555665.00   | 0.02%             | 2031-07-08      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24000000 | PA      | $24301874.88  | 0.22%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                                            | BAMLL Trust                                                                        | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2500801.00   | 0.02%             | 2042-02-15      | Variable      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander S.A.                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7400000 | PA      | $8630042.80   | 0.08%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR Securitized Participation Interests Trust                        | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |       98323 | PA      | $95404.18     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                      | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $6904940.26   | 0.06%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9975000 | PA      | $10229152.73  | 0.09%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    21015917 | PA      | $20135331.58  | 0.19%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK, Inc                                                                         | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $5981825.88   | 0.06%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4044135.86   | 0.04%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4109963 | PA      | $3939030.84   | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                                  | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4437855.89   | 0.04%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                                                              | Minejesa Capital BV                                                                | CUSIP: 602736AB6<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     2500000 | PA      | $2406737.00   | 0.02%             | 2037-08-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| EMPRESA DE TRANSMISION                                                           | Empresa de Transmision Electrica S.A.                                              | CUSIP: 29247QAA2<br>LEI: 254900RX1DOMC83TZ320 | Long             | DBT              | CORP              | PA        |     1500000 | PA      | $1072500.00   | 0.01%             | 2049-05-02      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc                                                                   | Gray Television, Inc                                                               | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2148550.00   | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| KOSMOS ENERGY LTD                                                                | Kosmos Energy Ltd                                                                  | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1177593.75   | 0.01%             | 2027-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc                         | Six Flags Entertainment Corp                                                       | CUSIP: 83002YAA7<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |     1980000 | PA      | $2042240.57   | 0.02%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                                                            | Hanwha Life Insurance Co Ltd                                                       | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     2500000 | PA      | $2432827.08   | 0.02%             | 2032-02-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                   | CUSIP: 25755TAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2274000 | PA      | $2266787.10   | 0.02%             | 2048-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25353923 | PA      | $21228157.11  | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac, Inc                                                                         | CUSIP: 001055AF9<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      131000 | PA      | $142423.28    | 0.00%             | 2040-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1211959.20   | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38378PKX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     8878346 | PA      | $7965470.34   | 0.07%             | 2043-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WH5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1028068 | PA      | $949268.89    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco do Brasil SA/Cayman                                                        | Banco do Brasil S.A.                                                               | CUSIP: 059578AK0<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |     2000000 | PA      | $2025094.00   | 0.02%             | 2031-03-18      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    54460000 | PA      | $54402561.58  | 0.50%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust                                                     | CUSIP: 14686GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      974184 | PA      | $964173.02    | 0.01%             | 2028-12-11      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                         | Boost Newco Borrower, LLC, Term Loan B                                             | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |     3800924 | PA      | $3815177.33   | 0.04%             | 2031-01-31      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4700000 | PA      | $3489019.10   | 0.03%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Masterbrand Inc                                                                  | Masterbrand, Inc                                                                   | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |      595000 | PA      | $607644.87    | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                            | Mineral Resources Ltd                                                              | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     2000000 | PA      | $2009320.00   | 0.02%             | 2027-11-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | Freeport Indonesia PT                                                              | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     1860000 | PA      | $1864724.40   | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| TRANSNET SOC LTD                                                                 | Transnet SOC Ltd                                                                   | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     4560000 | PA      | $4716588.39   | 0.04%             | 2028-02-06      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      360000 | PA      | $395200.58    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $11210333.47  | 0.10%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                               | Angolan Government International Bond                                              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     3125000 | PA      | $2758320.41   | 0.03%             | 2032-04-14      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $998936.89    | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7185000 | PA      | $6332143.59   | 0.06%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31283HJT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |         157 | PA      | $157.55       | 0.00%             | 2031-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | Omnis Funding Trust                                                                | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     8800000 | PA      | $9119221.41   | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      990000 | PA      | $734936.40    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic Government International Bond                                   | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     1295000 | PA      | $1288007.00   | 0.01%             | 2029-02-22      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33295714 | PA      | $28864139.08  | 0.27%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                        | CUSIP: BO3321847<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     2424000 | PA      | $2392366.80   | 0.02%             | 2026-03-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4286863.37   | 0.04%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | United States Treasury Inflation Indexed Bonds                                     | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8177920 | PA      | $8184190.01   | 0.08%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                            | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $790243.64    | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10425000 | PA      | $10339538.98  | 0.10%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| XPO INC                                                                          | XPO, Inc                                                                           | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |     3940000 | PA      | $3998832.08   | 0.04%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    15834402 | PA      | $2211011.41   | 0.02%             | 2050-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | Dominion Energy, Inc                                                               | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4566928.50   | 0.04%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654UCC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12452196 | PA      | $10537200.23  | 0.10%             | 2052-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                              | Klabin Austria GmbH                                                                | CUSIP: 49836AAA2<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     3000000 | PA      | $3021414.00   | 0.03%             | 2029-04-03      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2392021.00   | 0.02%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AutoNation, Inc                                                                    | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3600439.64   | 0.03%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group, Inc                                                  | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4105000 | PA      | $3964383.06   | 0.04%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36262PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7600039 | PA      | $6162807.79   | 0.06%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000ABA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2029830 | PA      | $1995406.32   | 0.02%             | 2048-12-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                          | Truist Insurance Holdings LLC, Term Loan B                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      919355 | PA      | $920885.57    | 0.01%             | 2031-05-06      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      635000 | PA      | $579203.39    | 0.01%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5274694.33   | 0.05%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H95S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     5725243 | PA      | $5321405.15   | 0.05%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | Virginia Electric and Power Co                                                     | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      775000 | PA      | $750138.18    | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 225401AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4600000 | PA      | $4779726.88   | 0.04%             | 2028-08-11      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6302293 | PA      | $5974373.06   | 0.06%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $3646010.06   | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CLEARWATER ANALYTICS LLC                                                         | Clearwater Analytics, LLC, Term Loan B                                             | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |     2500000 | PA      | $2503125.00   | 0.02%             | 2032-04-21      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | Navient Corp                                                                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4979686.15   | 0.05%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                         | Comision Federal de Electricidad                                                   | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     3000000 | PA      | $2642673.00   | 0.02%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15927474 | PA      | $16199108.68  | 0.15%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                          | Dryden 49 Senior Loan Fund                                                         | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-O            | CORP              | KY        |     3800000 | PA      | $3805388.40   | 0.04%             | 2030-07-18      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | Republic of South Africa Government International Bond                             | CUSIP: 836205BF0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2000000 | PA      | $1984275.30   | 0.02%             | 2036-11-19      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance III L                                                   | Horizon Aircraft Finance III Ltd                                                   | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2747157 | PA      | $2611156.36   | 0.02%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                            | Massachusetts St                                                                   | CUSIP: 69688FAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2700000 | PA      | $2704519.80   | 0.03%             | 2035-01-15      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95001MAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1650315.63   | 0.02%             | 2050-07-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7665097.13   | 0.07%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                        | Block, Inc                                                                         | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     4690000 | PA      | $4838780.87   | 0.04%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $13394737.28  | 0.12%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group, Inc                                             | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    15431000 | PA      | $14515239.74  | 0.13%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                               | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      556713 | PA      | $382380.72    | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                          | Belron Finance LLC, Term Loan B                                                    | CUSIP: BL4765923<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2388948 | PA      | $2402743.67   | 0.02%             | 2031-10-16      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10529302.25  | 0.10%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP S.A.                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1600000 | PA      | $1433417.60   | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36252HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2380051 | PA      | $2355431.78   | 0.02%             | 2050-03-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | Permian Resources Operating LLC                                                    | CUSIP: 71424VAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1254385.22   | 0.01%             | 2032-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4207338.45   | 0.04%             | 2047-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                           | Eskom Holdings SOC Ltd                                                             | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      900000 | PA      | $945697.50    | 0.01%             | 2028-08-10      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                         | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2335766.62   | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: —       |
| Engie Energia Chile SA                                                           | Engie Energia Chile S.A.                                                           | CUSIP: 29287TAB5<br>LEI: 5493000FIKCC3ZDWTO77 | Long             | DBT              | CORP              | CL        |     1310000 | PA      | $1359190.50   | 0.01%             | 2034-04-17      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                                 | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1575000 | PA      | $1591249.18   | 0.01%             | 2027-03-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4JV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1724119 | PA      | $1716480.23   | 0.02%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | Expand Energy Corp                                                                 | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1622814.40   | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31371JXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         376 | PA      | $389.61       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DRIVEN HOLDINGS LLC                                                              | Driven Holdings, LLC, Term Loan B                                                  | CUSIP: 26209HAC0<br>LEI: 2549009H8IC4YXR5FV18 | Long             | LON              | CORP              | US        |      238168 | PA      | $238167.96    | 0.00%             | 2028-12-17      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                         | Empresas Publicas de Medellin ESP                                                  | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     2390000 | PA      | $2200384.09   | 0.02%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                                     | WinWater Mortgage Loan Trust                                                       | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |      189733 | PA      | $161228.08    | 0.00%             | 2044-06-20      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WHEZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1610957 | PA      | $1488562.45   | 0.01%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                         | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4310145.27   | 0.04%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | Flutter Treasury Designated Activity Co                                            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     1960000 | PA      | $2018884.28   | 0.02%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | Honeywell International, Inc                                                       | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    21200000 | PA      | $21336490.69  | 0.20%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BP7B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     8626776 | PA      | $5832216.75   | 0.05%             | 2050-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31402RCV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      344532 | PA      | $349221.68    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1534989.16   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3415365.00   | 0.03%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1713561 | PA      | $1673710.14   | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Queen MergerCo Inc                                                               | Queen MergerCo, Inc                                                                | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1545303.00   | 0.01%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1023576.08   | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                            | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1317341.94   | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Term Loan                                               | CUSIP: BL4805414<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     1012846 | PA      | $1019176.46   | 0.01%             | 2031-12-11      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1941272.80   | 0.02%             | 2048-05-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                       | Phinia, Inc                                                                        | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1381193.46   | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H3XG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |    12317544 | PA      | $9004542.48   | 0.08%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTURI GROUP INC                                                                | Centuri Group, Inc, Term Loan B                                                    | CUSIP: 15643XAC2<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |     2254407 | PA      | $2258837.03   | 0.02%             | 2028-08-28      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2295522.89   | 0.02%             | 2041-11-19      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                                                           | Export-Import Bank of India                                                        | CUSIP: 30216JAC9<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     4400000 | PA      | $4321752.07   | 0.04%             | 2028-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | Republic of Poland Government International Bond                                   | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2000000 | PA      | $2007484.50   | 0.02%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP                                                               | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      925000 | PA      | $896261.27    | 0.01%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4015000 | PA      | $4248172.73   | 0.04%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| PANAMA BONOS DEL                                                                 | Panama Bonos del Tesoro                                                            | CUSIP: BQ2336940<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1325000 | PA      | $1075820.50   | 0.01%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-CBDO         | USGSE             | US        |     1000000 | PA      | $1047267.70   | 0.01%             | 2042-08-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    12174000 | PA      | $8518163.38   | 0.08%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                             | Bank Leumi Le-Israel BM                                                            | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     6000000 | PA      | $5886000.00   | 0.05%             | 2031-01-29      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $10462810.00  | 0.10%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30000000 | PA      | $30267187.50  | 0.28%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29920000 | PA      | $31312611.44  | 0.29%             | 2042-05-25      | Variable      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |      370000 | PA      | $363588.47    | 0.00%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    62237114 | PA      | $61195296.33  | 0.57%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | Prosus NV                                                                          | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     1425000 | PA      | $1334725.88   | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                                                                | Kenya Government International Bond                                                | CUSIP: 491798AK0<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     1000000 | PA      | $933730.02    | 0.01%             | 2032-05-22      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA Tower Trust                                                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8398000 | PA      | $8260821.19   | 0.08%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    48269509 | PA      | $47543790.17  | 0.44%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | Windfall Mining Group, Inc                                                         | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5106979.15   | 0.05%             | 2032-05-13      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                                          | Northern Natural Gas Co                                                            | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     7735000 | PA      | $5094814.93   | 0.05%             | 2051-10-16      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3500000 | PA      | $2566125.80   | 0.02%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG.                                                                  | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4050000 | PA      | $4154205.69   | 0.04%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC                                                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4360000 | PA      | $4432397.80   | 0.04%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Element Materials Technology Group US Holdings Inc                               | Element Materials Technology Group US Holdings Inc., Term Loan                     | CUSIP: BL4756096<br>LEI: 213800EGOJGGUKUGEZ30 | Long             | LON              | CORP              | US        |      648375 | PA      | $651211.64    | 0.01%             | 2029-06-25      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                           | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      850000 | PA      | $836911.41    | 0.01%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                          | MITER BRAND                                                                        | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $287184.34    | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                                          | CF Hippolyta LLC                                                                   | CUSIP: 12530MAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1798904 | PA      | $1779924.66   | 0.02%             | 2060-07-15      | Fixed         | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                                                                      | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     2000000 | PA      | $1855552.94   | 0.02%             | 2030-01-14      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                       | CUSIP: 976826BK2<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $794119.48    | 0.01%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Air Transport Services Group Inc                                                 | Air Transport Services Group, Inc                                                  | CUSIP: 861932AA9<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |      640000 | PA      | $678435.84    | 0.01%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                                                         | Dana, Inc                                                                          | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      325000 | PA      | $320322.60    | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSHIP RESOR                                                         | Marriott Ownership Resorts, Inc                                                    | CUSIP: 57164PAH9<br>LEI: BW4532OH033VURR0IT68 | Long             | DBT              | CORP              | US        |      425000 | PA      | $408172.76    | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |    28730000 | PA      | $30558983.40  | 0.28%             | 2042-06-25      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20708327 | PA      | $19292139.98  | 0.18%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46650MAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      114912 | PA      | $107372.42    | 0.00%             | 2049-01-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                        | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |      636000 | PA      | $456563.45    | 0.00%             | 2031-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5096549 | PA      | $4124671.93   | 0.04%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      700000 | PA      | $589779.44    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                      | Volkswagen Auto Lease Trust                                                        | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7600000 | PA      | $7667681.04   | 0.07%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                               | Wendy's Funding LLC                                                                | CUSIP: 95058XAK4<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     9747114 | PA      | $8958554.80   | 0.08%             | 2051-06-15      | Fixed         | 2.37%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                            | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2257602.38   | 0.02%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    34893954 | PA      | $34365729.60  | 0.32%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3011090.40   | 0.03%             | 2035-06-15      | Variable      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     5124248 | PA      | $4534487.38   | 0.04%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                                             | NYC Trust                                                                          | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3750000 | PA      | $3732588.00   | 0.03%             | 2029-08-15      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1125000 | PA      | $1126402.74   | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | Honda Auto Receivables Owner Trust                                                 | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    32500000 | PA      | $32575185.50  | 0.30%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                            | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $3016740.24   | 0.03%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3630000 | PA      | $1697912.17   | 0.02%             | 2050-02-10      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                               | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     3825000 | PA      | $3256581.13   | 0.03%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     1350000 | PA      | $1348911.94   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1380000 | PA      | $953116.40    | 0.01%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3357226.06   | 0.03%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    54975000 | PA      | $37094263.60  | 0.34%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | Essex Portfolio LP                                                                 | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5657500.36   | 0.05%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160JAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1624000 | PA      | $1504346.44   | 0.01%             | 2052-03-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    15688353 | PA      | $14174399.52  | 0.13%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                           | Mexico City Airport Trust                                                          | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     4000000 | PA      | $3289998.92   | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings, Inc., Term Loan B                                         | CUSIP: 86880NBB8<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     1940823 | PA      | $1950128.75   | 0.02%             | 2030-12-19      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    30000000 | PA      | $30578906.40  | 0.28%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                | Iron Mountain, Inc                                                                 | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      155000 | PA      | $160456.16    | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT Midstream, Inc                                                                  | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1728827.72   | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31335AHP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     9517608 | PA      | $8856654.26   | 0.08%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      866354 | PA      | $877457.91    | 0.01%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3700149.20   | 0.03%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-4                                                       | RCKT Mortgage Trust                                                                | CUSIP: 74938GAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      801296 | PA      | $724479.45    | 0.01%             | 2052-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10529270.00  | 0.10%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771AAB2<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | KY        |      657556 | PA      | $594420.45    | 0.01%             | 2048-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1086685 | PA      | $994510.00    | 0.01%             | 2047-10-25      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY COSTA RICA SR SF                                                         | Liberty Costa Rica Senior Secured Finance                                          | CUSIP: 530371AA1<br>LEI: 549300W6O2PHTPCYQ751 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1595250.00   | 0.01%             | 2031-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10057892.70  | 0.09%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | Caesars Entertainment Inc., Term Loan B                                            | CUSIP: 12768EAG1<br>LEI: 549300FA4CTCW903Y781 | Long             | LON              | CORP              | US        |     1287562 | PA      | $1288528.17   | 0.01%             | 2030-02-06      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     8015000 | PA      | $7433529.22   | 0.07%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2024-3 Receivables Funding LLC                                  | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1353602 | PA      | $1358742.03   | 0.01%             | 2041-08-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                                       | CNH Equipment Trust                                                                | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1520511.90   | 0.01%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                  | Zayo Issuer LLC                                                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9250000 | PA      | $9443026.23   | 0.09%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| NBK SPC LTD                                                                      | NBK SPC Ltd                                                                        | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     6300000 | PA      | $6067278.00   | 0.06%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1368487.70   | 0.01%             | 2032-01-15      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Renew Financial                                                                  | Renew                                                                              | CUSIP: 75973FAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2579518 | PA      | $2410345.88   | 0.02%             | 2053-09-20      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2145000 | PA      | $2117148.03   | 0.02%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-CBDO         | CORP              | US        |    14767800 | PA      | $15357330.58  | 0.14%             | 2042-05-25      | Variable      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                           | Taco Bell Funding LLC                                                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14987055 | PA      | $14284500.83  | 0.13%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                          | CUSIP: 91824PAA5<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     2475000 | PA      | $2543281.39   | 0.02%             | 2032-02-28      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                         | Raytheon Technologies Corp                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6983796.76   | 0.06%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5115748 | PA      | $4294020.05   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BMZC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3367728 | PA      | $2701973.36   | 0.03%             | 2052-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5607439.38   | 0.05%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| IP 2025-IP Mortgage Trust                                                        | IP Mortgage Trust                                                                  | CUSIP: 449843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5175000 | PA      | $5256798.12   | 0.05%             | 2042-06-10      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                           | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      395000 | PA      | $413468.62    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group, Inc                                                  | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6113331.36   | 0.06%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      900000 | PA      | $827460.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                           | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      695000 | PA      | $716888.77    | 0.01%             | 2029-04-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | Qatar Petroleum                                                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     3000000 | PA      | $2626140.00   | 0.02%             | 2031-07-12      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                            | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     7735000 | PA      | $6878807.44   | 0.06%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1712852.57   | 0.02%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06650AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4250000 | PA      | $3845238.08   | 0.04%             | 2050-11-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                    | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1513099.50   | 0.01%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| State Street Corp                                                                | State Street Corp                                                                  | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $7257829.47   | 0.07%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   129789000 | PA      | $130884094.69 | 1.21%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                                   | Ziff Davis, Inc                                                                    | CUSIP: 48123VAF9<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |     1413000 | PA      | $1318991.27   | 0.01%             | 2030-10-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                  | BANK                                                                               | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1624307.30   | 0.02%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31335BQT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      886819 | PA      | $901280.19    | 0.01%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136BQQV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     2829312 | PA      | $2578180.63   | 0.02%             | 2045-07-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     2400000 | PA      | $2246773.68   | 0.02%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31292HYA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       23153 | PA      | $23132.72     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL                                                                   | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2600000 | PA      | $2312698.73   | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      335000 | PA      | $335150.08    | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC                                                                               | CUSIP: 12659FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5343112 | PA      | $4682879.39   | 0.04%             | 2066-10-25      | Variable      | 2.40%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings, Inc                                                                 | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      665000 | PA      | $682289.34    | 0.01%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                   | Open Text Corp                                                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      455000 | PA      | $471064.69    | 0.00%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BBVA Bancomer SA Institucion de Banca Multiple Grupo Financiero BBVA Mexico      | BBVA Bancomer S.A. Institucion de Banca Multiple Grupo Financiero BBVA Mexico      | CUSIP: 072912AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1129480.00   | 0.01%             | 2035-02-11      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                         | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      260000 | PA      | $254724.28    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |     1725000 | PA      | $1688370.66   | 0.02%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465976AH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    74205999 | PA      | $717876.25    | 0.01%             | 2052-07-25      | Fixed         | 0.22%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1688651.65   | 0.02%             | 2050-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                     | SBNA Auto Lease Trust                                                              | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6873508 | PA      | $6881967.16   | 0.06%             | 2026-11-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| BMC Software Inc                                                                 | Boxer Parent Company Inc., Term Loan B                                             | CUSIP: BL4985299<br>LEI: 549300TEWK6ENMZQLF18 | Long             | LON              | CORP              | US        |     2951386 | PA      | $2936437.52   | 0.03%             | 2031-07-30      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6541412.80   | 0.06%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                         | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2490000 | PA      | $2468974.44   | 0.02%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FIN CO IN                                                         | Tengizchevroil Finance Co International Ltd                                        | CUSIP: 88034QAB3<br>LEI: 5493001VEV2XTJIBZH31 | Long             | DBT              | CORP              | BM        |     1700000 | PA      | $1693336.00   | 0.02%             | 2025-08-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX                                                                                | CUSIP: 67448KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4799068 | PA      | $4061029.87   | 0.04%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                       | SERVPRO Master Issuer LLC                                                          | CUSIP: 817743AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3216000 | PA      | $2998707.42   | 0.03%             | 2051-04-25      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                              | GSAT Trust                                                                         | CUSIP: 36271XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3350000 | PA      | $3356408.22   | 0.03%             | 2030-07-15      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003NAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3028087 | PA      | $2566333.74   | 0.02%             | 2052-03-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                           | CUSIP: 05377RER1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $960624.20    | 0.01%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC                                               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6300000 | PA      | $5931905.55   | 0.05%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                        | Airbus SE                                                                          | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     2430000 | PA      | $2392414.73   | 0.02%             | 2027-04-10      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36202EXV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |       18382 | PA      | $19228.04     | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                                                           | CHL Mortgage Pass-Through Trust                                                    | CUSIP: 12669GHG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       38630 | PA      | $39056.97     | 0.00%             | 2035-02-20      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government International Bond                                            | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      575000 | PA      | $455687.50    | 0.00%             | 2041-10-07      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                       | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |     2475000 | PA      | $2239429.50   | 0.02%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                            | Molina Healthcare, Inc                                                             | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      800000 | PA      | $814318.90    | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653TBV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9015075 | PA      | $222658.83    | 0.00%             | 2051-12-25      | Variable      | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                     | CSMC                                                                               | CUSIP: 12655VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2396695.25   | 0.02%             | 2059-10-25      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8150000 | PA      | $7850742.19   | 0.07%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                           | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    11160000 | PA      | $10340105.27  | 0.10%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138ETGQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      932571 | PA      | $883777.17    | 0.01%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | Atmos Energy Corp                                                                  | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    10075000 | PA      | $9161494.71   | 0.08%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95001CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1390506.90   | 0.01%             | 2034-12-15      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16700000 | PA      | $16852648.35  | 0.16%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response, Inc., PIK Term Loan                                       | CUSIP: 00169QAG4<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      450207 | PA      | $451395.65    | 0.00%             | 2028-10-31      | Variable      | 9.08%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co                                                                     | H.B. Fuller Company, Term Loan B                                                   | CUSIP: 40409VAW4<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |      196026 | PA      | $197129.82    | 0.00%             | 2030-02-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $3837472.89   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138XTA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      411938 | PA      | $402356.37    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                            | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9755897.10   | 0.09%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital, Inc                                                                   | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      170000 | PA      | $174563.14    | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                                             | Prime Security Services Borrower, LLC, First Lien Term Loan B                      | CUSIP: BL4814754<br>LEI: 549300O6QPZVWXV2DC15 | Long             | LON              | CORP              | US        |     1928092 | PA      | $1931225.16   | 0.02%             | 2030-10-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3423291 | PA      | $2775917.74   | 0.03%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                                                | Imola Merger Corp                                                                  | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5430894.75   | 0.05%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MFZE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10271827 | PA      | $9847749.51   | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1040000 | PA      | $1039022.04   | 0.01%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    23880000 | PA      | $21831110.57  | 0.20%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8659270 | PA      | $251134.41    | 0.00%             | 2052-04-25      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Corp                                | CUSIP: 46649XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2358748.80   | 0.02%             | 2031-07-05      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      295000 | PA      | $181793.75    | 0.00%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CE Intermediate I LLC                                                            | CE Intermediate I, LLC, Term Loan B                                                | CUSIP: BL4990943<br>LEI: 2549000GTXAQSR1SRO50 | Long             | LON              | CORP              | US        |      532325 | PA      | $532990.41    | 0.00%             | 2032-03-25      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                                                 | Vmed O2 UK Financing I plc                                                         | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     2415000 | PA      | $2233938.54   | 0.02%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-1                                                         | T-Mobile US Trust                                                                  | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    34350000 | PA      | $34784905.35  | 0.32%             | 2029-11-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | Performance Food Group, Inc                                                        | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1411648.92   | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                             | IHO Verwaltungs GmbH                                                               | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $500392.50    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1752771.42   | 0.02%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6338863 | PA      | $6966743.59   | 0.06%             | 2053-08-20      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | Bausch & Lomb Corp                                                                 | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     3474620 | PA      | $3485495.92   | 0.03%             | 2031-01-15      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138A5GN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      147160 | PA      | $142208.97    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                        | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     4720000 | PA      | $4404316.77   | 0.04%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                       | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     8365000 | PA      | $8351005.69   | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      308166 | PA      | $302581.75    | 0.00%             | 2037-11-20      | Fixed         | 1.79%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2015000 | PA      | $2151653.07   | 0.02%             | 2043-07-25      | Variable      | 10.21%                | Yes           |                  2 | On Loan: No      |
| Banc of America Commercial Mor                                                   | Banc of America Commercial Mortgage Trust                                          | CUSIP: 06054ABC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1910000 | PA      | $1845454.99   | 0.02%             | 2048-09-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                           | ICBC Standard Bank plc                                                             | CUSIP: 85312EDG5<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  8000000000 | PA      | $1768716.33   | 0.02%             | 2034-06-26      | Fixed         | 14.25%                | Yes           |                  2 | On Loan: No      |
| Banco Bradesco SA/Cayman Islands                                                 | Banco Bradesco S.A.                                                                | CUSIP: 05947KBB5<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     1725000 | PA      | $1805902.50   | 0.02%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| Home Depot Inc/The                                                               | Home Depot, Inc                                                                    | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     6975000 | PA      | $7059038.15   | 0.07%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7839535 | PA      | $6789904.46   | 0.06%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5150000 | PA      | $2214500.00   | 0.02%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6421045 | PA      | $5446476.45   | 0.05%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16425000 | PA      | $16584117.19  | 0.15%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | Philip Morris International, Inc                                                   | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9179446.86   | 0.08%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                                     | Acrisure, LLC, First Lien Term Loan B6                                             | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |      656964 | PA      | $656191.97    | 0.01%             | 2030-11-06      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding Ltd                                                                   | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5625000 | PA      | $5634562.50   | 0.05%             | 2036-07-15      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| STATE OF MINAS GERAIS                                                            | Brazil Minas SPE via State of Minas Gerais                                         | CUSIP: 105860AA8<br>LEI: N/A                  | Long             | DBT              |  | KY        |      622500 | PA      | $617538.68    | 0.01%             | 2028-02-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1544285.00   | 0.01%             | 2048-03-10      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                   | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2015492.10   | 0.02%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                            | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     3275000 | PA      | $2306245.47   | 0.02%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003KBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4432171 | PA      | $3741786.91   | 0.03%             | 2051-08-25      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2777768.21   | 0.03%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| GROUP 1 AUTOMOTIVE INC                                                           | Group 1 Automotive, Inc                                                            | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      550000 | PA      | $530894.16    | 0.00%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1908066.40   | 0.02%             | 2048-08-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3525334 | PA      | $3102960.81   | 0.03%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                                | Lithia Motors, Inc                                                                 | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      850000 | PA      | $843366.94    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent Inc                                                                  | Instructure Holdings, Inc., Term Loan                                              | CUSIP: BL4730091<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2493750 | PA      | $2499298.59   | 0.02%             | 2031-11-13      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11373612 | PA      | $9183166.77   | 0.08%             | 2052-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                               | SCCU Auto Receivables Trust                                                        | CUSIP: 78436RAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3905000 | PA      | $3943217.06   | 0.04%             | 2030-12-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                                               | Subway Funding LLC                                                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    15472250 | PA      | $15733695.44  | 0.15%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works, Inc                                                             | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |      925000 | PA      | $953350.33    | 0.01%             | 2030-10-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1594172 | PA      | $1539348.68   | 0.01%             | 2057-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                     | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4019759.53   | 0.04%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | Deutsche Bank AG.                                                                  | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7075000 | PA      | $7128573.24   | 0.07%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                                                            | James Hardie International Finance DAC                                             | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |      675000 | PA      | $671654.50    | 0.01%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: 900123DK3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     2125000 | PA      | $2178154.33   | 0.02%             | 2034-05-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     8675410 | PA      | $8565442.18   | 0.08%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETRONAS ENERGY CANADA                                                           | Petronas Energy Canada Ltd                                                         | CUSIP: 71675BAA8<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $943826.05    | 0.01%             | 2028-03-23      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    65484006 | PA      | $60914390.40  | 0.56%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1534989.15   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600369 | PA      | $578456.00    | 0.01%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                     | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $626986.22    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     7500000 | PA      | $7443705.83   | 0.07%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3037356 | PA      | $393661.14    | 0.00%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515GAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6635000 | PA      | $4413896.59   | 0.04%             | 2050-02-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4455504 | PA      | $3777474.23   | 0.03%             | 2051-08-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 03846JW71<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1150000 | PA      | $1159233.97   | 0.01%             | 2029-03-01      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3250000 | PA      | $3181445.31   | 0.03%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | Nordea Bank Abp                                                                    | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     5470000 | PA      | $5501452.50   | 0.05%             | N/A             | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1221126.56   | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       54560 | PA      | $53358.13     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46652BBJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $420010.00    | 0.00%             | 2037-01-16      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383DQ27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    13172528 | PA      | $9432049.00   | 0.09%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANADOLU EFES BIR                                                                 | Anadolu Efes Biracilik Ve Malt Sanayii AS.                                         | CUSIP: 032523AB8<br>LEI: 7890006LGARYVIPOJX03 | Long             | DBT              | CORP              | TR        |     3100000 | PA      | $2795720.52   | 0.03%             | 2028-06-29      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12636FBP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8357000 | PA      | $8038690.23   | 0.07%             | 2048-10-10      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance II LL                                                   | Horizon Aircraft Finance II Ltd                                                    | CUSIP: 44040HAA0<br>LEI: 549300KSCDSEIWTVMM32 | Long             | ABS-O            | CORP              | KY        |     1308803 | PA      | $1264262.69   | 0.01%             | 2039-07-15      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132H7FF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     2171191 | PA      | $2060158.11   | 0.02%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      439344 | PA      | $398633.13    | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SURA Asset Management SA                                                         | SURA Asset Management S.A.                                                         | CUSIP: 78486LAB8<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     1000000 | PA      | $1051100.00   | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                           | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7920000 | PA      | $8360655.97   | 0.08%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX Trust                                                                          | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     7421562 | PA      | $6710090.11   | 0.06%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     7235000 | PA      | $6547999.27   | 0.06%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                            | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    15040000 | PA      | $14827937.20  | 0.14%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KOREA SOUTHERN POWER                                                             | Korea Southern Power Co Ltd                                                        | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     1600000 | PA      | $1566762.59   | 0.01%             | 2026-01-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien First Out Term Loan                             | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       97880 | PA      | $98421.70     | 0.00%             | 2028-05-15      | Variable      | 10.68%                | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                                                         | Asplundh Tree Expert, LLC, Term Loan B                                             | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      635594 | PA      | $637780.33    | 0.01%             | 2027-09-07      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP                                                        | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $300196.65    | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                                          | International Game Technology plc                                                  | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      540000 | PA      | $546387.66    | 0.01%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                           | BBVA Bancomer S.A.                                                                 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     3350000 | PA      | $3219352.35   | 0.03%             | 2033-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      960000 | PA      | $978094.10    | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    15175000 | PA      | $10823658.43  | 0.10%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| CIA CERVECERIAS UNIDAS                                                           | Cia Cervecerias Unidas S.A.                                                        | CUSIP: 204429AA2<br>LEI: 529900BJW9B0O6LI2R39 | Long             | DBT              | CORP              | CL        |     3250000 | PA      | $2883290.48   | 0.03%             | 2032-01-19      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      890000 | PA      | $773618.63    | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8000000 | PA      | $8440913.60   | 0.08%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140QNC91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    14098033 | PA      | $12258229.07  | 0.11%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | Peruvian Government International Bond                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1965000 | PA      | $1893041.70   | 0.02%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                              | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $1626951.74   | 0.02%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                       | CNH Equipment Trust                                                                | CUSIP: 18978GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     9035000 | PA      | $9020717.47   | 0.08%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384BAA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    10051701 | PA      | $1833562.97   | 0.02%             | 2052-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                            | DIRECTV Holdings LLC                                                               | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      985000 | PA      | $981785.19    | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2                                        | Regional Management Issuance Trust                                                 | CUSIP: 75907AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2750000 | PA      | $2776709.38   | 0.03%             | 2033-12-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Oak Street Investment Grade Ne                                                   | Oak Street Investment Grade Net Lease Fund Series                                  | CUSIP: 67190AAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5018421 | PA      | $4892944.39   | 0.05%             | 2051-01-20      | Fixed         | 1.48%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132XCR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     2909842 | PA      | $2687557.87   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                                | Chile Electricity Lux Mpc II Sarl                                                  | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      800000 | PA      | $805903.42    | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J9FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      589098 | PA      | $512371.53    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136BNPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    19131745 | PA      | $12684972.62  | 0.12%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VR Funding LLC                                                                   | Vine                                                                               | CUSIP: 91835CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4789912 | PA      | $4525718.76   | 0.04%             | 2050-11-15      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1778000 | PA      | $1573274.68   | 0.01%             | 2030-10-14      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    14860717 | PA      | $10103300.95  | 0.09%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | Waste Management, Inc                                                              | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7732656.39   | 0.07%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DMZX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    19704586 | PA      | $17407732.75  | 0.16%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nuveen Ultra Short Income ETF                                                    | Nuveen Ultra Short Income ETF                                                      | CUSIP: 67092P755<br>LEI: 254900O5MH0BVF4L2M34 | Long             | EC               | RF                | US        |     3965434 | NS      | $100444443.22 | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| HUB International Ltd                                                            | HUB International Limited, Term Loan B                                             | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     3418520 | PA      | $3432604.67   | 0.03%             | 2030-06-20      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc                                                                    | FirstCash, Inc                                                                     | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1764322.07   | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2353148 | PA      | $2342629.54   | 0.02%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                           | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1320000 | PA      | $1078035.05   | 0.01%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group, Inc                                                     | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3115414.02   | 0.03%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                   | CUSIP: 25755TAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      649250 | PA      | $647867.49    | 0.01%             | 2045-10-25      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      968186 | PA      | $945668.26    | 0.01%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                                                   | AGL CLO 19 Ltd                                                                     | CUSIP: 001210AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |     4000000 | PA      | $4005000.00   | 0.04%             | 2038-07-21      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36265LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6862246 | PA      | $5811540.12   | 0.05%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                   | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      760000 | PA      | $550787.24    | 0.01%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                                     | Orbia Advance Corp SAB de C.V.                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |     1150000 | PA      | $1175300.00   | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen, Inc                                                                         | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    24850000 | PA      | $24263438.86  | 0.22%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    22400000 | PA      | $22050386.85  | 0.20%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                                                            | Southern Gas Corridor CJSC                                                         | CUSIP: 84302LAA0<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     3425000 | PA      | $3466926.56   | 0.03%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| KALLPA GENERACION SA                                                             | Kallpa Generacion SA                                                               | CUSIP: 156830AA9<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $1983808.80   | 0.02%             | 2027-08-16      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart, Inc                                                                       | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $3059636.49   | 0.03%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138EQZS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2149270 | PA      | $1994849.97   | 0.02%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      512650 | PA      | $503529.16    | 0.00%             | 2037-11-20      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132FCC52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      970298 | PA      | $985491.82    | 0.01%             | 2036-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                                | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1003259.25   | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3850000 | PA      | $3749339.40   | 0.03%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2225734.27  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1457636.25   | 0.01%             | 2038-08-10      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                         | Elanco Animal Health Incorporated, Term Loan B                                     | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |     1184652 | PA      | $1184953.85   | 0.01%             | 2027-08-02      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| DANA INC                                                                         | Dana, Inc                                                                          | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      225000 | PA      | $225755.55    | 0.00%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LSTAR Commercial Mortgage Trus                                                   | LSTAR Commercial Mortgage Trust                                                    | CUSIP: 54910TAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2113470.70   | 0.02%             | 2050-03-10      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46642NBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1624000 | PA      | $1554748.58   | 0.01%             | 2047-09-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10186000 | PA      | $5980722.23   | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust                                                     | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1268118.02   | 0.01%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | Intesa Sanpaolo SpA                                                                | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     4500000 | PA      | $4508302.50   | 0.04%             | N/A             | Fixed         | 7.70%                 | Yes           |                  2 | On Loan: No      |
| XPO Inc                                                                          | XPO Logistics, Inc., Term Loan (2028)                                              | CUSIP: 98379EAL0<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |      642226 | PA      | $645668.39    | 0.01%             | 2028-05-24      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       50706 | PA      | $49087.95     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                         | Hilton Domestic Operating Co, Inc                                                  | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125282.25    | 0.00%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                         | United Overseas Bank Ltd                                                           | CUSIP: 91127KAD4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3000000 | PA      | $2932053.75   | 0.03%             | 2026-04-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic Government International Bond                                   | CUSIP: 25714PEE4<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     3850000 | PA      | $3228610.00   | 0.03%             | 2060-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                      | CitiBank NA                                                                        | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $8102631.65   | 0.07%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2378460.00   | 0.02%             | 2048-08-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                         | Archrock Partners LP                                                               | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1881206.94   | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ClubCorp Holdings Inc                                                            | ClubCorp Holdings, Inc., Term Loan B2                                              | CUSIP: 18948TAF0<br>LEI: 549300XWSO7KBICXNW37 | Long             | LON              | CORP              | US        |      708461 | PA      | $710232.60    | 0.01%             | 2026-09-18      | Variable      | 9.56%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                     | Hilton Grand Vacations Trust                                                       | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      324467 | PA      | $318860.86    | 0.00%             | 2033-07-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio, Inc                                                               | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2617154.04   | 0.02%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    38063925 | PA      | $38721851.74  | 0.36%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIT Group Home Equity Loan Tru                                                   | CIT Group Home Equity Loan Trust (Step Bond)                                       | CUSIP: 12558MAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |         430 | PA      | $427.98       | 0.00%             | 2030-02-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                                  | MEG Energy Corp                                                                    | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4994896.50   | 0.05%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                    | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | NL        |       10391 | NS      | $2462.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                              | Nigeria Government International Bond                                              | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      345000 | PA      | $326983.54    | 0.00%             | 2032-02-16      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group, Inc                                             | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2126161.64   | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                         | Neuberger Berman Loan Advisers Clo 40 Ltd                                          | CUSIP: 64134JAC7<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-O            | CORP              | KY        |     6750000 | PA      | $6757985.25   | 0.06%             | 2033-04-16      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan D                                                             | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     1950424 | PA      | $1949360.70   | 0.02%             | 2029-11-21      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | Antero Midstream Partners LP                                                       | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2065700.00   | 0.02%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | Bank of New York Mellon Corp                                                       | CUSIP: 064058AN0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    10175000 | PA      | $10452909.78  | 0.10%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17322VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      568758 | PA      | $539680.56    | 0.00%             | 2047-07-10      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6420807.63   | 0.06%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                            | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1085954.86   | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NBK TIER 1 FNC LTD                                                               | NBK Tier  Financing Ltd                                                            | CUSIP: 62879NAA5<br>LEI: 5493000G4QCCEE8YHF19 | Long             | DBT              | CORP              | AE        |     3000000 | PA      | $2892967.11   | 0.03%             | N/A             | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | American Homes 4 Rent LP                                                           | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2158895.97   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     7825000 | PA      | $8170812.57   | 0.08%             | 2042-07-25      | Variable      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3798648 | PA      | $3640619.99   | 0.03%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BC5C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     8111302 | PA      | $1457789.96   | 0.01%             | 2050-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                             | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     2895000 | PA      | $2203730.39   | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-5                                                | J.P. Morgan Mortgage Trust                                                         | CUSIP: 465977BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1025850 | PA      | $810250.27    | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-7                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 465971AY5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     6866732 | PA      | $5810712.46   | 0.05%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                                      | CHG Healthcare Services Inc., Term Loan B1                                         | CUSIP: BL4845410<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      257931 | PA      | $259116.30    | 0.00%             | 2028-09-29      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-A                                                  | Toyota Lease Owner Trust                                                           | CUSIP: 89239NAD7<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |    20000000 | PA      | $20169336.00  | 0.19%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Primo Brands Corp                                                                | Triton Water Holdings, Inc, Term Loan B                                            | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |     1913498 | PA      | $1922529.97   | 0.02%             | 2028-03-31      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US Foods, Inc., Term Loan B                                                        | CUSIP: BL4765113<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | LON              | CORP              | US        |      801782 | PA      | $809800.29    | 0.01%             | 2028-11-22      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: 900123DN7<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1050000 | PA      | $992551.10    | 0.01%             | 2035-01-03      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                                                               | Republic of Poland Government International Bond                                   | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     2098000 | PA      | $1954855.20   | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1184931.30   | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                                                 | ENA Master Trust                                                                   | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     2300000 | PA      | $1656345.00   | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| OPEC FUND FOR INTL DEV                                                           | OPEC Fund for International Development                                            | CUSIP: 683483AA9<br>LEI: HHX3T53LK1P186EUNV37 | Long             | DBT              | NUSS              | N/A       |     3125000 | PA      | $3125232.72   | 0.03%             | 2026-01-26      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding Ltd                                                                   | CUSIP: 12547LAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5855000 | PA      | $5862383.16   | 0.05%             | 2034-10-20      | Variable      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                                           | BX Commercial Mortgage Trust                                                       | CUSIP: 05613NAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1005886.40   | 0.01%             | 2041-10-15      | Variable      | 8.24%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6950000 | PA      | $6833804.69   | 0.06%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                                                           | Banco Nacional de Comercio Exterior SNC                                            | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     2725000 | PA      | $2578651.97   | 0.02%             | 2031-08-11      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| MSDB Trust                                                                       | MSDB Trust                                                                         | CUSIP: 55354JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1439659.65   | 0.01%             | 2039-07-11      | Variable      | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings, Inc                                                                 | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      680000 | PA      | $698825.26    | 0.01%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | Ford Credit Auto Owner Trust                                                       | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7000000 | PA      | $7068309.50   | 0.07%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6574622 | PA      | $5757249.93   | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3556579.32   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    44550833 | PA      | $42693302.74  | 0.40%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    44125652 | PA      | $41117185.82  | 0.38%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      200000 | NS      | $4960000.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Funding Inc                                                              | Resideo Funding Inc., First Lien Term Loan B                                       | CUSIP: BL4809531<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |      356093 | PA      | $356538.55    | 0.00%             | 2028-02-01      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1900000 | PA      | $1701849.00   | 0.02%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45841000 | PA      | $36262738.04  | 0.34%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                        | Banco Mercantil del Norte S.A.                                                     | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $2025760.00   | 0.02%             | N/A             | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | Progress Residential Trust                                                         | CUSIP: 74333QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1413908.40   | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust                                                     | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      234643 | PA      | $227279.77    | 0.00%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                             | Chart Industries, Inc                                                              | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1214434.16   | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BANISTMO SA                                                                      | Banistmo S.A.                                                                      | CUSIP: 06034LAB6<br>LEI: 549300E94AMW3HSSMU17 | Long             | DBT              | CORP              | PA        |     2500000 | PA      | $2449823.48   | 0.02%             | 2027-07-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383V7J1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     4694152 | PA      | $4668756.86   | 0.04%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                            | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |      800000 | PA      | $770438.00    | 0.01%             | 2027-08-04      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10450000 | PA      | $7825662.14   | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     9475000 | PA      | $8739605.08   | 0.08%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     2275000 | PA      | $1921402.89   | 0.02%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772QAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6813203 | PA      | $6060716.85   | 0.06%             | 2051-09-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NEW JERSEY ST ECON DEV AUTH LE                                                   | New Jersey Economic Development Authority                                          | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |     3400000 | PA      | $3592539.28   | 0.03%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8300000 | PA      | $8496800.80   | 0.08%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9536455.08   | 0.09%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv, Inc                                                                        | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11040211.49  | 0.10%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| EQT Corp                                                                         | EQT Corp                                                                           | CUSIP: 26884LAS8<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1227038.95   | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                              | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    11125000 | PA      | $10502103.24  | 0.10%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                            | Jamaica Government International Bond                                              | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     3050000 | PA      | $3552914.50   | 0.03%             | 2045-07-28      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                                              | Sirius XM Radio, Inc                                                               | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      500000 | PA      | $444457.48    | 0.00%             | 2031-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: —       |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2424542.00   | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                 | Ingram Micro Inc., Term Loan                                                       | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |      144893 | PA      | $145753.48    | 0.00%             | 2031-09-22      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| BANCO INTERNAC DEL PERU                                                          | Banco Internacional del Peru SAA Interbank                                         | CUSIP: 05968DAD2<br>LEI: 5493001TRCGXJLRLHN14 | Long             | DBT              | CORP              | PE        |     3300000 | PA      | $3273556.44   | 0.03%             | 2030-07-08      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   122235000 | PA      | $116519559.09 | 1.08%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000MBQ3<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |      230332 | PA      | $228249.62    | 0.00%             | 2059-11-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | Sealed Air Corp                                                                    | CUSIP: 812127AC2<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1326416.64   | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: —       |
| CNX Resources Corp                                                               | CNX Resources Corp                                                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1527232.70   | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare I                                                   | BRE Grand Islander Timeshare Issuer LLC                                            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      392804 | PA      | $387036.49    | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Hardee's Funding LLC and Carls                                                   | Hardee's Funding LLC                                                               | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1910000 | PA      | $1816371.42   | 0.02%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| LENOVO GROUP LTD                                                                 | Lenovo Group Ltd                                                                   | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | HK        |     4700000 | PA      | $4379207.33   | 0.04%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1374697 | PA      | $1377089.93   | 0.01%             | 2048-10-26      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5639140.77   | 0.05%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12595VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2969412 | PA      | $2741580.89   | 0.03%             | 2051-05-10      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1076199.33   | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp                                                       | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     5705000 | PA      | $5689248.50   | 0.05%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                         | Bank Gospodarstwa Krajowego                                                        | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     3305000 | PA      | $3331678.52   | 0.03%             | 2033-05-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   105778695 | PA      | $105893908.87 | 0.98%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                                   | Bayview Opportunity Master Fund VI Trust                                           | CUSIP: 07335UAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4451229 | PA      | $3769683.16   | 0.03%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36258FAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      945172 | PA      | $834093.31    | 0.01%             | 2050-05-25      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust 2025-LPF2                                         | ILPT Commercial Mortgage Trust                                                     | CUSIP: 451955AA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5320000 | PA      | $5405354.61   | 0.05%             | 2042-07-15      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| MLN US HOLDCO LLC                                                                | MLN US HoldCo LLC, Second Out Term Loan                                            | CUSIP: 55292HAJ2<br>LEI: 549300QKU7NPW6O86862 | Long             | LON              | CORP              | US        |      379683 | PA      | $1917.40      | 0.00%             | 2027-10-18      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                   | Sisecam UK plc                                                                     | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     1675000 | PA      | $1692781.80   | 0.02%             | 2032-05-02      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | Israel Electric Corp Ltd                                                           | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     6000000 | PA      | $5825970.00   | 0.05%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                             | Sitios Latinoamerica SAB de C.V.                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     3575000 | PA      | $3524238.58   | 0.03%             | 2032-04-04      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | Egypt Government International Bond                                                | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1975000 | PA      | $1994822.80   | 0.02%             | 2030-02-04      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 465968AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1682418.40   | 0.02%             | 2050-09-15      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                                                   | New York State Dormitory Authority                                                 | CUSIP: 64990GJY9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     4075000 | PA      | $3464653.84   | 0.03%             | 2044-07-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                        | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3200000 | PA      | $2763023.74   | 0.03%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36250GAT2<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |      343819 | PA      | $337139.39    | 0.00%             | 2050-05-10      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                             | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1425000 | PA      | $890005.62    | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                       | CUSIP: 001192AL7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2066462.70   | 0.02%             | 2025-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                         | Rocket Mortgage LLC                                                                | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1789336.30   | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| SALESFORCE INC                                                                   | Salesforce, Inc                                                                    | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4172180.18   | 0.04%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR250701                                                                          | CUSIP: EUR250701<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $2075.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      420000 | PA      | $299950.66    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFS Financing Corp                                                                 | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    18750000 | PA      | $18979893.75  | 0.18%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                          | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-CBDO         | CORP              | US        |     1215000 | PA      | $1283372.67   | 0.01%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4947877.90   | 0.05%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     6555000 | PA      | $7013198.43   | 0.06%             | 2042-04-25      | Variable      | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95002FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      967402 | PA      | $873596.92    | 0.01%             | 2049-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36252SAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2400000 | PA      | $2314158.72   | 0.02%             | 2052-02-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3Harris Technologies, Inc                                                         | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5110830.70   | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                         | TricorBraun Holdings, Inc., Term Loan                                              | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     2846551 | PA      | $2846807.52   | 0.03%             | 2028-03-03      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Corp/The                                                        | Dun & Bradstreet Corporation (The), Term Loan                                      | CUSIP: BL4807626<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |      624065 | PA      | $624299.47    | 0.01%             | 2029-01-18      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593PAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2239797.83   | 0.02%             | 2048-08-10      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | Alliant Holdings Intermediate LLC                                                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2037198.00   | 0.02%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                         | Banque Ouest Africaine de Developpement                                            | CUSIP: BN5341076<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |     2100000 | PA      | $2095599.52   | 0.02%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| INT DEVELOPMENT FIN CORP                                                         | United States International Development Finance Corp                               | CUSIP: 6903534C8<br>LEI: 254900QI8QTIK0FY6E92 | Long             | DBT              | USGSE             | US        |     3625000 | PA      | $3530984.75   | 0.03%             | 2032-09-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| COSAN LUXEMBOURG SA                                                              | Cosan Ltd                                                                          | CUSIP: 22113AAB1<br>LEI: 222100ZY943WERK7RZ38 | Long             | DBT              | CORP              | LU        |     2000000 | PA      | $1943597.60   | 0.02%             | 2029-09-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK, Inc                                                                         | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1476868.69   | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                            | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    10175000 | PA      | $9573797.92   | 0.09%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    12931000 | PA      | $11973234.45  | 0.11%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36261HAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8136134 | PA      | $6596507.08   | 0.06%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge, Inc                                                                      | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6875000 | PA      | $7127886.08   | 0.07%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                          | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     2235000 | PA      | $2327491.01   | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8670000 | PA      | $7744071.05   | 0.07%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes Series                                               | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11606835 | PA      | $10933890.45  | 0.10%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | Fiserv, Inc                                                                        | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5403208.77   | 0.05%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank Discount Notes                                              | CUSIP: 313385KB1<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10515000 | PA      | $10469394.13  | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1050000 | PA      | $1040467.89   | 0.01%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                                | CUSIP: YN6832904<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      530000 | PA      | $621710.46    | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                        | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $4089006.23   | 0.04%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $20394531.20  | 0.19%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                             | Colombia Government International Bond                                             | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1300000 | PA      | $875879.51    | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife, Inc                                                                       | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     5870000 | PA      | $5839674.41   | 0.05%             | N/A             | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2665684 | PA      | $2335969.70   | 0.02%             | 2048-10-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                  | Impac CMB Trust                                                                    | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       58659 | PA      | $53737.05     | 0.00%             | 2035-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2512253 | PA      | $2329264.68   | 0.02%             | 2048-06-15      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-INV1                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36263KBM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1122082 | PA      | $901228.53    | 0.01%             | 2051-12-25      | Variable      | 3.02%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | American Airlines, Inc., Term Loan                                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |      487500 | PA      | $485023.50    | 0.00%             | 2028-04-20      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3164800 | PA      | $3116891.17   | 0.03%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                               | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     3600000 | PA      | $3686879.77   | 0.03%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| C&W Senior Finance Ltd                                                           | C&W Senior Finance Ltd                                                             | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     1335000 | PA      | $1365087.40   | 0.01%             | 2033-01-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| STATE PUBLIC SCH BLDG AUTH PA                                                    | State Public School Building Authority                                             | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |       33000 | PA      | $33361.98     | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                  | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      375000 | PA      | $310533.58    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                                         | Empresa Nacional del Petroleo                                                      | CUSIP: 29245JAM4<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     2675000 | PA      | $2380090.08   | 0.02%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5472082 | PA      | $4955920.39   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular S.A.                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1675000 | PA      | $1529887.38   | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    16100000 | PA      | $15617342.45  | 0.14%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings plc                                                     | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     2500000 | PA      | $2332739.45   | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                                           | Goodyear Tire & Rubber Co                                                          | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1954808.20   | 0.02%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    23910000 | PA      | $23221817.60  | 0.21%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc                                                             | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1028319.92   | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5407564.91   | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     9475000 | PA      | $9818445.44   | 0.09%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group, Inc                                                          | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1060133.12   | 0.01%             | 2050-10-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                         | TerraForm Power Operating LLC                                                      | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3829566.00   | 0.04%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7775000 | PA      | $6651269.53   | 0.06%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $3864974.63   | 0.04%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418CCP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1266992 | PA      | $1101917.48   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133AWHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2914525 | PA      | $2574790.64   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                    | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1513014.11   | 0.01%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TotalEnergies Capital S.A.                                                         | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $1924628.32   | 0.02%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31070000 | PA      | $31231418.28  | 0.29%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp, First Lien Term Loan B                                           | CUSIP: BL4843100<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      844669 | PA      | $845551.72    | 0.01%             | 2027-12-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | AppLovin Corp                                                                      | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    21850000 | PA      | $22134400.47  | 0.20%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1275000 | PA      | $1274800.78   | 0.01%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS Mortgage Trust                                                               | CUSIP: 05553WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4257808.00   | 0.04%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Listrik Negara PT                                                       | CUSIP: 71568PAJ8<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     1400000 | PA      | $1355679.22   | 0.01%             | 2029-07-17      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Ltd                                                              | Vitality Re XVI Ltd                                                                | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     5000000 | PA      | $5001000.00   | 0.05%             | 2029-01-08      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                    | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     2000000 | PA      | $2004459.06   | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Banco del Estado de Chile                                                        | Banco del Estado de Chile                                                          | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     1800000 | PA      | $1869750.00   | 0.02%             | N/A             | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3913937 | PA      | $3757616.55   | 0.03%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Turk Telekomunikasyon AS                                                         | Turk Telekomunikasyon AS.                                                          | CUSIP: 90011QAD2<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     1850000 | PA      | $1887099.90   | 0.02%             | 2029-05-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      704321 | PA      | $600858.84    | 0.01%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Benchmark Mortgage Trust Series - 2019 B12 (Class C)                             | Benchmark Mortgage Trust Series - 2019 B12 (Class C)                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1602990.80   | 0.01%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                                                 | Altice France S.A., Term Loan B12                                                  | CUSIP: BL2543546<br>LEI: 5493001ZMCICV4N02J21 | Long             | LON              | CORP              | FR        |     1126370 | PA      | $991064.71    | 0.01%             | 2026-01-31      | Variable      | 10.19%                | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2575000 | PA      | $2237091.25   | 0.02%             | 2048-09-15      | Variable      | 2.79%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31417GFT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      503358 | PA      | $471832.80    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $1918736.44   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc., Repriced Term Loan B                                           | CUSIP: BL4939163<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     3895928 | PA      | $3883032.27   | 0.04%             | 2031-01-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                                    | Agate Bay Mortgage Trust                                                           | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |       61723 | PA      | $57259.25     | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FERRELLGAS LP/FERRELLGAS                                                         | Ferrellgas LP                                                                      | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2431693.21   | 0.02%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HARTFORD FINL SVCS GRP                                                           | Hartford Financial Services Group, Inc                                             | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      350000 | PA      | $295001.10    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                        | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5034901.85   | 0.05%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1297433.85   | 0.01%             | 2051-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33851RAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    19220671 | PA      | $16277716.90  | 0.15%             | 2051-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $4347721.38   | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31374TMV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |          29 | PA      | $28.82        | 0.00%             | 2029-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                      | Ivory Coast Government International Bond                                          | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      770000 | PA      | $698431.91    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CA MAGNUM HOLDINGS                                                               | CA Magnum Holdings                                                                 | CUSIP: 12674CAA1<br>LEI: 549300ZRDHFR078MFZ78 | Long             | DBT              | CORP              | MU        |      265000 | PA      | $263055.11    | 0.00%             | 2026-10-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                                                          | Adani Ports & Special Economic Zone Ltd                                            | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     2300000 | PA      | $1945874.06   | 0.02%             | 2031-02-02      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| KLOECKNER PENTAPLAST OF AME                                                      | Klockner-Pentaplast of America, Inc., Term Loan B                                  | CUSIP: 49865NAT7<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |      934779 | PA      | $867339.53    | 0.01%             | 2026-02-12      | Variable      | 9.23%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     8310000 | PA      | $7425159.76   | 0.07%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1315000 | PA      | $1106704.00   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16015000 | PA      | $14733174.45  | 0.14%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond (Step Bond)                                  | CUSIP: ZO2094456<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      857325 | PA      | $743729.44    | 0.01%             | 2030-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    65829422 | PA      | $64737944.93  | 0.60%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7435000 | PA      | $7714683.81   | 0.07%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                   | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    10350000 | PA      | $6912181.36   | 0.06%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BBK3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      325000 | PA      | $339961.28    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DowDuPont, Inc                                                                     | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |      265000 | PA      | $264600.85    | 0.00%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4384969 | PA      | $3712693.74   | 0.03%             | 2053-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2898203.97   | 0.03%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                                   | Domino's Pizza Master Issuer LLC                                                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    13566375 | PA      | $12657965.10  | 0.12%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW LLC                                                                            | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1014089 | PA      | $967352.25    | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | Avantor Funding, Inc                                                               | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1472938.65   | 0.01%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                                  | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $2552652.94   | 0.02%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Concentra Escrow Issuer Corp                                                     | Concentra Escrow Issuer Corp                                                       | CUSIP: 20600DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      430000 | PA      | $445206.37    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                  | Turkcell Iletisim Hizmetleri AS.                                                   | CUSIP: 900111AD7<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     1990000 | PA      | $2021490.91   | 0.02%             | 2032-01-24      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                                                           | Sunrise FinCo I BV                                                                 | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2837250.00   | 0.03%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25495000 | PA      | $25787794.27  | 0.24%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                   | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2027484.24   | 0.02%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-7                                                   | Flagstar Mortgage Trust                                                            | CUSIP: 33852JBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      751316 | PA      | $612035.74    | 0.01%             | 2051-08-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                             | Saudi Arabian Oil Co                                                               | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     1375000 | PA      | $1389293.13   | 0.01%             | 2034-07-17      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                                    | ARDN Mortgage Trust                                                                | CUSIP: 039961AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5012887.00   | 0.05%             | 2035-06-15      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      822000 | PA      | $809327.97    | 0.01%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                              | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     1700000 | PA      | $1117280.24   | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                           | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     4175000 | PA      | $4141418.64   | 0.04%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust                                 | CUSIP: 61690FAP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3360000 | PA      | $3278375.52   | 0.03%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP S.A.                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1000000 | PA      | $1013302.00   | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136B2JH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4146081 | PA      | $3929978.91   | 0.04%             | 2048-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ4                                     | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36271WAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1496121 | PA      | $1500633.17   | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services                                                  | EUR250711                                                                          | CUSIP: EUR250711<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2097.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | Freeport Indonesia PT                                                              | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      800000 | PA      | $797950.24    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81748AAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2332564 | PA      | $1996116.94   | 0.02%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                         | Compass Group Diversified Holdings LLC                                             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |      600000 | PA      | $538562.28    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |      720000 | PA      | $768452.83    | 0.01%             | 2042-01-25      | Variable      | 11.41%                | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | Commercial Metals Co                                                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1434638.25   | 0.01%             | 2030-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J9VU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5058254 | PA      | $4662922.33   | 0.04%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications, Inc                                                        | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8037145.30   | 0.07%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                                            | Houston Galleria Mall Trust                                                        | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $10279906.00  | 0.10%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust                                                      | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    67145184 | PA      | $607308.05    | 0.01%             | 2052-02-25      | Variable      | 0.15%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | Synchrony Card Funding LLC                                                         | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1722592.49   | 0.02%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                   | United States Treasury Note                                                        | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    49289000 | PA      | $49766487.19  | 0.46%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1000946 | PA      | $954378.20    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      817000 | PA      | $497913.02    | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2196825.55   | 0.02%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H8JP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     3202051 | PA      | $2682356.81   | 0.02%             | 2052-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6400000 | PA      | $6433894.40   | 0.06%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 91282CJE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6135000 | PA      | $6147521.66   | 0.06%             | 2025-10-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1562498.54   | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Epicor Software Corp                                                             | Epicor Software Corporation, Term Loan E                                           | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     2220251 | PA      | $2228399.73   | 0.02%             | 2031-05-30      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      362841 | PA      | $331174.84    | 0.00%             | 2048-09-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies, Inc                                                            | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    13155000 | PA      | $11689866.35  | 0.11%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP Capital Markets America, Inc                                                    | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $9360554.90   | 0.09%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer Operating LP                                                       | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1670000 | PA      | $1699847.02   | 0.02%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                              | DBWF Mortgage Trust                                                                | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3250000 | PA      | $3106676.30   | 0.03%             | 2034-06-10      | Variable      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                     | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1911000 | PA      | $1180938.53   | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1800000 | PA      | $1508400.00   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7556627 | PA      | $6115629.82   | 0.06%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                       | DaVita, Inc                                                                        | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $958121.60    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2226875.00   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos, Inc                                                                  | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5767513.82   | 0.05%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                                          | Frontier Communications Holdings LLC                                               | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2500947.50   | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17327FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1956778.80   | 0.02%             | 2051-03-10      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3731000 | PA      | $3498939.26   | 0.03%             | 2048-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic Government International Bond                                   | CUSIP: 25714WBC6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    54000000 | PA      | $988449.13    | 0.01%             | 2032-03-05      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Springcastle SPV                                                                 | SpringCastle America Funding LLC                                                   | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2058581 | PA      | $1937769.50   | 0.02%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                     | SM Energy Co                                                                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      880000 | PA      | $876764.86    | 0.01%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14550000 | PA      | $10971242.57  | 0.10%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384CSJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     3926743 | PA      | $4645278.18   | 0.04%             | 2053-08-20      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       29992 | PA      | $31652.02     | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $7846578.93   | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4667755 | PA      | $4229132.31   | 0.04%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465978CV4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2812077 | PA      | $2780521.06   | 0.03%             | 2053-06-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 03846JX62<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1875000 | PA      | $1556983.39   | 0.01%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | Baiterek National Managing Holding JSC                                             | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | CORP              | KZ        |      925000 | PA      | $935848.28    | 0.01%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     8725000 | PA      | $9690927.30   | 0.09%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                        | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    12750000 | PA      | $12784115.69  | 0.12%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      116268 | PA      | $110117.01    | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ENFRAGEN ENERGIA SUR SA                                                          | EnfraGen Energia Sur S.A.                                                          | CUSIP: 29280LAA1<br>LEI: 2549002TO75PYMY3VY07 | Long             | DBT              | CORP              | ES        |     1300000 | PA      | $1164088.51   | 0.01%             | 2030-12-30      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                   | DBJPM Mortgage Trust                                                               | CUSIP: 233063AZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5400000 | PA      | $4697673.30   | 0.04%             | 2053-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC                                                                   | 101B.C. Unlimited Liability Company, Term Loan B6                                  | CUSIP: C6901LAM9<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |     3748158 | PA      | $3736838.68   | 0.03%             | 2030-09-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1108175 | PA      | $1034339.88   | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   209174000 | PA      | $187243413.44 | 1.73%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                                                               | Morocco Government International Bond                                              | CUSIP: 617726AM6<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |      525000 | PA      | $356987.28    | 0.00%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JP Morgan Chase Commercial Mortgage Securities Corp                                | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      165519 | PA      | $159276.13    | 0.00%             | 2046-01-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                                                           | Republic of Poland Government International Bond                                   | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     6600000 | PA      | $1908726.26   | 0.02%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                                              | DBGS Mortgage Trust                                                                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4750000 | PA      | $4692554.93   | 0.04%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | Pertamina Persero PT                                                               | CUSIP: 69370PAD3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      850000 | PA      | $815843.12    | 0.01%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: —       |
| Vistra Operations Co LLC                                                         | Vistra Operations Company LLC, First Lien Term Loan B3                             | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |      871463 | PA      | $874700.44    | 0.01%             | 2030-12-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG.                                                                      | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7500000 | PA      | $7787834.33   | 0.07%             | 2030-09-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| SRAM LLC                                                                         | SRAM, LLC , Term Loan B                                                            | CUSIP: 85232BAV8<br>LEI: 5493005GYDYQG38FCT53 | Long             | LON              | CORP              | US        |      222369 | PA      | $220144.88    | 0.00%             | 2032-02-27      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 95003NAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5236809 | PA      | $4582853.88   | 0.04%             | 2052-03-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| KFC HOLDING CO                                                                   | KFC Holding Co., Term Loan B                                                       | CUSIP: 72584DAF1<br>LEI: 549300G2LG4YUB3MM115 | Long             | LON              | CORP              | US        |      372018 | PA      | $374285.88    | 0.00%             | 2028-03-15      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| WEBER-STEPHEN PRODUCTS L                                                         | Weber-Stephen Products LLC, Term Loan B                                            | CUSIP: 94767KAN1<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |      955153 | PA      | $950095.58    | 0.01%             | 2027-10-30      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services, Inc                                                   | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      400000 | PA      | $408988.00    | 0.00%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36252SBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1219888 | PA      | $1134212.09   | 0.01%             | 2052-02-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162QCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2063800.25   | 0.02%             | 2048-09-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                             | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $3778127.75   | 0.03%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3950601 | PA      | $3807174.30   | 0.04%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | Bank of America Corp                                                               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    30375000 | PA      | $30865195.09  | 0.29%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    84100030 | PA      | $84115820.02  | 0.78%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DaVita, Inc                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1905141.54   | 0.02%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                                                            | HUB International Ltd                                                              | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2879071.43   | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Add-on Term Loan B                                           | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     5823892 | PA      | $5837140.86   | 0.05%             | 2028-10-23      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                         | Magyar Export-Import Bank Zrt                                                      | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      445000 | PA      | $454760.32    | 0.00%             | 2027-12-04      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                                            | CDI Escrow Issuer, Inc                                                             | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2006517.78   | 0.02%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia Government International Bond                                               | CUSIP: 817477AF9<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1825000 | PA      | $1539389.56   | 0.01%             | 2030-12-01      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust                                                               | CUSIP: 05491VAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1044256.13   | 0.01%             | 2038-08-05      | Variable      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15000000 | PA      | $15072070.35  | 0.14%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                            | Bonos de la Tesoreria de la Republica en pesos                                     | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   845000000 | PA      | $929027.60    | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                           | Venture Global LNG, Inc                                                            | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2278964.52   | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                       | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2977472.43   | 0.03%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust                                                     | CUSIP: 61767YBC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3732803 | PA      | $3663297.46   | 0.03%             | 2051-07-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | SYSCO Corp                                                                         | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $2363660.71   | 0.02%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EP46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      392764 | PA      | $400100.67    | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX Trust                                                                          | CUSIP: 670861AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9224519 | PA      | $7480085.23   | 0.07%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12635QBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $990910.90    | 0.01%             | 2048-10-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | Avantor Funding, Inc                                                               | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1931474.86   | 0.02%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                        | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     4735000 | PA      | $4200567.61   | 0.04%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | Raytheon Technologies Corp                                                         | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4786070.85   | 0.04%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       39842 | PA      | $37381.08     | 0.00%             | 2049-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                                                         | Hilton Domestic Operating Co, Inc                                                  | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1992886.72   | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC                                                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4670867.35   | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592TBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3622316 | PA      | $2937577.15   | 0.03%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                                | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      592900 | PA      | $555059.05    | 0.01%             | 2029-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                                          | Light & Wonder International, Inc                                                  | CUSIP: 531968AA3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      350000 | PA      | $366244.20    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 200474BF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2498000 | PA      | $2467377.27   | 0.02%             | 2048-02-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                | ASGN, Inc                                                                          | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      325000 | PA      | $316964.29    | 0.00%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $7086095.83   | 0.07%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                                              | Altice Financing SA, Term Loan                                                     | CUSIP: BL4063485<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |      473628 | PA      | $383439.79    | 0.00%             | 2027-10-29      | Variable      | 9.26%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    18300000 | PA      | $18169117.67  | 0.17%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource, Inc                                                                      | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    15720000 | PA      | $13459180.88  | 0.12%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2892902 | PA      | $2407208.54   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4545000 | PA      | $3016672.48   | 0.03%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                   | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     2211450 | PA      | $1960649.68   | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                                                                          | Hungary Government International Bond                                              | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |      575000 | PA      | $477862.51    | 0.00%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| MIZRAHI TEFAHOT BANK LTD                                                         | Mizrahi Tefahot Bank Ltd                                                           | CUSIP: BO7663400<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | DBT              | CORP              | IL        |     3000000 | PA      | $2924700.00   | 0.03%             | 2031-04-07      | Fixed         | 3.08%                 | Yes           |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                         | United Overseas Bank Ltd                                                           | CUSIP: 91127KAE2<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3700000 | PA      | $3580600.45   | 0.03%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                                                         | USA Compression Partners LP                                                        | CUSIP: 91740PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $501005.78    | 0.00%             | 2027-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                                                           | Republic of Azerbaijan International Bond                                          | CUSIP: AO9863769<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     1125000 | PA      | $1006698.71   | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1785000 | PA      | $1802013.28   | 0.02%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                             | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1944120.84   | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services, Inc                                                   | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      350000 | PA      | $371659.05    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                                 | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3382646.37   | 0.03%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4164297 | PA      | $3991256.08   | 0.04%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETSMART INC                                                                     | PetSmart, Inc., Term Loan B                                                        | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      858372 | PA      | $851397.30    | 0.01%             | 2028-02-11      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7290696 | PA      | $6169475.77   | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1997654 | PA      | $1619880.68   | 0.01%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2686231.02  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barbados Government International Bond                                           | Barbados Government International Bond                                             | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     1500000 | PA      | $1505138.40   | 0.01%             | 2035-06-26      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |    13505000 | PA      | $14264324.03  | 0.13%             | 2042-07-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   121248000 | PA      | $121712151.89 | 1.13%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    11101110 | PA      | $10352337.82  | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3010000 | PA      | $2962526.28   | 0.03%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8264204 | PA      | $7383165.75   | 0.07%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings plc                                                                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      590000 | PA      | $639579.23    | 0.01%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NAMIBIA                                                              | Namibia Government International Bond                                              | CUSIP: 62987BAB8<br>LEI: 549300T6Y4CWK77SML15 | Long             | DBT              | NUSS              | NA        |     2500000 | PA      | $2475935.40   | 0.02%             | 2025-10-29      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5850000 | PA      | $4482855.00   | 0.04%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Bancolombia SA                                                                   | Bancolombia S.A.                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     2600000 | PA      | $2733679.00   | 0.03%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     5950000 | PA      | $5228265.00   | 0.05%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                                                | Chamberlain Group Inc, Term Loan B                                                 | CUSIP: 15963CAC0<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      524069 | PA      | $525557.41    | 0.00%             | 2028-11-03      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    17900000 | PA      | $18518022.74  | 0.17%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81743AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1125702 | PA      | $1011345.95   | 0.01%             | 2049-12-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1178141.74   | 0.01%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sable International Finance Ltd                                                  | Sable International Finance Ltd                                                    | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |      220000 | PA      | $220584.54    | 0.00%             | 2032-10-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                                                            | Ahead DB Holdings LLC                                                              | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3009192.00   | 0.03%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46645JAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3016000 | PA      | $2975478.53   | 0.03%             | 2048-12-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc                                                            | CD&R Smokey Buyer, Inc                                                             | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $814892.42    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: —       |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17075306 | PA      | $125035.64    | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv, Inc                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     5330000 | PA      | $5134389.00   | 0.05%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      725000 | PA      | $552756.99    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    14011423 | PA      | $10744684.89  | 0.10%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO Distribution, Inc                                                            | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      480000 | PA      | $496119.31    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                | Iron Mountain, Inc                                                                 | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1346949.86   | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $12925162.65  | 0.12%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $10680314.08  | 0.10%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                                                                 | AlixPartners, LLP, Term Loan B                                                     | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     1316558 | PA      | $1322982.42   | 0.01%             | 2028-02-04      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA, Inc                                                                           | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    21525000 | PA      | $22135733.13  | 0.20%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                          | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $1873535.12   | 0.02%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM Holdings LLC                                                                   | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $800826.78    | 0.01%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CHURCHILL DOWNS INC                                                              | Churchill Downs, Inc                                                               | CUSIP: 171484AJ7<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |     3285000 | PA      | $3376395.27   | 0.03%             | 2031-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      865000 | PA      | $860303.32    | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      270844 | PA      | $264544.71    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                    | CF Mortgage Trust                                                                  | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       47954 | PA      | $47637.55     | 0.00%             | 2052-04-15      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    23850000 | PA      | $22374986.97  | 0.21%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK                                                                               | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2012904.40   | 0.02%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                                                   | Merrill Lynch Mortgage Investors Trust                                             | CUSIP: 59020U4M4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1081907 | PA      | $1058759.45   | 0.01%             | 2037-01-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group plc                                                                  | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     6000000 | PA      | $6471924.00   | 0.06%             | N/A             | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |    12595000 | PA      | $13277222.03  | 0.12%             | 2042-09-25      | Variable      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                                   | Bayview MSR Opportunity Master Fund Trust                                          | CUSIP: 07336TAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6633025 | PA      | $5617416.27   | 0.05%             | 2052-02-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140J8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1323765 | PA      | $1287856.17   | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1627000 | PA      | $1599381.35   | 0.01%             | 2048-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                                                          | VistaJet Malta Finance plc                                                         | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2000000 | PA      | $1874959.76   | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Phoenix Newco Inc                                                                | Parexel International Corporation, Term Loan B                                     | CUSIP: 71911KAE4<br>LEI: 254900PHGVI5379Z9791 | Long             | LON              | CORP              | US        |     3104309 | PA      | $3108670.37   | 0.03%             | 2028-11-15      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3810000 | PA      | $3304068.84   | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20185000 | PA      | $21536070.86  | 0.20%             | 2042-06-25      | Variable      | 8.96%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                   | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8349413.15   | 0.08%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     2845000 | PA      | $2700220.94   | 0.02%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FDFK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     1468143 | PA      | $1382938.11   | 0.01%             | 2047-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1356000 | PA      | $1338573.28   | 0.01%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                       | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1048808.35   | 0.01%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                              | Nigeria Government International Bond                                              | CUSIP: 65412JAS2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2325000 | PA      | $2075415.20   | 0.02%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                        | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     1200000 | PA      | $1139003.28   | 0.01%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                            | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $831743.70    | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | Clydesdale Acquisition Holdings Inc, Term Loan B                                   | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     3652072 | PA      | $3648967.51   | 0.03%             | 2029-04-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593JBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3640000 | PA      | $3634092.28   | 0.03%             | 2048-08-10      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, Term Loan                                                    | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1975075 | PA      | $1968290.62   | 0.02%             | 2031-05-01      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36263NBL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2575659 | PA      | $2134594.26   | 0.02%             | 2052-05-28      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-8                                                  | JP Morgan Mortgage Trust                                                           | CUSIP: 46592TBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    37869670 | PA      | $242411.33    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $2302483.73   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3521607.89   | 0.03%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9100951 | PA      | $8901927.76   | 0.08%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10905000 | PA      | $10613701.82  | 0.10%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      511320 | PA      | $509025.22    | 0.00%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2234035.04   | 0.02%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36264RBZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3138955 | PA      | $2654342.18   | 0.02%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276XAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1330000 | PA      | $1249858.46   | 0.01%             | 2051-06-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                                                      | MEGlobal BV                                                                        | CUSIP: 29441WAD7<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |     2600000 | PA      | $2447619.20   | 0.02%             | 2028-04-28      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3330000 | PA      | $3130898.63   | 0.03%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   217477000 | PA      | $132839368.56 | 1.23%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                                   | JPMCC Commercial Mortgage Securities Trust                                         | CUSIP: 465968AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174526 | PA      | $170502.85    | 0.00%             | 2050-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                  | California Buyer Ltd                                                               | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      850000 | PA      | $851385.50    | 0.01%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12000000 | PA      | $9841406.28   | 0.09%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276XBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2311413.75   | 0.02%             | 2051-06-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | Israel Government International Bond                                               | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     1750000 | PA      | $1783637.45   | 0.02%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1455599 | PA      | $1439878.32   | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138AFEM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      273454 | PA      | $276856.52    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | Accenture Capital, Inc                                                             | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3357588.78   | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                    | CUSIP: 125896BP4<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1120283.17   | 0.01%             | 2025-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B                                              | CUSIP: BL4798080<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      391980 | PA      | $394429.49    | 0.00%             | 2028-08-17      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      510000 | PA      | $386942.58    | 0.00%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370304 | PA      | $1358056.31   | 0.01%             | 2060-07-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                          | QXO Inc, Term Loan B                                                               | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      687556 | PA      | $693107.57    | 0.01%             | 2032-04-30      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                    | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     5400000 | PA      | $4860839.54   | 0.04%             | 2031-02-10      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| FRESNILLO PLC                                                                    | Fresnillo plc                                                                      | CUSIP: 358070AB6<br>LEI: 549300JXWH1UV5J0XV81 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1093665.45   | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | Kite Realty Group LP                                                               | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4400310.97   | 0.04%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 949930AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2720806 | PA      | $2206278.41   | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   150994081 | PA      | $144703724.89 | 1.34%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HAYWARD INDUSTRIES INC                                                           | Hayward Industries, Inc., Term Loan                                                | CUSIP: 421300AL8<br>LEI: 549300NV8ZMMEDUHQ091 | Long             | LON              | CORP              | US        |     1824000 | PA      | $1831496.64   | 0.02%             | 2028-05-30      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                   | Open Text Corporation, Term Loan B                                                 | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     2682190 | PA      | $2684711.16   | 0.02%             | 2030-01-31      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5669563 | PA      | $5019214.14   | 0.05%             | 2048-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG.                                                                  | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3750000 | PA      | $3638521.54   | 0.03%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1475000 | PA      | $1614708.90   | 0.01%             | 2043-05-25      | Variable      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      222055 | PA      | $224815.19    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management, Inc                                                              | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1055932.64   | 0.01%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46653QBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3252838 | PA      | $2637699.33   | 0.02%             | 2052-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands, Inc                                                                 | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1175000 | PA      | $1190776.73   | 0.01%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    20542000 | PA      | $19936502.16  | 0.18%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial, Inc                                                          | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1996326.76   | 0.02%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT Midstream, Inc                                                                  | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1490000 | PA      | $1426800.91   | 0.01%             | 2031-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1102418.19   | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                  | TSMC Global Ltd                                                                    | CUSIP: 872882AJ4<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     3000000 | PA      | $2798006.85   | 0.03%             | 2028-04-23      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: —       |
| CENTENE CORP                                                                     | Centene Corp                                                                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1640000 | PA      | $1522961.76   | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94989VAZ2<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1175128.20   | 0.01%             | 2057-09-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de C.V.                                                       | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $1910300.00   | 0.02%             | 2031-11-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2850000 | PA      | $1960265.63   | 0.02%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | Chile Government International Bond                                                | CUSIP: YS4476588<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1150000 | PA      | $1380556.11   | 0.01%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6108011 | PA      | $6223585.64   | 0.06%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                           | CCO Holdings LLC                                                                   | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4884236.85   | 0.05%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DaVita, Inc                                                                        | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2072360.00   | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc                                                                  | Gen Digital Inc., Term Loan B                                                      | CUSIP: 66877AAF5<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |     3090908 | PA      | $3090151.06   | 0.03%             | 2029-09-12      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                                              | Ecuador Government International Bond (Step Bond)                                  | CUSIP: ZO2104214<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |      956102 | PA      | $692686.52    | 0.01%             | 2035-07-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Banco de Credito e Inversiones SA                                                | Banco de Credito e Inversiones S.A.                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |      700000 | PA      | $738521.00    | 0.01%             | N/A             | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                 | Deutsche Bank AG.                                                                  | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7400000 | PA      | $7636193.20   | 0.07%             | N/A             | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    42835000 | PA      | $30459700.78  | 0.28%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | Raizen Fuels Finance S.A.                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $1966125.00   | 0.02%             | 2035-01-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                              | EQT Trust                                                                          | CUSIP: 29439DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3600000 | PA      | $3664864.08   | 0.03%             | 2041-07-05      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $13194000.00  | 0.12%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM Resorts International                                                          | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1500290.04   | 0.01%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5510000 | PA      | $5144151.98   | 0.05%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      274687 | PA      | $278597.69    | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31335AEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     8878951 | PA      | $8269711.08   | 0.08%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $2068019.94   | 0.02%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | Colombia Government International Bond                                             | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1350000 | PA      | $1355791.50   | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                                  | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     2594000 | PA      | $2598617.22   | 0.02%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                    | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      495000 | PA      | $494621.70    | 0.00%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     4030685 | PA      | $3569279.07   | 0.03%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3850147.41   | 0.04%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3097600.70   | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings Inc                                                         | First Eagle Investment Management, LLC, Term Loan B2                               | CUSIP: 05554JAJ6<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     1434273 | PA      | $1437113.02   | 0.01%             | 2029-03-05      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Magic Mergeco, Inc                                                                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3917558.82   | 0.04%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | Ghana Government International Bond                                                | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |     1052600 | PA      | $817603.46    | 0.01%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                        | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    15790000 | PA      | $13905179.91  | 0.13%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36259VAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      653863 | PA      | $561255.70    | 0.01%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Utz Quality Foods LLC                                                            | UTZ Quality Foods, LLC, Term Loan B                                                | CUSIP: 91809EAG6<br>LEI: 549300K2HU2ISL0R2Q75 | Long             | LON              | CORP              | US        |      821285 | PA      | $822312.00    | 0.01%             | 2032-01-29      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                               | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     3100000 | PA      | $3078724.48   | 0.03%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                                                             | Cornerstone Building Brands, Inc., Term Loan B                                     | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |      467990 | PA      | $419242.10    | 0.00%             | 2028-04-12      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1097100.25   | 0.01%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2750000 | PA      | $2906582.53   | 0.03%             | 2043-05-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust                                                         | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5881480 | PA      | $5121944.76   | 0.05%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     7535000 | PA      | $6747146.88   | 0.06%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                               | Tronox Finance LLC, First Lien Term Loan B                                         | CUSIP: 89705DAP7<br>LEI: 549300LMZ1DX1PWSP524 | Long             | LON              | CORP              | US        |      728444 | PA      | $714785.46    | 0.01%             | 2031-09-30      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                             | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2800000 | PA      | $2394000.00   | 0.02%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1235000 | PA      | $1228439.06   | 0.01%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                             | CUSIP: 699149AD2<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |      340000 | PA      | $339337.00    | 0.00%             | 2027-03-27      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      760000 | PA      | $513330.39    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                  | TSMC Global Ltd                                                                    | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     3000000 | PA      | $2973562.47   | 0.03%             | 2025-09-28      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6986497.00   | 0.06%             | N/A             | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                         | Angel Oak Mortgage Trust                                                           | CUSIP: 03465MAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4335000 | PA      | $3107386.96   | 0.03%             | 2066-11-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      600000 | PA      | $592330.69    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                                                           | CACI International, Inc                                                            | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      225000 | PA      | $232188.30    | 0.00%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                            | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     1500000 | PA      | $1434588.59   | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3803647.01   | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                    | ZF North America Capital, Inc                                                      | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      750000 | PA      | $752268.00    | 0.01%             | 2028-04-14      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    55940260 | PA      | $52123278.96  | 0.48%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Maps LTD                                                                         | MAPS Trust                                                                         | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      653587 | PA      | $615737.03    | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings, Inc                                                          | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     6925000 | PA      | $4830187.50   | 0.04%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                         | Windsor Holdings III LLC                                                           | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1709245.66   | 0.02%             | 2030-06-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD Mortgage Trust                                                                  | CUSIP: 12515ABH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $5690771.45   | 0.05%             | 2049-11-10      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                     | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1006352.36   | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4341174 | PA      | $3608833.44   | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     6644689 | PA      | $6501675.77   | 0.06%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1309411.83   | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137H9DW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7049662 | PA      | $7140241.65   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140JAPZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3822833 | PA      | $3577598.76   | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DSKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5157860 | PA      | $4528333.48   | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl                                                                  | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     1420000 | PA      | $1300861.01   | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust                                                       | CUSIP: 452760AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1671336 | PA      | $1580938.76   | 0.01%             | 2055-10-25      | Variable      | 2.05%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                                           | Sunoco LP                                                                          | CUSIP: 86765LAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1116409.31   | 0.01%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GRUPO AVAL LTD                                                                   | Grupo Aval Ltd                                                                     | CUSIP: 40053FAC2<br>LEI: 549300J4FW1ELLQ80113 | Long             | DBT              | CORP              | KY        |     1675000 | PA      | $1535883.78   | 0.01%             | 2030-02-04      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46645JAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      745000 | PA      | $707849.68    | 0.01%             | 2048-12-15      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    98850000 | PA      | $99124154.54  | 0.92%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5319179.42   | 0.05%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMW Vehicle Lease Trust                                                            | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    14591950 | PA      | $14576496.11  | 0.13%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2195710.20   | 0.02%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                                 | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     2985000 | PA      | $2792706.90   | 0.03%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Oscar US Funding XVII LLC                                                        | Oscar US Funding XVII LLC                                                          | CUSIP: 68784BAC8<br>LEI: 353800UI8625NXT7ND41 | Long             | ABS-O            | CORP              | US        |     1600000 | PA      | $1597185.57   | 0.01%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Corp Trust                                           | CUSIP: 36267ECK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9729454 | PA      | $8233182.50   | 0.08%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $904762.50    | 0.01%             | 2048-03-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC                                               | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10936317.35  | 0.10%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty Group, LLC, Term Loan B                                             | CUSIP: BL4755205<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |      938561 | PA      | $939734.49    | 0.01%             | 2031-09-15      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      450000 | PA      | $400734.54    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP S.A.                                                                           | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1075000 | PA      | $1113475.33   | 0.01%             | 2034-05-02      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp                                                                           | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1450000 | PA      | $1492670.64   | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                   | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      980000 | PA      | $649684.82    | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | Albertsons Cos, Inc                                                                | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $515413.00    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Select Medical Corp                                                              | Select Medical Corporation, Term Loan B                                            | CUSIP: BL4807634<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |      520896 | PA      | $523177.46    | 0.00%             | 2031-12-03      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                          | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4647788.00   | 0.04%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2021-4                                                       | RCKT Mortgage Trust                                                                | CUSIP: 74938VBW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2239155 | PA      | $1795306.56   | 0.02%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | Citadel Finance LLC                                                                | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7621684.46   | 0.07%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4728164.75   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                     | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $902477.51    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    12477000 | PA      | $10442076.29  | 0.10%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group, Inc                                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      755000 | PA      | $718358.72    | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BDC89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5612734 | PA      | $939931.43    | 0.01%             | 2051-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFS Financing Corp                                                                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6340000 | PA      | $6448525.58   | 0.06%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Gruma SAB de CV                                                                  | Gruma SAB de C.V.                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     2250000 | PA      | $2259219.22   | 0.02%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO Mortgage Trust                                                                 | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1530000 | PA      | $1597329.18   | 0.01%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140Q8KY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      769344 | PA      | $748594.25    | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $2985244.28   | 0.03%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                           | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     3600000 | PA      | $3637998.76   | 0.03%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2055045.30   | 0.02%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP                                                                | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1398349.99   | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                    | Fertitta Entertainment, LLC, Term Loan B                                           | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     1797695 | PA      | $1797766.77   | 0.02%             | 2029-01-27      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                             | CUSIP: EJ7498649<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    23400000 | PA      | $1076133.88   | 0.01%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    29396823 | PA      | $28148870.44  | 0.26%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust                                         | Brex Commercial Charge Card Master Trust                                           | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    10000000 | PA      | $10076562.00  | 0.09%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    19857640 | PA      | $16507704.51  | 0.15%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13032191 | PA      | $11383009.58  | 0.11%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                      | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1552911.12   | 0.01%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ardonagh Finco Ltd                                                               | Ardonagh Finco Ltd                                                                 | CUSIP: 039853AA4<br>LEI: 254900D2T84O1K03BA28 | Long             | DBT              | CORP              | JE        |     1775000 | PA      | $1855707.48   | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $7330370.78   | 0.07%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: —       |
| Synechron Inc                                                                    | Synechron Inc, Term Loan B                                                         | CUSIP: BL4760759<br>LEI: 549300MUU3E8J6UT8E60 | Long             | LON              | CORP              | US        |     1496250 | PA      | $1458843.75   | 0.01%             | 2031-10-03      | Variable      | 8.03%                 | No            |                  2 | On Loan: No      |
| Ecovyst Catalyst Technologies LLC                                                | ECO Services Operations Corp, Term Loan B                                          | CUSIP: 27922JAC0<br>LEI: 254900NH3N3I82Z6Q744 | Long             | LON              | CORP              | US        |     1174524 | PA      | $1168863.29   | 0.01%             | 2031-06-12      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94990FAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9313000 | PA      | $9668310.51   | 0.09%             | 2057-08-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC                                                         | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     9050000 | PA      | $8891776.14   | 0.08%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSTL Commercial Mortgage Trust 2024-GATE                                         | CSTL Commercial Mortgage Trust                                                     | CUSIP: 22945JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1750000 | PA      | $1742260.80   | 0.02%             | 2041-11-10      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    11556803 | PA      | $11135004.28  | 0.10%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12862614.10  | 0.12%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc                                                                  | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      460000 | PA      | $483427.34    | 0.00%             | 2032-01-30      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                                                         | Dana, Inc                                                                          | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      225000 | PA      | $226313.10    | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 465978CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3166414 | PA      | $3062035.88   | 0.03%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | Deutsche Bank AG.                                                                  | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5450000 | PA      | $5813086.63   | 0.05%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4335000 | PA      | $4528490.12   | 0.04%             | 2043-06-25      | Variable      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                                   | C-BASS Trust                                                                       | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       38322 | PA      | $37967.62     | 0.00%             | 2036-07-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     7325000 | PA      | $6953271.56   | 0.06%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      922456 | PA      | $901002.68    | 0.01%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383FQ71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    15944127 | PA      | $11838425.00  | 0.11%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140Q8D28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2023100 | PA      | $1968529.74   | 0.02%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2220677 | PA      | $2009419.53   | 0.02%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC                                                             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16675000 | PA      | $16270628.42  | 0.15%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                    | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5000000 | PA      | $3642573.10   | 0.03%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trans Union LLC                                                                  | Trans Union, LLC, Term Loan B9                                                     | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |     3402425 | PA      | $3409706.32   | 0.03%             | 2031-06-24      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm, Inc                                                                     | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1634200.72   | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna, Inc                                                                         | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      285000 | PA      | $305860.58    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10413211 | PA      | $10443324.87  | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2674970.76   | 0.02%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16809421.12  | 0.16%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| KKR CLO 32 Ltd                                                                   | KKR Clo 32 Ltd                                                                     | CUSIP: 482937AB5<br>LEI: 5493004Y6G18HN4CQ515 | Long             | ABS-O            | CORP              | KY        |     1850000 | PA      | $1859150.10   | 0.02%             | 2037-04-15      | Variable      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                                   | Avis Budget Rental Car Funding AESOP LLC                                           | CUSIP: 05377REK6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     3100000 | PA      | $3005541.14   | 0.03%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                                                         | Korea Hydro & Nuclear Power Co Ltd                                                 | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |     3000000 | PA      | $2926086.45   | 0.03%             | 2026-04-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33830000 | PA      | $23266054.08  | 0.22%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Mortgage Trust                                                                  | CUSIP: 05609PAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $2091058.20   | 0.02%             | 2036-10-15      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | Saudi Arabian Oil Co                                                               | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3175000 | PA      | $2816278.98   | 0.03%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138WHKM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3577295 | PA      | $3308462.66   | 0.03%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15830000 | PA      | $13777517.03  | 0.13%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Mitchell International Inc                                                       | Mitchell International, Inc., First Lien Term Loan                                 | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |     2977500 | PA      | $2978482.58   | 0.03%             | 2031-06-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2025000 | PA      | $1591953.75   | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      685000 | PA      | $680697.17    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Avient Corp                                                                      | Avient Corp                                                                        | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |      400000 | PA      | $403739.20    | 0.00%             | 2031-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $4796008.25   | 0.04%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                               | SCCU Auto Receivables Trust                                                        | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1320000 | PA      | $1337908.70   | 0.01%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ADT SEC CORP                                                                     | ADT Corp                                                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1587613.37   | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17805000 | PA      | $18511185.47  | 0.17%             | 2042-03-25      | Variable      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4791405.84   | 0.04%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                               | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2080949.64   | 0.02%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136AGEJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     1890701 | PA      | $197330.75    | 0.00%             | 2043-09-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Corp Trust                                                  | CUSIP: 36254JAA3<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | USGSE             | US        |     1238000 | PA      | $1193615.72   | 0.01%             | 2037-09-10      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2078694.22   | 0.02%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06650AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5055000 | PA      | $4797733.86   | 0.04%             | 2050-11-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33051673 | PA      | $31677144.02  | 0.29%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                              | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $240015.55    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Esab Corp                                                                        | Esab Corp                                                                          | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      400000 | PA      | $409544.40    | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33852FAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5624463 | PA      | $4560829.58   | 0.04%             | 2051-06-01      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2924370.90   | 0.03%             | 2038-08-10      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   117010000 | PA      | $114747501.66 | 1.06%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | Republic of Uzbekistan International Bond                                          | CUSIP: 91824PAB3<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |  7970000000 | PA      | $640742.11    | 0.01%             | 2027-05-29      | Fixed         | 16.62%                | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                         | Sociedad Quimica y Minera de Chile S.A.                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     2500000 | PA      | $1601078.50   | 0.01%             | 2051-09-10      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                                   | JPMDB Commercial Mortgage Securities Trust                                         | CUSIP: 46652JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3625000 | PA      | $2916816.01   | 0.03%             | 2053-05-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                 | SLG Office Trust                                                                   | CUSIP: 78449RAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1265915.40   | 0.01%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                                                        | Prosus NV                                                                          | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      437000 | PA      | $437503.86    | 0.00%             | 2027-07-06      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan K                                                       | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     3389536 | PA      | $3405568.43   | 0.03%             | 2030-03-22      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                         | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     6400000 | PA      | $6700409.60   | 0.06%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18138228.80  | 0.17%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21831817 | PA      | $20919270.65  | 0.19%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6945000 | PA      | $6955851.56   | 0.06%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                                               | Kennedy-Wilson, Inc                                                                | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1329343.75   | 0.01%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140JAV88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      947580 | PA      | $906246.66    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                            | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1478183.64   | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     8650000 | PA      | $8811300.53   | 0.08%             | 2031-05-27      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2023-1                                                    | Sequoia Mortgage Trust                                                             | CUSIP: 81749BAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     3963813 | PA      | $3793392.24   | 0.04%             | 2053-01-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10874798 | PA      | $8778248.67   | 0.08%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                                                      | Diamond Resorts Owner Trust                                                        | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      921877 | PA      | $916953.21    | 0.01%             | 2033-11-21      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1900000 | PA      | $1978894.54   | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SERVPRO MASTER ISSUER, LLC                                                       | SERVPRO Master Issuer LLC                                                          | CUSIP: 817743AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11051775 | PA      | $10869619.64  | 0.10%             | 2049-10-25      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | Indonesia Government International Bond                                            | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      975000 | PA      | $958060.33    | 0.01%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Delayed Draw Term Loan                                  | CUSIP: BL4805422<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       84615 | PA      | $85144.22     | 0.00%             | 2031-12-11      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    53476130 | PA      | $48780114.82  | 0.45%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications, Inc                                                        | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4568000 | PA      | $3937604.76   | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                          | Midwest Connector Capital Co LLC                                                   | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      710000 | PA      | $703980.77    | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | Energy Transfer LP                                                                 | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2480309.95   | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group, Inc                                                       | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     2670000 | PA      | $2577851.89   | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings, Inc                                                                 | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      425000 | PA      | $443851.87    | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2313388.00   | 0.02%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5790039.02   | 0.05%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government International Bond                             | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     1475000 | PA      | $1329682.25   | 0.01%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $4073310.41   | 0.04%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Commercial Mortgage Trust                                                       | CUSIP: 05608WAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1797313 | PA      | $1798104.41   | 0.02%             | 2038-06-15      | Variable      | 1.91%                 | Yes           |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1005662.12   | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                        | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $3809854.11   | 0.04%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771AAA4<br>LEI: 549300Z5C0ID42MSJA91 | Long             | ABS-O            | CORP              | US        |      505812 | PA      | $446778.57    | 0.00%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2488758 | PA      | $2404008.62   | 0.02%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XGV30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    36467452 | PA      | $31922754.08  | 0.30%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAC0<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1150000 | PA      | $1205757.75   | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH North America Holdings, Inc                                                     | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      390000 | PA      | $393405.48    | 0.00%             | 2031-01-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CODELCO INC                                                                      | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2780689.68   | 0.03%             | 2029-09-30      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      555851 | PA      | $546100.86    | 0.01%             | 2037-11-20      | Fixed         | 1.34%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | Consolidated Edison Co of New York, Inc                                            | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $9934690.32   | 0.09%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health, Inc                                                               | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9160000 | PA      | $8269094.64   | 0.08%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $585195.57    | 0.01%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                             | Zambia Government International Bond                                               | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      972947 | PA      | $893037.30    | 0.01%             | 2033-06-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06539VAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8864000 | PA      | $7907637.33   | 0.07%             | 2055-02-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | CGMS Commercial Mortgage Trust                                                     | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1175400 | PA      | $1151718.63   | 0.01%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2056398 | PA      | $1671621.77   | 0.02%             | 2052-02-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGIAN ISRAEL FINANCE                                                          | Energean Israel Finance Ltd                                                        | CUSIP: 29290WAA5<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     1450000 | PA      | $1485668.25   | 0.01%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                                | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $904030.20    | 0.01%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                                                     | Olympic Tower Mortgage Trust                                                       | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3850000 | PA      | $3408278.72   | 0.03%             | 2039-05-10      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                     | Aspire Bakeries Holdings LLC                                                       | CUSIP: BL4497584<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |     1161181 | PA      | $1167166.79   | 0.01%             | 2030-12-23      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      387000 | PA      | $374261.51    | 0.00%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5                                                                              | CUSIP: 06644EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2080342.60   | 0.02%             | 2056-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $932988.29    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                                                             | Reworld Holding Corp, Term Loan B                                                  | CUSIP: 22282GAM9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      645302 | PA      | $647238.02    | 0.01%             | 2028-11-30      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                | Kosmos Energy Ltd                                                                  | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      725000 | PA      | $537208.04    | 0.00%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Jane Street Group / JSG Finance Inc                                              | Jane Street Group                                                                  | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2523865.50   | 0.02%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                   | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3422621.66   | 0.03%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                   | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     4000000 | PA      | $3823400.00   | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $2454900.00   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                            | Rackspace Finance, LLC, First Lien Second Out Term Loan                            | CUSIP: 75008UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      520131 | PA      | $240417.43    | 0.00%             | 2028-05-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    10195000 | PA      | $10931199.30  | 0.10%             | 2042-09-25      | Variable      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | CDX-NAHYS44V1-5 Year Index                                                         | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2686231.02  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5745923 | PA      | $4875104.93   | 0.05%             | 2052-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46593FAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6075618 | PA      | $5147251.55   | 0.05%             | 2052-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | FIEMEX Energia-Banco Actinver S.A. Institucion de Banca Multiple                   | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2237063 | PA      | $2268717.71   | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1380000 | PA      | $1344505.02   | 0.01%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                                   | Natixis Commercial Mortgage Securities Trust                                       | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      565499 | PA      | $536230.24    | 0.00%             | 2038-12-15      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2213038.13   | 0.02%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US Foods, Inc                                                                      | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      785000 | PA      | $811668.81    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                   | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      850000 | PA      | $831157.43    | 0.01%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                                                       | Akbank T.A.S.                                                                      | CUSIP: 00971YAJ9<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     1500000 | PA      | $1492500.00   | 0.01%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649TAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1176717 | PA      | $1056026.23   | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                                         | OHA Credit Funding 10 Ltd                                                          | CUSIP: 67707LAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5450000 | PA      | $5458398.45   | 0.05%             | 2036-01-18      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                    | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $462525.70    | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                                           | BX Commercial Mortgage Trust                                                       | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2013187.20   | 0.02%             | 2041-10-15      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                                   | JPMBB Commercial Mortgage Securities Trust                                         | CUSIP: 46644YBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5885000 | PA      | $5567580.17   | 0.05%             | 2048-08-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

**Name of Applicant:** TIAA-CREF Funds

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting