# EDGAR Filing Document

**Accession Number:** 0001084380
**File Stem:** 0001084380-26-000272
**Filing Date:** 2026-2
**Character Count:** 873366
**Document Hash:** 00bedca53d8ff13485d92c683ac7f6ef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001084380-26-000272.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001084380-26-000272

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260225

**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:** 26680781

**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:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10346448780.00

**Total Liabilities:** $101407662.00

**Net Assets:** $10245041118.00

**Delayed Delivery Securities:** $3582260.00

**Cash Not Reported:** $47813091.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -20895.84000000 | **1-Year:** -190506.58000000 | **5-Year:** -782007.07000000 | **10-Year:** -1693141.27000000 | **30-Year:** -2699124.63000000

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

- **3-Month:** -7137.72000000 | **1-Year:** -35935.12000000 | **5-Year:** -108410.14000000 | **10-Year:** -85531.82000000 | **30-Year:** -72437.15000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202747 | 0.61%                | 0.71%                | -0.15%               |
| Class ID C000033991 | 0.67%                | 0.66%                | -0.29%               |
| Class ID C000033992 | 0.66%                | 0.65%                | -0.29%               |
| Class ID C000079556 | 0.68%                | 0.57%                | -0.18%               |
| Class ID C000162549 | 0.68%                | 0.67%                | -0.18%               |
| Class ID C000014635 | 0.59%                | 0.69%                | -0.17%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3251164.76              | $30547735.77                               |
| Month 2  | $-7383029.92             | $35851605.38                               |
| Month 3  | $809698.26               | $-55154853.54                              |

**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        |      252422 | PA      | $234453.88    | 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      | $7337932.50   | 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      | $788169.12    | 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      | $1300468.75   | 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        |    19258834 | PA      | $3248102.51   | 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      | $18199557.00  | 0.18%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG.                                                                      | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4000000 | PA      | $4691028.00   | 0.05%             | N/A             | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms, Inc                                                                | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    11225000 | PA      | $11209958.61  | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings, Inc                                                                 | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2019999.84   | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                            | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1970000 | PA      | $2009230.38   | 0.02%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1425000 | PA      | $1095521.15   | 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      | $1815452.21   | 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      | $1077567.19   | 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      | $1955664.00   | 0.02%             | 2033-11-07      | Fixed         | 6.50%                 | Yes           |                  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      | $1439960.25   | 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      | $7776081.58   | 0.08%             | 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        |    19328385 | PA      | $19337210.80  | 0.19%             | 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      | $2688013.38   | 0.03%             | 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      | $7447649.33   | 0.07%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                                     | Aspire Bakeries Holdings LLC, Term Loan B                                          | CUSIP: N/A<br>LEI: 549300MWN7R72KAKOD18       | Long             | LON              | CORP              | US        |     1161210 | PA      | $1169344.58   | 0.01%             | 2030-12-23      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan C                                                             | CUSIP: BL4881803<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     3935200 | PA      | $3946946.80   | 0.04%             | 2030-09-27      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      133572 | PA      | $137183.31    | 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      | $18856659.44  | 0.18%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                                       | Cornerstone Generation LLC, Term Loan B                                            | CUSIP: BL4790210<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |     1620000 | PA      | $1637504.10   | 0.02%             | 2031-10-28      | Variable      | 7.09%                 | 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        |    11224381 | PA      | $9303980.70   | 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      | $525701.74    | 0.01%             | 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        |      309936 | PA      | $287378.45    | 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      | $5509427.12   | 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        |      658717 | PA      | $655552.96    | 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      | $11610137.27  | 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        |     2108169 | PA      | $2090381.95   | 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        |     3941755 | PA      | $3592234.60   | 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      | $629425.76    | 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      | $2029055.00   | 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        |      333585 | PA      | $277138.15    | 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      | $1710521.84   | 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      | $2423565.32   | 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        |      826187 | PA      | $821171.02    | 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      | $1437393.65   | 0.01%             | 2037-06-10      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                                                    | CF Mortgage Trust                                                                  | CUSIP: 12529WAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1396207.35   | 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      | $1497931.16   | 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        |     1871922 | PA      | $1567782.81   | 0.02%             | 2051-05-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                         | CSAIL Commercial Mortgage Trust                                                    | CUSIP: 22945DAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4895432.50   | 0.05%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  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      | $6606558.40   | 0.06%             | 2039-05-10      | Variable      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust                                                                        | CUSIP: 05547HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3447629.85   | 0.03%             | 2035-08-10      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co                                                                     | Organon & Co, Term Loan                                                            | CUSIP: BL4871606<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |     2527710 | PA      | $2441767.55   | 0.02%             | 2031-05-19      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $4001488.04   | 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      | $2430402.75   | 0.02%             | 2048-09-15      | Variable      | 3.54%                 | 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      | $2670473.64   | 0.03%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                                  | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1844606.76   | 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      | $987864.20    | 0.01%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                | Imperial Fund Mortgage Trust                                                       | CUSIP: 452760AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $937464.50    | 0.01%             | 2055-10-25      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Icon Parent Inc                                                                  | Instructure Holdings, Inc., Repriced Term Loan                                     | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2487516 | PA      | $2494828.92   | 0.02%             | 2031-11-13      | Variable      | 6.44%                 | 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        |     2266645 | PA      | $2246897.08   | 0.02%             | 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        |     4332161 | PA      | $3761426.10   | 0.04%             | 2052-05-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Alterra Mountain Co                                                              | Alterra Mountain Company, Term Loan B9                                             | CUSIP: 46124CAU1<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |      314703 | PA      | $316276.64    | 0.00%             | 2028-08-17      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                           | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     5310000 | PA      | $3095693.31   | 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      | $11375685.25  | 0.11%             | 2049-04-02      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                         | Bidvest Group UK plc                                                               | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     2250000 | PA      | $2292446.25   | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | 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        |      142548 | PA      | $142652.82    | 0.00%             | 2031-09-30      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG.                                                                      | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6450000 | PA      | $6430415.22   | 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        |     4672324 | PA      | $4163494.27   | 0.04%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | Dominican Republic International Bond                                              | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2000000 | PA      | $2003400.00   | 0.02%             | 2035-10-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    24025000 | PA      | $23630855.22  | 0.23%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3929506.54   | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                                | Kommunalbanken AS.                                                                 | CUSIP: 50048MCV0<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | NUSS              | NO        |     2000000 | PA      | $1782170.62   | 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        |     1208956 | PA      | $1025831.19   | 0.01%             | 2051-09-25      | Variable      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-1                                                    | Sequoia Mortgage Trust                                                             | CUSIP: 81747KCE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      364193 | PA      | $304982.97    | 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      | $2063713.33   | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2000000 | PA      | $1972000.00   | 0.02%             | 2035-09-22      | Fixed         | 5.62%                 | 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        |      709458 | PA      | $705024.32    | 0.01%             | 2031-11-26      | Variable      | 6.97%                 | 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        |      956951 | PA      | $832133.78    | 0.01%             | 2051-03-27      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8425000 | PA      | $8833773.67   | 0.09%             | 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      | $841262.00    | 0.01%             | 2050-11-15      | Variable      | 4.09%                 | 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      | $2484115.46   | 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      | $965965.70    | 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        |     2468686 | PA      | $2476906.63   | 0.02%             | 2028-07-31      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5040075.25   | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    41190000 | PA      | $41111159.87  | 0.40%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WEST TECHNOLOGY GRP LLC                                                          | West Corporation, Term Loan B3                                                     | CUSIP: 68162RAH4<br>LEI: 5493005Z5DB0O5S30R71 | Long             | LON              | CORP              | US        |      173926 | PA      | $56199.89     | 0.00%             | 2027-04-12      | Variable      | 8.09%                 | 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        |     3793189 | PA      | $3195665.29   | 0.03%             | 2052-03-25      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    37416483 | PA      | $35643099.23  | 0.35%             | 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      | $1809906.32   | 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      | $1414913.15   | 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        |     3903650 | PA      | $3828824.91   | 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      | $1154254.31   | 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        |    18725000 | PA      | $19625892.89  | 0.19%             | 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        |     4053409 | PA      | $3458152.32   | 0.03%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                             | Commercial Metals Co                                                               | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1117419.90   | 0.01%             | 2035-12-15      | Fixed         | 6.00%                 | 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      | $9005655.95   | 0.09%             | 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        |      709180 | PA      | $603381.62    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                              | Banco Davivienda S.A.                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     1428000 | PA      | $1495658.64   | 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        |    12679963 | PA      | $11471309.78  | 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      | $3044770.41   | 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      | $14280372.93  | 0.14%             | 2032-02-10      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XCKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4124237 | PA      | $3860344.58   | 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        |       47883 | PA      | $47762.33     | 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        |     2916886 | PA      | $2923437.48   | 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      | $1819945.78   | 0.02%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19010000 | PA      | $18576334.38  | 0.18%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11260000 | PA      | $11318499.19  | 0.11%             | 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        |     2456250 | PA      | $2435789.44   | 0.02%             | 2029-09-28      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| FNZ USA FinCo LLC                                                                | FNZ USA FinCo LLC                                                                  | CUSIP: BL4788479<br>LEI: N/A                  | Long             | LON              | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2031-11-05      | Variable      | 9.32%                 | No            |                  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      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 038461AM1<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1050000 | PA      | $1030032.01   | 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        |     8275750 | PA      | $8093864.63   | 0.08%             | 2051-08-15      | Fixed         | 1.92%                 | Yes           |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust 2025-BOCA                                         | BOCA Commercial Mortgage Trust                                                     | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12000000 | PA      | $12035613.60  | 0.12%             | 2042-12-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20783313 | PA      | $20380675.81  | 0.20%             | 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        |      299632 | PA      | $301749.40    | 0.00%             | 2029-05-03      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | Allison Transmission, Inc                                                          | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      770000 | PA      | $781212.92    | 0.01%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2133599.16   | 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      | $1017617.92   | 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        |     7255648 | PA      | $582237.49    | 0.01%             | 2053-05-20      | Variable      | 3.03%                 | 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      | $653370.73    | 0.01%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                                             | Flutter Financing B.V., Term Loan B                                                | CUSIP: BL4862100<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | IE        |     5071500 | PA      | $5073604.67   | 0.05%             | 2030-11-29      | Variable      | 5.42%                 | 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      | $955735.54    | 0.01%             | 2043-06-25      | Variable      | 10.72%                | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                                              | EQT Trust                                                                          | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3221000 | PA      | $3298904.72   | 0.03%             | 2041-07-05      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38379LAE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     2616682 | PA      | $2366347.36   | 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        |    23470000 | PA      | $22950174.24  | 0.22%             | 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      | $2353779.63   | 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        |     1314526 | PA      | $1118116.95   | 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      | $431706.48    | 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      | $2456742.25   | 0.02%             | 2059-01-15      | Variable      | 4.68%                 | 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      | $78599.06     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132QPGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      417958 | PA      | $398366.17    | 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        |     8457623 | PA      | $8045437.71   | 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      | $9985598.69   | 0.10%             | 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      | $1629540.90   | 0.02%             | 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        |      952031 | PA      | $950044.08    | 0.01%             | 2048-09-15      | Variable      | 3.99%                 | No            |                  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      | $309929.56    | 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      | $225417.91    | 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      | $10710517.01  | 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      | $2496710.00   | 0.02%             | 2068-02-25      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| New York Mortgage Trust                                                          | New York Mortgage Trust                                                            | CUSIP: 649603AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       33744 | PA      | $33725.17     | 0.00%             | 2036-02-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | ProLogis LP                                                                        | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1027760.67   | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                           | Albertsons Cos, Inc                                                                | CUSIP: 01309QAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3505000 | PA      | $3580062.52   | 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      | $1508711.72   | 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      | $896638.67    | 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      | $9908994.20   | 0.10%             | 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        |      164196 | PA      | $168181.83    | 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      | $1096875.89   | 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      | $3390150.94   | 0.03%             | 2042-02-25      | Variable      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart, Inc                                                                       | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $4274966.66   | 0.04%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | Fair Isaac Corp                                                                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      570000 | PA      | $585473.79    | 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        |     1586706 | PA      | $1306410.51   | 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        |       55671 | PA      | $52039.29     | 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        |      771736 | PA      | $717769.15    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | 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      | $1100049.75   | 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      | $3624077.50   | 0.04%             | N/A             | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1113176.64   | 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        |     1105306 | PA      | $1111368.91   | 0.01%             | 2028-05-05      | Variable      | 5.97%                 | 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      | $1849195.06   | 0.02%             | 2049-11-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                    | CUSIP: AM6760772<br>LEI: 549300IL6Q1JWU688H15 | Long             | EC               | CORP              | US        |        7607 | NS      | $2662.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS Mortgage Trust                                                               | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151000 | PA      | $159000.07    | 0.00%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $982893.85    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                                                | Bharti Airtel Ltd                                                                  | CUSIP: 08860HAC8<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     2750000 | PA      | $2602440.36   | 0.03%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ContourGlobal Power Holdings SA                                                  | ContourGlobal Power Holdings S.A.                                                  | CUSIP: 21220LAB9<br>LEI: 549300O5AGIFK0PQ1516 | Long             | DBT              | CORP              | LU        |      725000 | PA      | $747554.75    | 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        |     6980715 | PA      | $4811866.26   | 0.05%             | 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        |     7958608 | PA      | $7968400.84   | 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      | $880572.10    | 0.01%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL Corp Ltd                                                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $398486.56    | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | Hungary Government International Bond                                              | CUSIP: 445545AU0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     2975000 | PA      | $2967054.55   | 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      | $835577.83    | 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      | $1564137.00   | 0.02%             | 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      | $1633795.27   | 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      | $3431845.72   | 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        |     4432286 | PA      | $4225948.76   | 0.04%             | 2048-04-15      | Fixed         | 4.00%                 | 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      | $522019.19    | 0.01%             | 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      | $1358138.68   | 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        |      393733 | PA      | $392933.64    | 0.00%             | 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      | $2303813.92   | 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      | $2127312.50   | 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      | $2652863.25   | 0.03%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                 | Light & Wonder International, Inc                                                  | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      500000 | PA      | $506198.92    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                                          | Belron Finance LLC, Repriced Term Loan B                                           | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2377003 | PA      | $2393344.65   | 0.02%             | 2031-10-16      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                                       | Navient Student Loan Trust                                                         | CUSIP: 63941LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      541463 | PA      | $533868.78    | 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        |     2223200 | PA      | $1499270.50   | 0.01%             | 2031-10-07      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| BroadStreet Partners Inc                                                         | Broadstreet Partners, Inc., Term Loan B4                                           | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     4420039 | PA      | $4439729.83   | 0.04%             | 2031-06-16      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    42600980 | PA      | $41784408.26  | 0.41%             | 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      | $20926360.00  | 0.20%             | N/A             | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: —       |
| United States Treasury Note/Bond                                                 | United States Treasury Note/Bond                                                   | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20990000 | PA      | $20049549.56  | 0.20%             | 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        |     1685737 | PA      | $1534270.45   | 0.01%             | 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      | $5389803.44   | 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      | $3142995.52   | 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        |     7294720 | PA      | $100956.74    | 0.00%             | 2052-02-25      | Variable      | 0.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                        | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1125928.13   | 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      | $11253323.35  | 0.11%             | 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      | $1089000.00   | 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      | $2389223.00   | 0.02%             | 2030-02-05      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Term Loan                                               | CUSIP: 82670NAG1<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |     1044076 | PA      | $1049222.86   | 0.01%             | 2031-12-11      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | Florida Power & Light Co                                                           | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3900947.32   | 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      | $368437.03    | 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      | $12893256.79  | 0.13%             | 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        |    16150000 | PA      | $16827508.65  | 0.16%             | 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        |    19328893 | PA      | $19615929.10  | 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      | $1174471.96   | 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      | $2917739.10   | 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      | $5999321.76   | 0.06%             | 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        |     1258456 | PA      | $1253807.10   | 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      | $6175892.19   | 0.06%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | Albertsons Cos, Inc                                                                | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      780000 | PA      | $788223.86    | 0.01%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38380WZL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |      977139 | PA      | $106162.48    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings, Inc                                                                 | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1312258.10   | 0.01%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                             | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     9470000 | PA      | $6191378.52   | 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        |      825781 | PA      | $705423.54    | 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      | $24701024.76  | 0.24%             | 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        |     3273462 | PA      | $2714665.92   | 0.03%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DB Master Finance LLC                                                              | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     1054688 | PA      | $1040089.78   | 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        |     7033705 | PA      | $6107059.12   | 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      | $1657943.55   | 0.02%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | Charter Communications Operating LLC                                               | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4987871.40   | 0.05%             | 2035-12-01      | Fixed         | 5.85%                 | 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      | $1924357.06   | 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      | $1516500.08   | 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      | $2199611.62   | 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        |      156027 | PA      | $142722.78    | 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      | $3613247.80   | 0.04%             | 2047-06-10      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BBPS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5510872 | PA      | $694158.81    | 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        |     3261113 | PA      | $2968177.56   | 0.03%             | 2050-06-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | Level 3 Financing, Inc                                                             | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2160000 | PA      | $2226035.43   | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BXP Trust                                                                        | BXP Trust                                                                          | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1657291.20   | 0.02%             | 2044-01-15      | Variable      | 2.78%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | Quikrete Holdings, Inc., Term Loan B                                               | CUSIP: BL4989184<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     2665855 | PA      | $2677091.58   | 0.03%             | 2032-01-31      | Variable      | 5.97%                 | 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        |      751700 | PA      | $533706.82    | 0.01%             | 2029-03-29      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| CT TRUST                                                                         | CT Trust                                                                           | CUSIP: 12659BAA2<br>LEI: 213800MJB7WO427HQD34 | Long             | DBT              | CORP              | GT        |     1225000 | PA      | $1178174.38   | 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      | $171391.56    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      335000 | PA      | $342106.31    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55445000 | PA      | $41258876.68  | 0.40%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp                                                       | Parexel International Corporation, Repriced Term Loan B                            | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     3096509 | PA      | $3110706.54   | 0.03%             | 2031-12-12      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW LLC                                                                            | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      431354 | PA      | $411183.73    | 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      | $6597446.24   | 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        |     3081004 | PA      | $3089029.77   | 0.03%             | 2030-05-06      | Variable      | 6.22%                 | 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      | $3009757.50   | 0.03%             | 2035-06-15      | Variable      | 5.50%                 | 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      | $3911701.92   | 0.04%             | 2049-11-10      | Variable      | 3.91%                 | 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      | $3734500.00   | 0.04%             | 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        |     5500000 | PA      | $5756005.75   | 0.06%             | 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        |     2982759 | PA      | $2655901.17   | 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        |      689280 | PA      | $694153.54    | 0.01%             | 2030-06-24      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33852EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1685165 | PA      | $1397372.90   | 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        |     9833158 | PA      | $9643669.94   | 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      | $205594.92    | 0.00%             | 2027-11-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| LAMAR MEDIA CORP                                                                 | Lamar Media Corp                                                                   | CUSIP: 513075BW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1996528.20   | 0.02%             | 2029-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5310000 | PA      | $5337794.56   | 0.05%             | 2032-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10162717.90  | 0.10%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop Inc                                                              | Walker & Dunlop, Inc                                                               | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      665000 | PA      | $682239.46    | 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      | $3406880.00   | 0.03%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                                  | Solstice Advanced Materials, Inc                                                   | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |      345000 | PA      | $348033.96    | 0.00%             | 2033-09-30      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                                                             | Indonesia Treasury Bond                                                            | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 28000000000 | PA      | $1766725.92   | 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      | $9031903.50   | 0.09%             | 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        |     1313375 | PA      | $1181830.25   | 0.01%             | 2036-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPCG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     4356741 | PA      | $4210858.24   | 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      | $698091.50    | 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        |     3584981 | PA      | $3256955.52   | 0.03%             | 2034-04-15      | Fixed         | 5.38%                 | Yes           |                  3 | On Loan: No      |
| BANK5 2025-5YR19                                                                 | BANK5                                                                              | CUSIP: 05494RBT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $6200428.80   | 0.06%             | 2058-12-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128MJMC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       39131 | PA      | $40286.10     | 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        |    20510853 | PA      | $129417.33    | 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        |      620733 | PA      | $605113.34    | 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      | $10542101.60  | 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      | $1185837.88   | 0.01%             | 2030-07-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Honduras Government International Bond                                           | Honduras Government International Bond                                             | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     1825000 | PA      | $2053672.50   | 0.02%             | 2034-11-27      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                               | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      549000 | PA      | $553749.40    | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                  | BANK                                                                               | CUSIP: 06541HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $10303324.00  | 0.10%             | 2067-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAM6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      925000 | PA      | $800027.72    | 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      | $2162196.41   | 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        |    23725000 | PA      | $20914770.43  | 0.20%             | 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      | $1577985.68   | 0.02%             | 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      | $8352546.87   | 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      | $719323.79    | 0.01%             | 2035-03-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                              | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     1325000 | PA      | $1390587.94   | 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      | $638037.60    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140QBBS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      206977 | PA      | $182679.82    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNY67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     3935490 | PA      | $3491031.87   | 0.03%             | 2052-09-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEALED AIR US                                                         | Sealed Air Corp                                                                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      670000 | PA      | $681130.04    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                                               | Elmwood CLO 14 Ltd                                                                 | CUSIP: 29003WAQ8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-O            | CORP              | KY        |    11500000 | PA      | $11555234.50  | 0.11%             | 2038-10-20      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | Mars, Inc                                                                          | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3934706.51   | 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        |     7675887 | PA      | $7555715.21   | 0.07%             | 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      | $4252964.45   | 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      | $11977236.07  | 0.12%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1506000.00   | 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      | $3166763.84   | 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        |     5586915 | PA      | $4842438.78   | 0.05%             | 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        |     5385089 | PA      | $4672008.82   | 0.05%             | 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        |     3197892 | PA      | $2671838.55   | 0.03%             | 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        |     3062887 | PA      | $2509793.64   | 0.02%             | 2052-01-25      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | Starwood Property Trust, Inc                                                       | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      815000 | PA      | $850133.02    | 0.01%             | 2030-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes                                                      | CUSIP: 14576AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5693500 | PA      | $5398118.37   | 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        |     4887394 | PA      | $4578069.99   | 0.04%             | 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      | $2934054.90   | 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      | $1722902.50   | 0.02%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                       | Trust 2401                                                                         | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      956000 | PA      | $941660.00    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      844000 | PA      | $867134.04    | 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      | $4034470.23   | 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        |     3411317 | PA      | $3412493.03   | 0.03%             | 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        |     5238544 | PA      | $5042076.03   | 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      | $1331872.85   | 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        |     6683584 | PA      | $5542078.86   | 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      | $1701313.20   | 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        |      609873 | PA      | $513392.69    | 0.01%             | 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      | $5765958.79   | 0.06%             | 2043-10-25      | Variable      | 7.42%                 | 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      | $5350862.61   | 0.05%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  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      | $2042620.00   | 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      | $187656.25    | 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      | $3098913.92   | 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      | $2993573.70   | 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      | $1124723.35   | 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      | $1808925.88   | 0.02%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | Petronas Capital Ltd                                                               | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     4870000 | PA      | $5027380.14   | 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      | $998878.70    | 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      | $6211992.27   | 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        |    58599294 | PA      | $59618322.16  | 0.58%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response, Inc                                                       | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |      355000 | PA      | $368977.71    | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                           | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    10450000 | PA      | $10653076.52  | 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      | $18066231.36  | 0.18%             | 2042-12-25      | Variable      | 8.11%                 | 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      | $2806533.31   | 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        |      140655 | PA      | $141218.71    | 0.00%             | 2031-04-14      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | Hilton Domestic Operating Co, Inc                                                  | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1074585.75   | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  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      | $932362.50    | 0.01%             | 2029-10-15      | Variable      | 6.86%                 | 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        |    29482864 | PA      | $381340.20    | 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      | $1359461.46   | 0.01%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  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        |    48576882 | NS      | $48576881.80  | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CCC Intelligent Solutions Inc                                                    | CCC Intelligent Solutions Inc., Term Loan                                          | CUSIP: 12511BAC6<br>LEI: 5493006JEEL9RIWY5T17 | Long             | LON              | CORP              | US        |      638974 | PA      | $641970.29    | 0.01%             | 2032-01-23      | Variable      | 5.72%                 | 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      | $3722274.12   | 0.04%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings, Inc                                                                 | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1268554.64   | 0.01%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                       | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1157635.83   | 0.01%             | 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        |    31891173 | PA      | $235025.19    | 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      | $1133129.75   | 0.01%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                 | Ingram Micro Inc., Term Loan                                                       | CUSIP: 45258FAE0<br>LEI: 549300KJMEWPKRQZHX63 | Long             | LON              | CORP              | US        |      144893 | PA      | $145889.68    | 0.00%             | 2031-09-22      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| VITALITY RE XIV LTD                                                              | Vitality Re XIV Ltd                                                                | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     3900000 | PA      | $3976830.00   | 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      | $3691021.69   | 0.04%             | 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      | $2151300.90   | 0.02%             | 2062-12-15      | Variable      | 3.77%                 | 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      | $4906447.50   | 0.05%             | 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        |       33366 | PA      | $32982.29     | 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        |     7011841 | PA      | $6519350.76   | 0.06%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                                                              | Banco Industrial S.A.                                                              | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |     1725000 | PA      | $1716547.52   | 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        |    74481790 | PA      | $619971.52    | 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      | $2256979.61   | 0.02%             | 2042-05-18      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos, Inc                                                                    | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1100868.28   | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                 | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      635000 | PA      | $650392.42    | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   200024100 | PA      | $147236489.86 | 1.44%             | 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      | $2492516.85   | 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        |     2219952 | PA      | $1841097.29   | 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      | $1006178.16   | 0.01%             | 2028-10-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      652117 | PA      | $588565.19    | 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        |      492890 | PA      | $495509.66    | 0.00%             | 2029-04-16      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128M5X47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |      138170 | PA      | $145236.81    | 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      | $2399436.78   | 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      | $2068234.00   | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7691785.33   | 0.08%             | 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      | $3099217.29   | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: —       |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      177911 | PA      | $173151.98    | 0.00%             | 2048-05-10      | Variable      | 4.19%                 | 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      | $871750.00    | 0.01%             | 2048-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                    | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $3760396.18   | 0.04%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States                                                                    | United States                                                                      | CUSIP: BL5216785<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     3000000 | PA      | $2994660.00   | 0.03%             | 2032-10-07      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | Pertamina Persero PT                                                               | CUSIP: 69370PAK7<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |     6200000 | PA      | $6176006.00   | 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      | $6775865.04   | 0.07%             | 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        |     4574733 | PA      | $3972041.51   | 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        |     7060009 | PA      | $6732286.45   | 0.07%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YGU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     7741460 | PA      | $7255090.67   | 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        |     1936287 | PA      | $1948901.75   | 0.02%             | 2029-01-08      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                               | Dominican Republic International Bond                                              | CUSIP: 25714PEG9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     2040000 | PA      | $1846200.00   | 0.02%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      720000 | PA      | $717440.62    | 0.01%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    85000000 | PA      | $85494726.35  | 0.83%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                               | Millicom International Cellular S.A.                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     2750000 | PA      | $2857863.25   | 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      | $576549.12    | 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      | $2291389.14   | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     7938049 | PA      | $7596160.46   | 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      | $4886496.91   | 0.05%             | 2042-04-25      | Variable      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11716000 | PA      | $10378187.45  | 0.10%             | 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      | $4878982.75   | 0.05%             | 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      | $5242613.47   | 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        |     5196098 | PA      | $5251809.13   | 0.05%             | 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        |        3975 | PA      | $4069.02      | 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        |      924002 | PA      | $840808.96    | 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        |    17959583 | PA      | $13482159.90  | 0.13%             | 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      | $14070182.59  | 0.14%             | 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        |     4698106 | PA      | $4238328.16   | 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      | $6281665.10   | 0.06%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                                | CUSIP: 80413TAR0<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2810000 | PA      | $1985571.51   | 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      | $2685755.47   | 0.03%             | 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        |      987639 | PA      | $822580.71    | 0.01%             | 2052-10-25      | Variable      | 3.24%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank (FHLB)                                                      | CUSIP: 313385RM0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     5000000 | PA      | $4996587.50   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                          | Zayo Group Holdings, Inc., Term Loan                                               | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     1394520 | PA      | $1327332.19   | 0.01%             | 2030-03-11      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | Serbia International Bond                                                          | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1525000 | PA      | $1576601.41   | 0.02%             | 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      | $3201664.16   | 0.03%             | 2062-12-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SHR Trust 2024-LXRY                                                              | SHR Trust                                                                          | CUSIP: 784234AE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3800000 | PA      | $3822968.72   | 0.04%             | 2041-10-15      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1415000 | PA      | $1325264.66   | 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      | $9318405.60   | 0.09%             | 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      | $14813018.17  | 0.14%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONAIR HOLDINGS LLC                                                              | Conair Holdings, LLC, Term Loan B                                                  | CUSIP: 20600RAB8<br>LEI: 549300804G00T34FLV17 | Long             | LON              | CORP              | US        |     1239500 | PA      | $652286.88    | 0.01%             | 2028-05-17      | Variable      | 7.58%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF IRAQ                                                                 | Iraq Government International Bond                                                 | CUSIP: 462652AA6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IQ        |      728125 | PA      | $725186.64    | 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      | $5704454.45   | 0.06%             | 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      | $2280517.43   | 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        |     5538264 | PA      | $4909781.03   | 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      | $1573654.59   | 0.02%             | 2041-01-23      | Fixed         | 8.38%                 | Yes           |                  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      | $4593014.96   | 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        |     8666180 | PA      | $7291600.66   | 0.07%             | 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        |       32533 | PA      | $30963.11     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                           | ASURION LLC                                                                        | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      500000 | PA      | $518805.71    | 0.01%             | 2032-12-31      | Fixed         | 8.00%                 | 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      | $3047298.54   | 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        |     2212122 | PA      | $2073869.99   | 0.02%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                       | Bangkok Bank PCL                                                                   | CUSIP: 06000BAC6<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     1800000 | PA      | $1879704.47   | 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      | $1827374.40   | 0.02%             | 2048-04-10      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners LP                                                                | CUSIP: 118230AW1<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |      400000 | PA      | $419900.40    | 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      | $8228907.60   | 0.08%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655DBX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13244842 | PA      | $11499925.61  | 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      | $2504785.00   | 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      | $941274.70    | 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        |     6401960 | PA      | $4672804.41   | 0.05%             | 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      | $7533824.89   | 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      | $655526.29    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                               | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3835724.21   | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | Alphabet, Inc                                                                      | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    19825000 | PA      | $19885842.53  | 0.19%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Service Corp International/US                                                    | Service Corp International                                                         | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1221287.78   | 0.01%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BPJA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     7146778 | PA      | $7302082.87   | 0.07%             | 2052-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA, Inc                                                                           | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    11650000 | PA      | $11872970.05  | 0.12%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Staples Inc                                                                      | Staples, Inc                                                                       | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $994180.71    | 0.01%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                     | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15750000 | PA      | $16215590.48  | 0.16%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                                            | Civitas Resources, Inc                                                             | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1483765.92   | 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        |     8764761 | PA      | $959312.75    | 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      | $2074938.52   | 0.02%             | 2030-07-07      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    12425000 | PA      | $12766164.16  | 0.12%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9147441.97   | 0.09%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    63873944 | PA      | $60958363.99  | 0.60%             | 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        |     7676862 | PA      | $7324674.09   | 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        |     6818000 | PA      | $6855019.63   | 0.07%             | 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      | $5095268.87   | 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        |     8876913 | PA      | $8313958.27   | 0.08%             | 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      | $1379437.50   | 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      | $2436086.70   | 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      | $2277568.34   | 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        |      990000 | PA      | $998662.50    | 0.01%             | 2031-11-03      | Variable      | 6.22%                 | 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      | $365333.50    | 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      | $3704793.08   | 0.04%             | 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        |     1525000 | PA      | $1322460.42   | 0.01%             | 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      | $1738154.78   | 0.02%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                   | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      725000 | PA      | $605573.81    | 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      | $4645122.00   | 0.05%             | 2039-10-14      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics, Inc                                                             | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      535000 | PA      | $554555.07    | 0.01%             | 2033-08-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| McGraw-Hill Education Inc                                                        | McGraw-Hill Education, Inc                                                         | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1208040.27   | 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        |    10758876 | PA      | $9168955.26   | 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      | $736267.79    | 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      | $2362323.25   | 0.02%             | 2038-07-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                               | Venture Global Plaquemines LNG LLC                                                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      550000 | PA      | $560089.44    | 0.01%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29425000 | PA      | $30572853.36  | 0.30%             | 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        |    36313328 | PA      | $209734.89    | 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        |     5417356 | PA      | $5151723.87   | 0.05%             | 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      | $628332.50    | 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        |     2434571 | PA      | $2138136.97   | 0.02%             | 2052-06-25      | Variable      | 3.00%                 | Yes           |                  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      | $6775206.40   | 0.07%             | 2057-07-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| IRB Holding Corp                                                                 | IRB Holding Corp, Term Loan B                                                      | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |      840440 | PA      | $843348.31    | 0.01%             | 2030-12-16      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets, Inc                                                    | MARKIT CDX.NA.HY.45 12                                                             | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DCR              | CORP              | US        |           1 | NC      | $-12452577.78 | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc                                                                     | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1504500.90   | 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        |     5366900 | PA      | $5090903.34   | 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      | $5062605.00   | 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      | $4686800.70   | 0.05%             | 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      | $431168.45    | 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      | $10094878.33  | 0.10%             | 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      | $510109.82    | 0.00%             | 2028-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Signia Aerospace LLC                                                             | Air Comm Corporation, LLC, Delayed Draw Term Loan                                  | CUSIP: 82670NAH9<br>LEI: 254900S9ONE06XB1T251 | Long             | LON              | CORP              | US        |       50769 | PA      | $51019.53     | 0.00%             | 2031-12-11      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                         | Kazakhstan Government International Bond                                           | CUSIP: 486661BP5<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |     1750000 | PA      | $1803676.00   | 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      | $1434588.10   | 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        |     1787607 | PA      | $1653323.74   | 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        |      403024 | PA      | $399643.07    | 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        |     3818658 | PA      | $3654462.13   | 0.04%             | 2052-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Madison Safety & Flow LLC                                                        | Madison Safety & Flow LLC, First Lien Term Loan B                                  | CUSIP: 55822DAN1<br>LEI: 5493007D2J7BBIFYBY65 | Long             | LON              | CORP              | US        |      892791 | PA      | $900232.50    | 0.01%             | 2031-09-26      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Mortgage Trust                                                               | CUSIP: 07336DAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4306690 | PA      | $4461271.12   | 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        |      424968 | PA      | $406153.69    | 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        |     1948245 | PA      | $1950331.27   | 0.02%             | 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      | $1471706.25   | 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      | $651122.64    | 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      | $550371.80    | 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        |     5616308 | PA      | $4802006.07   | 0.05%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                          | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1224063.04   | 0.01%             | 2030-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      800000 | PA      | $798169.31    | 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      | $819755.97    | 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        |      712938 | PA      | $674787.42    | 0.01%             | 2069-01-15      | Fixed         | 1.31%                 | 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        |     6433851 | PA      | $5807612.00   | 0.06%             | 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      | $1576803.44   | 0.02%             | 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      | $2129950.00   | 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      | $7338412.96   | 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      | $49098.94     | 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      | $6400154.62   | 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      | $2199348.75   | 0.02%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1175000 | PA      | $1206210.94   | 0.01%             | 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        |      577107 | PA      | $577897.64    | 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        |      205732 | PA      | $207018.16    | 0.00%             | 2029-04-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trust 2024-CORE                                        | WCORE Commercial Mortgage Trust                                                    | CUSIP: 951913AC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2010448.80   | 0.02%             | 2041-11-15      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    39864479 | PA      | $40455185.72  | 0.39%             | 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      | $2476169.92   | 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      | $8528919.00   | 0.08%             | 2029-06-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                  | Standard Building Solutions, Inc                                                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1700858.97   | 0.02%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                         | CHS                                                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5869954.38   | 0.06%             | 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      | $1586643.06   | 0.02%             | 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        |     8260000 | PA      | $8597821.11   | 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      | $1967587.22   | 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      | $1710225.00   | 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        |     1928990 | PA      | $1858616.99   | 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      | $3719755.85   | 0.04%             | 2043-01-25      | Variable      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                                                               | Serbia Government International Bond                                               | CUSIP: 817477AH5<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     1810000 | PA      | $1936669.27   | 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      | $511502.18    | 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      | $819197.58    | 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      | $420021.00    | 0.00%             | 2031-07-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust 2025-C                                                | CPS Auto Receivables Trust                                                         | CUSIP: 12634SAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11170000 | PA      | $11247135.55  | 0.11%             | 2031-10-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Holdco II SAS                                                                    | Iliad Holding SASU                                                                 | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      865000 | PA      | $930955.39    | 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      | $3643547.41   | 0.04%             | 2049-10-10      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                                                           | Republic of Uzbekistan International Bond                                          | CUSIP: 91822Q2C0<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     1700000 | PA      | $1577683.95   | 0.02%             | 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      | $9799310.29   | 0.10%             | 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        |     2039129 | PA      | $1950878.13   | 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      | $4246522.43   | 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      | $2956022.43   | 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      | $11868017.53  | 0.12%             | 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      | $5938495.12   | 0.06%             | 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        |    17304284 | PA      | $15538565.40  | 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      | $2881500.00   | 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      | $3852229.82   | 0.04%             | 2043-05-25      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    18500000 | PA      | $16601444.90  | 0.16%             | 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      | $1329336.79   | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE Electric Co                                                                    | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2719630.18   | 0.03%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government International Bond                                            | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      525000 | PA      | $469087.50    | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC / Windstream Escrow Finance Corp                         | Windstream Escrow LLC                                                              | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      760000 | PA      | $797824.87    | 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        |      472020 | PA      | $366405.87    | 0.00%             | 2028-03-06      | Variable      | 8.02%                 | 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      | $4937001.81   | 0.05%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Saudi Awwal Bank                                                                 | Saudi Awwal Bank                                                                   | CUSIP: YL5970378<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |     4000000 | PA      | $4057266.80   | 0.04%             | 2035-09-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | Ukraine Government International Bond                                              | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      429744 | PA      | $242805.36    | 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        |     4589714 | PA      | $4523256.60   | 0.04%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP Transmission Co LLC                                                            | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5569439.47   | 0.05%             | 2035-06-15      | Fixed         | 5.38%                 | 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      | $3367806.07   | 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      | $5063075.05   | 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      | $1227933.60   | 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      | $730945.00    | 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        |       97129 | PA      | $96851.26     | 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        |     3372346 | PA      | $623066.86    | 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        |     8159857 | PA      | $6766928.44   | 0.07%             | 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      | $705155.44    | 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      | $4391258.03   | 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        |     3634030 | PA      | $3281707.38   | 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        |      901672 | PA      | $898490.78    | 0.01%             | 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      | $2227918.86   | 0.02%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | Meta Platforms, Inc                                                                | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11229320.23  | 0.11%             | 2055-11-15      | Fixed         | 5.62%                 | 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        |     2342169 | PA      | $2354618.11   | 0.02%             | 2030-05-17      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    59979018 | PA      | $57143682.40  | 0.56%             | 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      | $4000054.00   | 0.04%             | 2042-03-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418MY89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      218203 | PA      | $227748.54    | 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      | $2324241.38   | 0.02%             | 2049-03-17      | Variable      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DMXE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4749586 | PA      | $4318933.64   | 0.04%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                      | RCKT Mortgage Trust                                                                | CUSIP: 74938WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11888532 | PA      | $9858208.60   | 0.10%             | 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      | $536887.12    | 0.01%             | 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        |    27148866 | PA      | $27616819.59  | 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        |      454812 | PA      | $454987.60    | 0.00%             | 2028-04-24      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                                    | Discover Bank                                                                      | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2144101.85   | 0.02%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | Calpine Corporation, Term Loan B5                                                  | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |      653019 | PA      | $653632.95    | 0.01%             | 2032-02-27      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INC                                                                   | Transocean, Inc                                                                    | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      832500 | PA      | $869885.91    | 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      | $3231398.80   | 0.03%             | 2050-11-10      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO Corp                                                                         | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2951988.70   | 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        |    16499399 | PA      | $13681631.73  | 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        |     2575000 | PA      | $2609199.22   | 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      | $7002429.16   | 0.07%             | 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      | $4938550.24   | 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      | $1499847.15   | 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      | $2700494.49   | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                       | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     5358000 | PA      | $3133323.09   | 0.03%             | 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        |     3481055 | PA      | $3490035.72   | 0.03%             | 2031-04-23      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    45500000 | PA      | $46844363.02  | 0.46%             | 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      | $1869897.51   | 0.02%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3450000 | PA      | $3110754.26   | 0.03%             | 2041-12-10      | Variable      | 2.94%                 | Yes           |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                                                         | SIERRACOL EN AND                                                                   | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2196000 | PA      | $2087704.26   | 0.02%             | 2030-11-14      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Corebridge Financial Inc                                                         | Corebridge Financial, Inc                                                          | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3633082.41   | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | 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        |     1788783 | PA      | $1467862.96   | 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      | $10239530.00  | 0.10%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46643UDN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1294429 | PA      | $1278137.64   | 0.01%             | 2044-12-25      | Variable      | 5.50%                 | 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      | $4886012.75   | 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      | $2983147.14   | 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      | $1062511.90   | 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      | $4800371.50   | 0.05%             | 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        |      393424 | PA      | $395346.01    | 0.00%             | 2031-02-28      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 31287QER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       36446 | PA      | $38310.27     | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                                                            | Costa Rica Government International Bond                                           | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     1600000 | PA      | $1752000.00   | 0.02%             | 2044-04-04      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                        | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1795423.23   | 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      | $1482862.25   | 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        |    16890076 | PA      | $17175997.34  | 0.17%             | 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        |    31034932 | PA      | $29581292.93  | 0.29%             | 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      | $1695616.44   | 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        |      727517 | PA      | $733678.92    | 0.01%             | 2028-10-05      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90353DBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2006000 | PA      | $1896491.66   | 0.02%             | 2051-08-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1920516 | PA      | $1671524.58   | 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      | $1757290.00   | 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        |     1812718 | PA      | $1503141.88   | 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      | $2053913.30   | 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      | $1445818.05   | 0.01%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                    | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     1400000 | PA      | $1425330.20   | 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      | $7458286.50   | 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        |     1517863 | PA      | $1518166.29   | 0.01%             | 2028-08-02      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                            | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      500000 | PA      | $473570.00    | 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      | $1217566.48   | 0.01%             | 2029-01-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS Health Corp                                                                    | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $8419195.54   | 0.08%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12593YBL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5075000 | PA      | $4966458.44   | 0.05%             | 2049-02-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | Ryan Specialty LLC                                                                 | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1006441.36   | 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      | $649425.00    | 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      | $978664.11    | 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        |     1549801 | PA      | $1555209.55   | 0.02%             | 2032-11-08      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                  | Trust Fibra Uno                                                                    | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      494000 | PA      | $483425.68    | 0.00%             | 2030-01-15      | Fixed         | 4.87%                 | Yes           |                  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      | $721075.60    | 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        |    10655000 | PA      | $10918599.37  | 0.11%             | 2042-03-25      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                       | Air Canada, Term Loan B                                                            | CUSIP: BL4807543<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | LON              | CORP              | CA        |     1601475 | PA      | $1613990.53   | 0.02%             | 2031-03-21      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TransDigm, Inc., Term Loan K                                                       | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     3381062 | PA      | $3394653.96   | 0.03%             | 2030-03-22      | Variable      | 5.97%                 | 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      | $1924510.00   | 0.02%             | 2028-01-07      | Variable      | 0.00%                 | Yes           |                  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      | $2961043.50   | 0.03%             | 2050-11-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $7283990.25   | 0.07%             | 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      | $10413730.63  | 0.10%             | 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      | $747032.74    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Arcor SAIC                                                                       | Arcor SAIC                                                                         | CUSIP: 03965PAE1<br>LEI: 529900B2ROYOJG45VO88 | Long             | DBT              | CORP              | AR        |     1400000 | PA      | $1412599.99   | 0.01%             | 2033-07-31      | Fixed         | 7.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EUP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1930350 | PA      | $1834756.54   | 0.02%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | Asurion LLC, Term Loan B13                                                         | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      311801 | PA      | $312069.45    | 0.00%             | 2030-09-19      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl, Term Loan B                                                     | CUSIP: BL4569192<br>LEI: 2549002L1LBQZKA7UN30 | Long             | LON              | CORP              | LU        |     1007227 | PA      | $895807.30    | 0.01%             | 2029-11-30      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | Lloyds Banking Group plc                                                           | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     5900000 | PA      | $6110842.40   | 0.06%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    31022049 | PA      | $30411437.04  | 0.30%             | 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      | $4472693.95   | 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        |     2016038 | PA      | $1654667.82   | 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      | $2914880.41   | 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      | $1274592.15   | 0.01%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16930000 | PA      | $16896933.68  | 0.16%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4621000 | PA      | $4080630.43   | 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      | $1812022.50   | 0.02%             | 2031-02-14      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                           | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1756000 | PA      | $1760142.37   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XFZZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     8137829 | PA      | $7613798.49   | 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      | $6137067.20   | 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      | $741644.83    | 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      | $3400893.70   | 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        |      525504 | PA      | $507799.59    | 0.00%             | 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      | $1052284.53   | 0.01%             | 2029-01-13      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NiSource, Inc                                                                      | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2641648.37   | 0.03%             | 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      | $7743203.27   | 0.08%             | 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      | $4598044.93   | 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        |     5644331 | PA      | $4759541.58   | 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      | $2157112.00   | 0.02%             | 2051-05-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                                              | Cushman & Wakefield U.S. Borrower, LLC, Term Loan                                  | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      419707 | PA      | $424430.47    | 0.00%             | 2030-01-31      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3062053.20   | 0.03%             | 2056-04-15      | Fixed         | 5.63%                 | 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      | $9012700.20   | 0.09%             | 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        |     1458414 | PA      | $1466311.10   | 0.01%             | 2032-02-19      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                             | CUSIP: 699149AB6<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2200000 | PA      | $2275292.12   | 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      | $12383075.33  | 0.12%             | 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      | $1697474.46   | 0.02%             | 2043-07-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| GFL ES US LLC                                                                    | GFL Environmental Inc., Term Loan B                                                | CUSIP: BL4990463<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | CA        |     1995000 | PA      | $2005972.50   | 0.02%             | 2032-03-03      | Variable      | 6.27%                 | 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      | $1494937.16   | 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        |     2284782 | PA      | $2062363.81   | 0.02%             | 2052-06-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo S.p.A                                                              | CUSIP: 01538TAA3<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |     4725495 | PA      | $3801840.21   | 0.04%             | 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      | $5424006.91   | 0.05%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HOLOGIC INC                                                                      | Hologic, Inc                                                                       | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3449498.54   | 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      | $5558538.33   | 0.05%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      208700 | NS      | $5315589.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128LXA59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       50016 | PA      | $50515.61     | 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        |       38485 | PA      | $38605.58     | 0.00%             | 2027-08-02      | Variable      | 9.10%                 | 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        |     2000000 | PA      | $2075000.00   | 0.02%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | Howmet Aerospace, Inc                                                              | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     5525000 | PA      | $5549619.23   | 0.05%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138YHU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      998404 | PA      | $951161.78    | 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      | $1533377.37   | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                            | Nigeria Government International Bond                                              | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     2000000 | PA      | $2147426.40   | 0.02%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2127000 | PA      | $1633540.25   | 0.02%             | 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      | $10678485.76  | 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      | $1224739.04   | 0.01%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2866221.60   | 0.03%             | 2052-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5770344 | PA      | $5815162.35   | 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        |     2017000 | PA      | $1896653.27   | 0.02%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| MLN US Holdco LLC                                                                | MLN US Holdco LLC                                                                  | CUSIP: N/A<br>LEI: 549300QKU7NPW6O86862       | Long             | EC               | CORP              | US        |         726 | NS      | $7.26         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                          | Talen Energy Supply LLC                                                            | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1515000 | PA      | $1566645.82   | 0.02%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                        | Block, Inc                                                                         | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      360000 | PA      | $369579.24    | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                          | Aeropuerto Internacional de Tocumen S.A.                                           | CUSIP: 00787CAD4<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     1450000 | PA      | $1210532.50   | 0.01%             | 2041-08-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF Commercial Mortgage Trust                                                     | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2650976.50   | 0.03%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Delayed Draw Term Loan                                                | CUSIP: 91732NAP8<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |      130769 | PA      | $131464.27    | 0.00%             | 2031-09-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | Brown & Brown, Inc                                                                 | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1332961.67   | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                          | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      500000 | PA      | $499955.75    | 0.00%             | 2034-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9500000 | PA      | $9152656.25   | 0.09%             | 2055-11-15      | Fixed         | 4.62%                 | 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        |     2111317 | PA      | $1766804.82   | 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        |    16320000 | PA      | $16008526.27  | 0.16%             | 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        |     1860000 | PA      | $1814502.35   | 0.02%             | 2049-03-17      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings plc                                                     | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     2300000 | PA      | $2231315.88   | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                               | Angolan Government International Bond                                              | CUSIP: 035198AC4<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1600000 | PA      | $1405685.98   | 0.01%             | 2048-05-08      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | Kinetik Holdings LP                                                                | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2059354.00   | 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        |     1322978 | PA      | $1178111.93   | 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        |      690067 | PA      | $678380.00    | 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        |     5823074 | PA      | $1009512.05   | 0.01%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BNB62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5246388 | PA      | $4581061.49   | 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        |      118000 | PA      | $118042.27    | 0.00%             | 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        |     9875000 | PA      | $9573700.42   | 0.09%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | Union Electric Co                                                                  | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2060559.25   | 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      | $3060729.90   | 0.03%             | 2039-07-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160733 | PA      | $147797.02    | 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      | $837862.00    | 0.01%             | 2039-11-13      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     4215000 | PA      | $4210026.13   | 0.04%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart, Inc                                                                       | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $4554335.29   | 0.04%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | OneMain Finance Corp                                                               | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1167427.12   | 0.01%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAB2<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1600000 | PA      | $1664160.00   | 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      | $1309191.66   | 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      | $3061150.49   | 0.03%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67000000 | PA      | $67384726.73  | 0.66%             | 2032-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5158409.95   | 0.05%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                                              | Buckeye Partners, L.P., Term Loan B7                                               | CUSIP: 11823LAR6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | LON              | CORP              | US        |      338456 | PA      | $340742.70    | 0.00%             | 2032-11-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140XFSL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    20555360 | PA      | $17617080.92  | 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        |    12585841 | PA      | $2503693.80   | 0.02%             | 2040-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Bank                                                              | Fixed Income Clearing Corp                                                         | CUSIP: RPEJ53Q76<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    72026000 | PA      | $72026000.00  | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    86704000 | PA      | $70196371.68  | 0.69%             | 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      | $746314.39    | 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      | $6227329.89   | 0.06%             | 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      | $1934640.60   | 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        |     2099793 | PA      | $1893944.00   | 0.02%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                                   | Sequoia Mortgage Trust                                                             | CUSIP: 81748UAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    18136867 | PA      | $16853656.74  | 0.16%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AVAYA INC                                                                        | Avaya, Inc., Exit Term Loan                                                        | CUSIP: 05349UBN1<br>LEI: J6LB5QIFSP2MFEFG4U76 | Long             | LON              | CORP              | US        |      105241 | PA      | $94830.17     | 0.00%             | 2028-08-01      | Variable      | 11.22%                | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust                                                     | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      825840 | PA      | $806110.51    | 0.01%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    67364000 | PA      | $67285057.48  | 0.66%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655LAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8043383 | PA      | $7250342.03   | 0.07%             | 2052-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                               | MetroNet Infrastructure Issuer LLC                                                 | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    11250000 | PA      | $11408563.13  | 0.11%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Investment Lo                                                   | Structured Asset Investment Loan Trust                                             | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      183299 | PA      | $176785.23    | 0.00%             | 2034-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                                                           | Acrisure LLC                                                                       | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2486746.23   | 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      | $951300.68    | 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      | $4240792.40   | 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        |      333132 | PA      | $283608.84    | 0.00%             | 2052-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T, Inc                                                                          | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    18125000 | PA      | $17901329.53  | 0.17%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1396336.65   | 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        |      244779 | PA      | $230692.82    | 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        |    10447878 | PA      | $8786075.14   | 0.09%             | 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        |     2574570 | PA      | $2158589.36   | 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        |     9207353 | PA      | $8319541.66   | 0.08%             | 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      | $2959510.20   | 0.03%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276UAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2562500 | PA      | $2525961.83   | 0.02%             | 2050-12-15      | Variable      | 3.89%                 | 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      | $2453935.87   | 0.02%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                                   | Wells Fargo Mortgage Backed Securities Trust                                       | CUSIP: 949798AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9947623 | PA      | $8261182.41   | 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      | $480626.04    | 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        |      190064 | PA      | $190420.12    | 0.00%             | 2027-11-30      | Variable      | 6.75%                 | 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        |       61290 | PA      | $58261.48     | 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      | $3157032.41   | 0.03%             | 2033-04-14      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| RUMO LUXEMBOURG SARL                                                             | Rumo Luxembourg Sarl                                                               | CUSIP: 781467AC9<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $2994450.00   | 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      | $2688588.42   | 0.03%             | 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      | $1999060.36   | 0.02%             | 2030-06-18      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BANK5 2025-5YR19                                                                 | BANK5                                                                              | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5500000 | PA      | $5689363.90   | 0.06%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS Energy Corp                                                                    | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     6465000 | PA      | $6647765.55   | 0.06%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                          | CUSIP: 737679DC1<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |      135000 | PA      | $169672.13    | 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      | $18207272.90  | 0.18%             | 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      | $915494.30    | 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      | $5317365.57   | 0.05%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                                | Iliad Holding SASU                                                                 | CUSIP: 449691AC8<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |      892000 | PA      | $903091.13    | 0.01%             | 2028-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                  | BANK                                                                               | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12650000 | PA      | $13038633.30  | 0.13%             | 2067-12-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 56 Ltd                                        | Neuberger Berman CLO Ltd                                                           | CUSIP: 64135TAE0<br>LEI: 2549001742TZTUKJHB13 | Long             | ABS-O            | CORP              | KY        |     1100000 | PA      | $1103246.10   | 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      | $2968103.87   | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                          | WEX, Inc                                                                           | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      800000 | PA      | $818928.80    | 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      | $1470174.11   | 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        |     8012315 | PA      | $6823292.10   | 0.07%             | 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      | $3341667.88   | 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      | $2886987.59   | 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        |     2617660 | PA      | $2611072.21   | 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        |      863473 | PA      | $707681.78    | 0.01%             | 2051-12-25      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| GSJP Trust 2025-BEDS                                                             | GSJP Trust                                                                         | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $10019418.00  | 0.10%             | 2042-12-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONDA SA                                                                    | Telecomunicaciones Digitales S.A.                                                  | CUSIP: 12686LAA7<br>LEI: 5299008Q5GONPYNF9J32 | Long             | DBT              | CORP              | PA        |     1575000 | PA      | $1499053.50   | 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      | $7247069.48   | 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        |      269097 | PA      | $267756.18    | 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      | $4385052.14   | 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      | $624805.20    | 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      | $2462712.12   | 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      | $2320538.75   | 0.02%             | 2036-07-15      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | Saudi Government International Bond                                                | CUSIP: 80413TBG3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     1650000 | PA      | $1687832.39   | 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        |    51652298 | PA      | $45846128.66  | 0.45%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-B33RP                                 | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 95004RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3915000 | PA      | $3918770.15   | 0.04%             | 2042-08-15      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Bangkok Bank PCL/Hong Kong                                                       | Bangkok Bank PCL                                                                   | CUSIP: 059895AZ5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2400000 | PA      | $2397992.66   | 0.02%             | 2035-11-26      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9140000 | PA      | $9160350.76   | 0.09%             | 2027-08-31      | Fixed         | 3.62%                 | 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      | $1393267.51   | 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        |    14400000 | PA      | $2306670.03   | 0.02%             | 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      | $2385599.26   | 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        |    26432634 | PA      | $25950026.29  | 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: BL4573418<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |      997927 | PA      | $986555.77    | 0.01%             | 2031-01-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                                                                 | Organon Finance  LLC                                                               | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2608814.31   | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                                                            | Icahn Enterprises LP                                                               | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3278605.04   | 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      | $4762894.90   | 0.05%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| EJF SIDECAR FUND, SERIES LLC                                                     | EJF SIDECAR FUND, SERIES LLC                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        5099 | NS      | $89801.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   162082022 | PA      | $164417501.16 | 1.60%             | 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      | $4137506.56   | 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        |     1975038 | PA      | $1968105.21   | 0.02%             | 2029-11-30      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                                                           | Power Finance Corp Ltd                                                             | CUSIP: 73928QAB4<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     2975000 | PA      | $2901294.38   | 0.03%             | 2030-04-23      | Fixed         | 3.95%                 | Yes           |                  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      | $3621648.51   | 0.04%             | 2030-04-23      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | Mexico Government International Bond                                               | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1750000 | PA      | $1884750.00   | 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        |     2127941 | PA      | $2085399.04   | 0.02%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2497000 | PA      | $1478648.49   | 0.01%             | 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      | $824083.46    | 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      | $2831078.40   | 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        |     9409000 | PA      | $1781331.65   | 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      | $1144690.92   | 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      | $7776815.04   | 0.08%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      500000 | PA      | $503663.50    | 0.00%             | 2031-03-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ARTERRA WINES CANADA INC                                                         | Arterra Wines Canada, Inc., Term Loan                                              | CUSIP: BL3482405<br>LEI: 5493000SZ7NOM4G34E58 | Long             | LON              | CORP              | CA        |      585801 | PA      | $577119.76    | 0.01%             | 2027-11-26      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     3675000 | PA      | $3739848.83   | 0.04%             | 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      | $825517.87    | 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        |     8615618 | PA      | $7424332.41   | 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        |       96923 | PA      | $96679.16     | 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      | $3367909.83   | 0.03%             | 2031-02-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| GSAT Trust 2025-BMF                                                              | GSAT Trust                                                                         | CUSIP: 36271XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5012712.00   | 0.05%             | 2040-07-15      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1964332.60   | 0.02%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9010000 | PA      | $9133535.57   | 0.09%             | 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      | $2042110.00   | 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        |     1066605 | PA      | $1046271.95   | 0.01%             | 2031-09-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     9525000 | PA      | $9677696.42   | 0.09%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  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      | $1721764.60   | 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      | $7188701.19   | 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        |      183007 | PA      | $166924.41    | 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        |     4023718 | PA      | $3340112.46   | 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        |      362285 | PA      | $312224.89    | 0.00%             | 2052-08-25      | Variable      | 3.41%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    33986817 | PA      | $34039119.45  | 0.33%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $5580820.31   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4457351.67   | 0.04%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    93145000 | PA      | $93163192.15  | 0.91%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     8452767 | PA      | $8460984.67   | 0.08%             | 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      | $2706707.43   | 0.03%             | 2027-01-31      | Fixed         | 4.12%                 | 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      | $11416053.54  | 0.11%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46649YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      105240 | PA      | $98652.71     | 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      | $223136.28    | 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      | $3771146.59   | 0.04%             | 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        |     2435518 | PA      | $2405963.77   | 0.02%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746FCB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      679727 | PA      | $651360.54    | 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      | $4702757.18   | 0.05%             | 2043-04-25      | Variable      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust                                                                        | CUSIP: 05547HAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2407283.75   | 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      | $6721579.00   | 0.07%             | 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        |     6930390 | PA      | $6635662.94   | 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      | $2190721.41   | 0.02%             | 2029-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592KBP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    23375771 | PA      | $171882.04    | 0.00%             | 2051-07-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                                                | Flagstar Mortgage Trust                                                            | CUSIP: 33851PBX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2261098 | PA      | $1880963.77   | 0.02%             | 2051-07-25      | Variable      | 3.33%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy, Inc                                                                    | CUSIP: 629377CE0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1254776.25   | 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      | $1244691.80   | 0.01%             | 2053-02-13      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Molina Healthcare Inc                                                            | Molina Healthcare, Inc                                                             | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1196489.90   | 0.01%             | 2031-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                                 | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3039776.19   | 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      | $5383580.06   | 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      | $981899.49    | 0.01%             | 2027-07-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5785289 | PA      | $5784947.20   | 0.06%             | 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        |    34682594 | PA      | $35614431.74  | 0.35%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                    | TopBuild Corp                                                                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      400000 | PA      | $404634.60    | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                                   | BBCMS Trust                                                                        | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2379659.75   | 0.02%             | 2035-08-10      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                                                    | CommScope, Inc., Term Loan                                                         | CUSIP: BL4902708<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |     2575968 | PA      | $2584159.69   | 0.03%             | 2029-12-17      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| Niagara Energy SAC                                                               | Niagara Energy SAC                                                                 | CUSIP: 65345YAA0<br>LEI: 254900V9UGCG42YQ6848 | Long             | DBT              | CORP              | PE        |     2000000 | PA      | $2036967.40   | 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        |     1411125 | PA      | $1456346.22   | 0.01%             | 2033-06-26      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | Benchmark Mortgage Trust                                                           | CUSIP: 08162VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2269679.50   | 0.02%             | 2062-03-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | Rocket Cos, Inc                                                                    | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1172946.38   | 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      | $848560.82    | 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      | $3699333.41   | 0.04%             | 2050-05-29      | Fixed         | 3.13%                 | 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      | $345199.30    | 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        |     2158984 | PA      | $2142330.91   | 0.02%             | 2034-11-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA, Inc                                                                  | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $11020876.63  | 0.11%             | 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      | $2090955.46   | 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      | $1483933.13   | 0.01%             | 2052-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                                          | Flagstar Mortgage Trust                                                            | CUSIP: 33849NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       35762 | PA      | $33699.66     | 0.00%             | 2048-09-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $3729294.06   | 0.04%             | 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      | $11896397.44  | 0.12%             | 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      | $2632230.00   | 0.03%             | 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      | $24407812.56  | 0.24%             | 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      | $2505294.50   | 0.02%             | 2042-02-15      | Variable      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                               | Banco Santander S.A.                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7400000 | PA      | $8909106.20   | 0.09%             | 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      | $95902.13     | 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      | $6927290.37   | 0.07%             | 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      | $10310096.16  | 0.10%             | 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        |    20183409 | PA      | $19761067.90  | 0.19%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140MUXM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3707616 | PA      | $3633104.27   | 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      | $4433705.63   | 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      | $2475025.00   | 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      | $1152735.00   | 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        |     1800000 | PA      | $1935613.80   | 0.02%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Colbun SA                                                                        | Colbun S.A.                                                                        | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |     2400000 | PA      | $2403000.00   | 0.02%             | 2035-09-11      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                                | Kosmos Energy Ltd                                                                  | CUSIP: 500688AF3<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     1325000 | PA      | $1205750.00   | 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      | $1996659.58   | 0.02%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| HANWHA LIFE INSURANCE                                                            | Hanwha Life Insurance Co Ltd                                                       | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     2500000 | PA      | $2464012.05   | 0.02%             | 2032-02-04      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 3140XMQA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10224257 | PA      | $8720758.96   | 0.09%             | 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      | $144438.01    | 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      | $1223758.80   | 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        |     8430516 | PA      | $7614807.68   | 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        |      968390 | PA      | $916353.10    | 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      | $2059018.00   | 0.02%             | 2031-03-18      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust                                                       | CUSIP: 36254CAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1939376.20   | 0.02%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  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      | $54466382.17  | 0.53%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    70209000 | PA      | $69024223.13  | 0.67%             | 2055-08-15      | 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        |      739537 | PA      | $733835.04    | 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        |     3781872 | PA      | $3792517.58   | 0.04%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4700000 | PA      | $3626260.89   | 0.04%             | 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      | $616437.85    | 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      | $2042600.00   | 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      | $1896351.84   | 0.02%             | 2032-04-14      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: —       |
| TRANSNET SOC LTD                                                                 | Transnet SOC Ltd                                                                   | CUSIP: 89378TAD5<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     4560000 | PA      | $4813496.56   | 0.05%             | 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      | $401895.59    | 0.00%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                         | Eagle Funding Luxco Sarl                                                           | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     1475000 | PA      | $1502420.25   | 0.01%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                                                               | Angolan Government International Bond                                              | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1575000 | PA      | $1534631.46   | 0.01%             | 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      | $1000720.61   | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                           | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1223137.79   | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7185000 | PA      | $6479507.58   | 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        |         143 | PA      | $145.61       | 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      | $9150702.00   | 0.09%             | 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      | $761755.50    | 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      | $1309374.50   | 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        |    34984744 | PA      | $31030625.40  | 0.30%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4380417.85   | 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        |     8300720 | PA      | $8333367.40   | 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      | $801187.14    | 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        |     3140254 | PA      | $3134528.40   | 0.03%             | 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      | $4017346.14   | 0.04%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                         | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    16200000 | PA      | $16816280.40  | 0.16%             | N/A             | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae                                                                       | Fannie Mae REMICS                                                                  | CUSIP: 3136BCHU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    14995146 | PA      | $2080021.70   | 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      | $4637056.50   | 0.05%             | 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        |    11974426 | PA      | $10388802.55  | 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      | $3048462.00   | 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      | $2418372.25   | 0.02%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group, Inc                                                  | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4105000 | PA      | $4024292.42   | 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        |     7322784 | PA      | $6072199.30   | 0.06%             | 2052-03-25      | Variable      | 2.50%                 | Yes           |                  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      | $922039.36    | 0.01%             | 2031-05-06      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| First Advantage Holdings LLC                                                     | First Advantage Holdings, LLC, Repriced Term Loan B                                | CUSIP: 78477MAH4<br>LEI: 549300MRQE5MQEH3BI02 | Long             | LON              | CORP              | US        |     1935503 | PA      | $1918761.32   | 0.02%             | 2031-10-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5349589.43   | 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        |     5855275 | PA      | $5519291.60   | 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      | $751236.55    | 0.01%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Government National Mortgage Association                                           | CUSIP: 38383YHD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     6445431 | PA      | $6261401.77   | 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      | $3766847.86   | 0.04%             | 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        |     2493750 | PA      | $2498438.25   | 0.02%             | 2032-04-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                                                                     | Navient Corp                                                                       | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5010845.00   | 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      | $2725745.10   | 0.03%             | 2031-02-09      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    22601294 | PA      | $23213853.39  | 0.23%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc                                                        | QXO Inc, Term Loan B                                                               | CUSIP: BL5277530<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |      687556 | PA      | $690800.82    | 0.01%             | 2032-04-30      | Variable      | 5.72%                 | 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      | $3812403.20   | 0.04%             | 2030-07-18      | Variable      | 5.75%                 | 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      | $2147680.00   | 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        |     2452139 | PA      | $2396572.86   | 0.02%             | 2039-11-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT Corp                                                                           | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      695000 | PA      | $719172.75    | 0.01%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  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      | $1669942.75   | 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      | $7761231.48   | 0.08%             | 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      | $4876943.40   | 0.05%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFE FIBRA E                                                                      | CFE FIBRA E                                                                        | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      818127 | PA      | $816546.62    | 0.01%             | 2040-09-23      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    18550000 | PA      | $19461897.97  | 0.19%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BCPE Pequod Buyer Inc                                                            | BCPE Pequod Buyer Inc, Term Loan B                                                 | CUSIP: 05624AAB8<br>LEI: 254900HEEOS2IWC84V94 | Long             | LON              | CORP              | US        |     2661642 | PA      | $2670784.46   | 0.03%             | 2031-11-25      | Variable      | 6.72%                 | 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      | $14752880.08  | 0.14%             | 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      | $389210.35    | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | Prudential Financial, Inc                                                          | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10833527.58  | 0.11%             | 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      | $1496604.80   | 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        |     1570723 | PA      | $1563425.14   | 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      | $1261227.06   | 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      | $4378257.90   | 0.04%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| ESKOM HOLDINGS SOC LTD                                                           | Eskom Holdings SOC Ltd                                                             | CUSIP: 29646AAD8<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |      900000 | PA      | $964886.18    | 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      | $2479706.25   | 0.02%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                                                           | Oman Government International Bond                                                 | CUSIP: 682051AE7<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     1575000 | PA      | $1591156.48   | 0.02%             | 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        |     1628982 | PA      | $1639546.66   | 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      | $1655792.72   | 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        |         290 | PA      | $300.23       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EMPRESAS PUBLIC MEDELLIN                                                         | Empresas Publicas de Medellin ESP                                                  | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |     2390000 | PA      | $2245763.50   | 0.02%             | 2029-07-18      | Fixed         | 4.25%                 | Yes           |                  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        |     4645251 | PA      | $4665109.27   | 0.05%             | 2031-07-31      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Winwater Mortgage Loan Trust                                                     | WinWater Mortgage Loan Trust                                                       | CUSIP: 97652PAX9<br>LEI: 5493002CYMIHYUBDIR84 | Long             | ABS-CBDO         | CORP              | US        |      189733 | PA      | $163790.29    | 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        |     1535542 | PA      | $1453205.05   | 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      | $4329134.51   | 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      | $2023317.80   | 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      | $21593086.16  | 0.21%             | 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        |     8713404 | PA      | $6170888.80   | 0.06%             | 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        |      316049 | PA      | $324197.42    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | 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      | $138677.94    | 0.00%             | 2032-02-19      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BFQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1616800 | PA      | $1614823.79   | 0.02%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc                                                        | QXO Building Products, Inc                                                         | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1566628.02   | 0.02%             | 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      | $1049871.27   | 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      | $1331822.08   | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | 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      | $1870489.00   | 0.02%             | 2048-05-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                       | Phinia, Inc                                                                        | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1408205.06   | 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        |    12503466 | PA      | $9264223.15   | 0.09%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2355910.68   | 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      | $4373028.00   | 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      | $2048330.40   | 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      | $912286.06    | 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        |     3260000 | PA      | $3436870.00   | 0.03%             | 2043-07-25      | Variable      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                                                             | Bank Leumi Le-Israel BM                                                            | CUSIP: 06326BAA7<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     6000000 | PA      | $5982600.00   | 0.06%             | 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      | $10538900.00  | 0.10%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Energuate Trust 2 0                                                              | Energuate Trust 2 0                                                                | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | RF                | KY        |     2350000 | PA      | $2349094.78   | 0.02%             | 2035-09-15      | Fixed         | 6.35%                 | Yes           |                  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      | $30241704.60  | 0.30%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    29920000 | PA      | $31020475.55  | 0.30%             | 2042-05-25      | Variable      | 8.21%                 | 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      | $366761.87    | 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        |    79241209 | PA      | $79338674.45  | 0.77%             | 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      | $1363786.66   | 0.01%             | 2032-01-19      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA Tower Trust                                                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2398000 | PA      | $2395330.07   | 0.02%             | 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        |    45349628 | PA      | $45419415.27  | 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      | $5222044.75   | 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      | $5171369.92   | 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      | $2656942.09   | 0.03%             | 2043-02-11      | Fixed         | 3.18%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                                                         | Alliant Holdings Intermediate LLC                                                  | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4360000 | PA      | $4439245.01   | 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        |      645050 | PA      | $651500.50    | 0.01%             | 2029-06-25      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                           | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      850000 | PA      | $845144.48    | 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      | $287053.35    | 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      | $1121572.21   | 0.01%             | 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      | $1898891.74   | 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      | $802002.61    | 0.01%             | 2044-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                                        | Stonepeak Nile Parent LLC                                                          | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |      640000 | PA      | $677309.44    | 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      | $314679.56    | 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      | $406048.41    | 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        |    16290000 | PA      | $17144837.30  | 0.17%             | 2042-06-25      | Variable      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    12787151 | PA      | $12199511.93  | 0.12%             | 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        |      109624 | PA      | $102497.94    | 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      | $559442.01    | 0.01%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                                                   | Morgan Stanley Residential Mortgage Loan Trust                                     | CUSIP: 61772QAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4892495 | PA      | $4055429.06   | 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      | $594172.67    | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                               | Volkswagen Auto Lease Trust                                                        | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7600000 | PA      | $7640378.80   | 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        |     9694461 | PA      | $9034907.73   | 0.09%             | 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      | $2298311.32   | 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        |    32894399 | PA      | $32995900.92  | 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      | $3012097.20   | 0.03%             | 2035-06-15      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     4866852 | PA      | $4378700.95   | 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      | $3760633.50   | 0.04%             | 2029-08-15      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1125000 | PA      | $1193175.00   | 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      | $32679819.25  | 0.32%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                            | Suzano Netherlands BV                                                              | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     1720000 | PA      | $1705173.60   | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                            | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     2815000 | PA      | $2980393.24   | 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      | $1340972.46   | 0.01%             | 2050-02-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF RWANDA                                                               | Rwanda International Government Bond                                               | CUSIP: 78347YAL7<br>LEI: 213800DQC28OBRZDYJ87 | Long             | DBT              | NUSS              | RW        |     3825000 | PA      | $3546047.80   | 0.03%             | 2031-08-09      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1380000 | PA      | $957159.38    | 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      | $3424981.26   | 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      | $36593680.49  | 0.36%             | 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      | $5735346.09   | 0.06%             | 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      | $1523929.44   | 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        |    14891157 | PA      | $13804689.12  | 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      | $3501920.00   | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC                                                          | Windstream Services LLC                                                            | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |      800000 | PA      | $820086.31    | 0.01%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  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      | $30690234.30  | 0.30%             | 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      | $159217.71    | 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      | $1766402.23   | 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        |     8959766 | PA      | $8519718.76   | 0.08%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5710672.40   | 0.06%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4GS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      818014 | PA      | $841174.49    | 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      | $3754917.20   | 0.04%             | 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        |      774502 | PA      | $716322.33    | 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      | $10585560.00  | 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        |      584084 | PA      | $548480.83    | 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        |     1040043 | PA      | $957859.71    | 0.01%             | 2047-10-25      | Variable      | 3.97%                 | 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      | $1575000.00   | 0.02%             | 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      | $10187088.60  | 0.10%             | 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        |     1283625 | PA      | $1276885.97   | 0.01%             | 2030-02-06      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                      | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     8015000 | PA      | $7613541.71   | 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        |     1001381 | PA      | $1010087.93   | 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      | $1523157.75   | 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      | $9407976.13   | 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      | $6174000.00   | 0.06%             | 2027-09-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                     | ZF North America Capital, Inc                                                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      505000 | PA      | $510432.29    | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                                | CUSIP: 03846JX21<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1500000 | PA      | $1560614.46   | 0.02%             | 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        |     2371373 | PA      | $2230125.81   | 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      | $2138658.52   | 0.02%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | Oracle Corp                                                                        | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $9896812.64   | 0.10%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  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      | $14600616.78  | 0.14%             | 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        |     1850000 | PA      | $1988295.81   | 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      | $7001486.64   | 0.07%             | 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        |     4886677 | PA      | $4200279.44   | 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        |     3435646 | PA      | $2812901.17   | 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      | $5639291.22   | 0.06%             | 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        |    10210000 | PA      | $10401451.79  | 0.10%             | 2042-06-10      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                           | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | N/A       |      395000 | PA      | $414627.96    | 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      | $6098724.00   | 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      | $850050.00    | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                                                     | Qatar Petroleum                                                                    | CUSIP: 74730DAC7<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     3000000 | PA      | $2701800.00   | 0.03%             | 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      | $7060866.59   | 0.07%             | 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      | $1755370.75   | 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      | $3924109.15   | 0.04%             | 2050-11-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| IHS Holding Ltd                                                                  | IHS Holding Ltd                                                                    | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1564565.06   | 0.02%             | 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      | $7251122.65   | 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        |    54789000 | PA      | $55508105.63  | 0.54%             | 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      | $1342003.82   | 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      | $1657067.65   | 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        |      824136 | PA      | $848430.83    | 0.01%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                                | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     2400000 | PA      | $2264615.93   | 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        |       20553 | PA      | $20618.73     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYCA Commercial Mortgage Trust 2025-WAG                                          | SYCA Commercial Mortgage Trust                                                     | CUSIP: 87114AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5100000 | PA      | $5127582.84   | 0.05%             | 2042-11-10      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                                                              | Bangkok Bank PCL                                                                   | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     2600000 | PA      | $2365534.52   | 0.02%             | 2036-09-23      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   265373000 | PA      | $264108333.12 | 2.58%             | 2030-12-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | Wayfair LLC                                                                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      335000 | PA      | $349629.45    | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | Herc Holdings, Inc                                                                 | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      665000 | PA      | $690335.50    | 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      | $473343.49    | 0.00%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | BBVA Mexico S.A. Institucion De Banca Multiple Grupo Financiero BBVA Mexico        | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     1100000 | PA      | $1155000.00   | 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      | $256814.13    | 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      | $1706417.27   | 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        |    70490100 | PA      | $674209.61    | 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        |     2550000 | PA      | $2496977.34   | 0.02%             | 2050-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Co Inc                                                              | Boxer Parent Company Inc., Term Loan B                                             | CUSIP: BL4985299<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     2936592 | PA      | $2932407.73   | 0.03%             | 2031-07-30      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                                | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6421442.00   | 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      | $2482588.27   | 0.02%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX                                                                                | CUSIP: 67448KAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4655853 | PA      | $4039336.83   | 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        |     3199250 | PA      | $3025148.41   | 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        |     6750000 | PA      | $6768384.30   | 0.07%             | 2040-07-15      | Variable      | 5.25%                 | 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        |     2908430 | PA      | $2527062.61   | 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      | $977338.00    | 0.01%             | 2028-02-20      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| AIRBUS SE                                                                        | Airbus SE                                                                          | CUSIP: 009279AA8<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     2430000 | PA      | $2408543.15   | 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        |       17166 | PA      | $18255.81     | 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        |       27688 | PA      | $27624.67     | 0.00%             | 2035-02-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government International Bond                                            | CUSIP: 401494AU3<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |      575000 | PA      | $496512.50    | 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      | $2310412.50   | 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      | $815571.84    | 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        |     8714486 | PA      | $205351.64    | 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      | $2429536.00   | 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      | $7989186.73   | 0.08%             | 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      | $10537131.61  | 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        |      901342 | PA      | $870909.44    | 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      | $9163430.42   | 0.09%             | 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      | $1403181.15   | 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      | $16935496.05  | 0.17%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co                                                                     | H.B. Fuller Company, Term Loan B                                                   | CUSIP: 40409VAW4<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | LON              | CORP              | US        |      195041 | PA      | $195894.43    | 0.00%             | 2030-02-15      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                        | Carpenter Technology Corp                                                          | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |      915000 | PA      | $929388.38    | 0.01%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138XTA88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      405268 | PA      | $403771.17    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings, Inc                                                                 | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      785000 | PA      | $786060.92    | 0.01%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-AGLN                                  | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94990HAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $10013340.00  | 0.10%             | 2037-07-15      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | Bristol-Myers Squibb Co                                                            | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9820737.40   | 0.10%             | 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      | $175309.27    | 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        |     1727916 | PA      | $1732615.52   | 0.02%             | 2030-10-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3279918 | PA      | $2738479.70   | 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      | $5551986.09   | 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        |     9917987 | PA      | $9729938.14   | 0.09%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13880000 | PA      | $12933116.81  | 0.13%             | 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        |     8204567 | PA      | $241551.48    | 0.00%             | 2052-04-25      | Variable      | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6893143.34   | 0.07%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  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      | $2301721.50   | 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      | $220512.50    | 0.00%             | 2029-02-01      | Fixed         | 1.75%                 | Yes           |                  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      | $2229560.60   | 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        |    30600000 | PA      | $31029786.18  | 0.30%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                             | IHO Verwaltungs GmbH                                                               | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $504156.00    | 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      | $1775214.90   | 0.02%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Numericable US LLC                                                               | Altice France S.A., Term Loan B12                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      867417 | PA      | $859016.49    | 0.01%             | 2028-10-31      | Variable      | 9.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Government National Mortgage Association                                           | CUSIP: 38384CKS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |     5424911 | PA      | $5983947.58   | 0.06%             | 2053-08-20      | Variable      | 7.93%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | Bausch & Lomb Corporation, Term Loan B                                             | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     3457247 | PA      | $3497869.92   | 0.03%             | 2031-01-15      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3138A5GN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      139822 | PA      | $136999.36    | 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      | $4457004.10   | 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      | $8398865.20   | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-12                                               | Verus Securitization Trust                                                         | CUSIP: 92490FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     2490000 | PA      | $2507196.69   | 0.02%             | 2070-12-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co                                                    | Sierra Timeshare Receivables Funding LLC                                           | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      237281 | PA      | $236829.58    | 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      | $2182579.29   | 0.02%             | 2043-07-25      | Variable      | 9.77%                 | 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      | $1846426.61   | 0.02%             | 2048-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| ICBC STANDARD BANK PLC                                                           | ICBC Standard Bank plc                                                             | CUSIP: 85312EDG5<br>LEI: F01VVKN4DRF2NWKGQ283 | Long             | DBT              | CORP              | GB        |  8000000000 | PA      | $1942789.83   | 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      | $1814562.00   | 0.02%             | 2030-01-22      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | Freddie Mac Pool                                                                   | CUSIP: 3132DPEJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7486881 | PA      | $6635277.84   | 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      | $2408603.50   | 0.02%             | 2047-06-10      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-VLT7                                                               | BX Trust                                                                           | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3511233.60   | 0.03%             | 2044-07-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654FAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6327582 | PA      | $5467617.21   | 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      | $16571762.63  | 0.16%             | 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      | $9302505.12   | 0.09%             | 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        |      653663 | PA      | $653969.80    | 0.01%             | 2030-11-06      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                 | CIFC Funding Ltd                                                                   | CUSIP: 12555QAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     5625000 | PA      | $5630377.50   | 0.05%             | 2036-07-15      | Variable      | 5.82%                 | 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      | $623272.93    | 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      | $1606453.00   | 0.02%             | 2048-03-10      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                   | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2039119.46   | 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        |      695000 | PA      | $505612.50    | 0.00%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | Clean Harbors, Inc                                                                 | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      590000 | PA      | $605224.36    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  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        |     4376422 | PA      | $3762667.49   | 0.04%             | 2051-08-25      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UnitedHealth Group, Inc                                                            | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2816685.88   | 0.03%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                                                | Chamberlain Group Inc, Term Loan B                                                 | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      521449 | PA      | $523132.99    | 0.01%             | 2032-09-08      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GROUP 1 AUTOMOTIVE INC                                                           | Group 1 Automotive, Inc                                                            | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      550000 | PA      | $539121.39    | 0.01%             | 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        |     1874392 | PA      | $1824251.55   | 0.02%             | 2048-08-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3132DMZ65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3338353 | PA      | $3009532.70   | 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      | $848711.20    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654WBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10989437 | PA      | $9109233.12   | 0.09%             | 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      | $3993736.83   | 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        |     4999500 | PA      | $5068209.63   | 0.05%             | 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      | $945717.23    | 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        |     1414434 | PA      | $1380907.21   | 0.01%             | 2057-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                          | Mexican Bonos                                                                      | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    48300000 | PA      | $2487647.81   | 0.02%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust                                                            | Wynnton Funding Trust                                                              | CUSIP: 983196AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17600000 | PA      | $17712550.24  | 0.17%             | 2035-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JAMES HARDIE INTL FIN                                                            | James Hardie International Finance DAC                                             | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |      675000 | PA      | $675152.55    | 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      | $2308769.21   | 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        |     7575706 | PA      | $7588047.40   | 0.07%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank (FHLB)                                                      | CUSIP: 313385TV8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    10000000 | PA      | $9938400.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PETRONAS ENERGY CANADA                                                           | Petronas Energy Canada Ltd                                                         | CUSIP: 71675BAA8<br>LEI: 5493001PEB90YGTDC638 | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $960566.43    | 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        |    62481511 | PA      | $59537578.86  | 0.58%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                                    | Citigroup Commercial Mortgage Trust                                                | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      521376 | PA      | $504892.33    | 0.00%             | 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      | $625838.18    | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FWNA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2924502 | PA      | $360699.58    | 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      | $4441561.23   | 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        |     4265237 | PA      | $3707311.55   | 0.04%             | 2051-08-25      | Variable      | 3.00%                 | 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      | $3184746.11   | 0.03%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NRTH PARK Mortgage Trust                                                         | NRTH PARK Mortgage Trust                                                           | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3465000 | PA      | $3473259.87   | 0.03%             | 2040-10-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | Nordea Bank Abp                                                                    | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     5470000 | PA      | $5515570.57   | 0.05%             | N/A             | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1247867.90   | 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        |       48485 | PA      | $48363.14     | 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      | $470000.00    | 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        |    13371355 | PA      | $9880471.36   | 0.10%             | 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      | $2898390.91   | 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        |     6737804 | PA      | $6524654.53   | 0.06%             | 2048-10-10      | Variable      | 4.69%                 | 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        |     1204925 | PA      | $1184387.44   | 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        |     2109313 | PA      | $2040503.14   | 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        |      403988 | PA      | $368729.73    | 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      | $1066330.00   | 0.01%             | 2032-05-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                             | Fiesta Purchaser, Inc., Repriced Term Loan                                         | CUSIP: 31659LAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     2175553 | PA      | $2177412.64   | 0.02%             | 2031-02-12      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                         | OBX Trust                                                                          | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     7182629 | PA      | $6643075.56   | 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      | $6700912.66   | 0.07%             | 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      | $14953217.85  | 0.15%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV                                                    | Fertitta Entertainment, LLC, Term Loan B                                           | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |     1788404 | PA      | $1790031.89   | 0.02%             | 2029-01-29      | Variable      | 6.97%                 | No            |                  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        |       97384 | PA      | $99349.55     | 0.00%             | 2028-05-15      | Variable      | 10.11%                | 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        |      632140 | PA      | $635224.41    | 0.01%             | 2027-09-07      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | Brazilian Government International Bond                                            | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     2115000 | PA      | $2091946.50   | 0.02%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                                           | BBVA Bancomer S.A.                                                                 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     3350000 | PA      | $3293217.50   | 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      | $985934.40    | 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      | $11188963.78  | 0.11%             | 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      | $2948246.60   | 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      | $794992.21    | 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        |    13000000 | PA      | $13774228.00  | 0.13%             | 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        |     7980594 | PA      | $7073960.21   | 0.07%             | 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      | $1944465.75   | 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      | $1627868.98   | 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      | $9064770.33   | 0.09%             | 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        |     9438373 | PA      | $1716400.21   | 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      | $990781.95    | 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      | $2777032.23   | 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        |     4421692 | PA      | $4032071.32   | 0.04%             | 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        |     2747326 | PA      | $2602085.01   | 0.03%             | 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        |      776697 | PA      | $806630.69    | 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        |      571268 | PA      | $507754.04    | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     1778000 | PA      | $1612244.28   | 0.02%             | 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        |    15085026 | PA      | $10601747.31  | 0.10%             | 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      | $7820373.87   | 0.08%             | 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        |    18909754 | PA      | $17155501.30  | 0.17%             | 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      | $100028072.65 | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Klockner Pentaplast of America Inc                                               | Klockner-Pentaplast of America, Inc., PIK DIP New Money Term Loan                  | CUSIP: BL5324696<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |      298080 | PA      | $267901.17    | 0.00%             | 2026-08-05      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd                                                            | HUB International Limited, Term Loan B                                             | CUSIP: BL4978526<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     3388496 | PA      | $3409894.27   | 0.03%             | 2030-06-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FirstCash Inc                                                                    | FirstCash, Inc                                                                     | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1773543.90   | 0.02%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                                    | ELP Commercial Mortgage Trust                                                      | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3000285.00   | 0.03%             | 2042-11-13      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                           | CUSIP: BV4041802<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |     1320000 | PA      | $1105113.85   | 0.01%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39857000 | PA      | $39682625.63  | 0.39%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group, Inc                                                     | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3188264.31   | 0.03%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications, Inc                                                        | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2667603.65   | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BKB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      928413 | PA      | $924983.59    | 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      | $4015108.00   | 0.04%             | 2038-07-21      | Variable      | 5.97%                 | 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        |     6679329 | PA      | $5799370.58   | 0.06%             | 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      | $565771.54    | 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      | $1135717.66   | 0.01%             | 2030-05-13      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| FIBRA Prologis                                                                   | FIBRA ProLogis                                                                     | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     1440000 | PA      | $1445760.00   | 0.01%             | 2035-11-26      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen, Inc                                                                         | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    28525000 | PA      | $27931613.82  | 0.27%             | 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      | $22357363.17  | 0.22%             | 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      | $3447248.25   | 0.03%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Walmart Inc                                                                      | Walmart, Inc                                                                       | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $3072726.60   | 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        |     2057592 | PA      | $1952847.54   | 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        |      394728 | PA      | $393955.44    | 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        |      892843 | PA      | $917826.22    | 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      | $1015902.46   | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                     | Hudson Yards Mortgage Trust                                                        | CUSIP: 44421LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1481347.65   | 0.01%             | 2038-08-10      | Variable      | 2.98%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL Corp Ltd                                                                       | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      625000 | PA      | $624736.81    | 0.01%             | 2033-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DANA INC                                                                         | Dana, Inc                                                                          | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224629.49    | 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      | $2145771.32   | 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      | $1584469.08   | 0.02%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                                   | DBJPM Mortgage Trust                                                               | CUSIP: 23312VAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $9343075.20   | 0.09%             | 2049-08-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| XPO Inc                                                                          | XPO Logistics, Inc., Term Loan (2028)                                              | CUSIP: 98379EAL0<br>LEI: 54930096DB9LCLPN7H13 | Long             | LON              | CORP              | US        |      536717 | PA      | $540742.87    | 0.01%             | 2028-05-24      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132HDAX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       49788 | PA      | $49170.20     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                                                         | United Overseas Bank Ltd                                                           | CUSIP: 91127KAD4<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     3000000 | PA      | $2977119.81   | 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      | $3428810.00   | 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        |    13650000 | PA      | $14041880.03  | 0.14%             | 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      | $2373855.00   | 0.02%             | 2048-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                                                         | Archrock Partners LP                                                               | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1885760.63   | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                     | Hilton Grand Vacations Trust                                                       | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      249081 | PA      | $248371.03    | 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      | $2663867.62   | 0.03%             | 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        |     1501687 | PA      | $1544064.44   | 0.02%             | 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        |         143 | PA      | $142.36       | 0.00%             | 2030-02-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Bright Bidco BV                                                                  | Bright Bidco BV                                                                    | CUSIP: N/A<br>LEI: 549300IL6Q1JWU688H15       | Long             | EC               | CORP              | NL        |       10391 | NS      | $3636.95      | 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      | $360374.94    | 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      | $2166030.59   | 0.02%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                | Chord Energy Corp                                                                  | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      280000 | PA      | $283433.64    | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Nuveen Securitized Income Etf                                                    | Nuveen Securitized Income Etf                                                      | CUSIP: 67092P698<br>LEI: 254900VY03VUUSY2TQ72 | Long             | EC               | RF                | US        |     1988000 | NS      | $50037960.00  | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| USI Inc/NY                                                                       | USI, Inc., Term Loan D                                                             | CUSIP: BL4881753<br>LEI: 2549006D7UF7072T7I27 | Long             | LON              | CORP              | US        |     1940598 | PA      | $1947176.49   | 0.02%             | 2029-11-23      | Variable      | 5.92%                 | 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      | $2070168.30   | 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      | $10521580.85  | 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        |      430842 | PA      | $414485.68    | 0.00%             | 2047-07-10      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6526236.33   | 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      | $1101480.49   | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | Barclays Commercial Mortgage S                                                     | CUSIP: 05555AAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4093000 | PA      | $4353751.11   | 0.04%             | 2057-05-15      | Variable      | 6.09%                 | 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      | $2942960.46   | 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      | $2206047.80   | 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      | $8094959.37   | 0.08%             | 2042-07-25      | Variable      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                                                          | Capital Automotive REIT                                                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3788503 | PA      | $3707965.93   | 0.04%             | 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        |     7768121 | PA      | $1338843.40   | 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      | $2469124.22   | 0.02%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                       | USA Compression Partners LP                                                        | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $404796.00    | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  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        |     1011686 | PA      | $821467.47    | 0.01%             | 2052-09-25      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | Albertsons Cos, Inc                                                                | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $1566310.22   | 0.02%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                     | Connecticut Avenue Securities Trust                                                | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     1880000 | PA      | $1892545.24   | 0.02%             | 2044-02-25      | Variable      | 6.15%                 | 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        |     6623954 | PA      | $5746827.00   | 0.06%             | 2053-04-25      | Variable      | 3.00%                 | Yes           |                  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      | $20191172.00  | 0.20%             | 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        |     1899111 | PA      | $1906717.01   | 0.02%             | 2028-03-31      | Variable      | 5.92%                 | 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      | $810618.11    | 0.01%             | 2028-11-22      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                                                       | Avis Budget Car Rental, LLC, Term Loan B                                           | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |      300479 | PA      | $299727.35    | 0.00%             | 2032-07-16      | Variable      | 6.22%                 | 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      | $2013269.71   | 0.02%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENA MASTER TRUST                                                                 | ENA Master Trust                                                                   | CUSIP: 29249BAA3<br>LEI: 549300CBCHB6Q73VG753 | Long             | DBT              | CORP              | PA        |     2300000 | PA      | $1759132.00   | 0.02%             | 2048-05-19      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                                            | Argentine Republic Government International Bond (Step Bond)                       | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     3200000 | PA      | $2380800.00   | 0.02%             | 2035-07-09      | Fixed         | 4.12%                 | No            |                  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      | $3125698.94   | 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      | $5860749.61   | 0.06%             | 2034-10-20      | Variable      | 5.75%                 | 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      | $1009170.20   | 0.01%             | 2041-10-15      | Variable      | 7.66%                 | 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      | $6880500.00   | 0.07%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                                         | Elanco Animal Health Incorporated, Term Loan B                                     | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |      566896 | PA      | $568608.25    | 0.01%             | 2032-10-29      | Variable      | 5.62%                 | 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      | $2674397.30   | 0.03%             | 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      | $1451192.70   | 0.01%             | 2039-07-11      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | Post Holdings, Inc                                                                 | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      680000 | PA      | $698682.90    | 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        |     6583770 | PA      | $6639662.77   | 0.06%             | 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        |     6224409 | PA      | $5574941.54   | 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      | $3674801.16   | 0.04%             | 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        |    42458966 | PA      | $41623222.91  | 0.41%             | 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        |    42265091 | PA      | $40335907.60  | 0.39%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | Hilton Domestic Operating Co, Inc                                                  | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1162932.34   | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | Morgan Stanley                                                                     | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      200000 | NS      | $5000000.00   | 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      | $357540.95    | 0.00%             | 2028-02-01      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                                | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     1900000 | PA      | $1746005.00   | 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      | $36269900.70  | 0.35%             | 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      | $2100000.04   | 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      | $1408749.30   | 0.01%             | 2040-11-17      | Fixed         | 2.71%                 | Yes           |                  2 | On Loan: No      |
| OSD CLO 2023-27, Ltd.                                                            | OSD CLO Ltd.                                                                       | CUSIP: 67570KAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     2700000 | PA      | $2712438.90   | 0.03%             | 2038-07-15      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust                                                     | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      168772 | PA      | $164894.91    | 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      | $1209004.49   | 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      | $2469754.95   | 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        |     4824730 | PA      | $4873062.86   | 0.05%             | 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      | $789683.60    | 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      | $7847296.88   | 0.08%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4500000 | PA      | $4537968.75   | 0.04%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     9475000 | PA      | $8949423.74   | 0.09%             | 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      | $2037972.98   | 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        |     6401555 | PA      | $5778367.78   | 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      | $3551465.58   | 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      | $8530843.75   | 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      | $9744076.60   | 0.10%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT OF JAMAICA                                                            | Jamaica Government International Bond                                              | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |     3050000 | PA      | $3684034.00   | 0.04%             | 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      | $460466.80    | 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      | $2462662.93   | 0.02%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                      | United States Treasury Bill                                                        | CUSIP: 912797RH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    10000000 | PA      | $9994211.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15215000 | PA      | $14627201.80  | 0.14%             | 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        |       51578 | PA      | $51485.02     | 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      | $1327843.84   | 0.01%             | 2032-07-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX Resources Corp                                                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1539752.35   | 0.02%             | 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        |      306548 | PA      | $304605.56    | 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        |     1900000 | PA      | $1838576.61   | 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      | $4470562.31   | 0.04%             | 2030-11-02      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1345708 | PA      | $1349768.34   | 0.01%             | 2048-10-26      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12595VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2969412 | PA      | $2763189.01   | 0.03%             | 2051-05-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1109655.78   | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                                         | Bank Gospodarstwa Krajowego                                                        | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     3305000 | PA      | $3395912.32   | 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        |    95647281 | PA      | $97244372.78  | 0.95%             | 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        |     4258164 | PA      | $3697178.46   | 0.04%             | 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        |      926445 | PA      | $828064.77    | 0.01%             | 2050-05-25      | Variable      | 3.61%                 | 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      | $5429109.48   | 0.05%             | 2042-07-13      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| USALCO LLC                                                                       | USALCO, LLC, Term Loan                                                             | CUSIP: 91732NAN3<br>LEI: 5493006WBYB0CYPCSG20 | Long             | LON              | CORP              | US        |     1256570 | PA      | $1263248.86   | 0.01%             | 2031-09-30      | Variable      | 7.22%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc                                                          | Millrose Properties, Inc                                                           | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      600000 | PA      | $605390.03    | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ISRAEL ELECTRIC CORP LTD                                                         | Israel Electric Corp Ltd                                                           | CUSIP: 465077AL9<br>LEI: 254900JW7GE35YNJGJ55 | Long             | DBT              | CORP              | IL        |     6000000 | PA      | $5926893.36   | 0.06%             | 2028-08-14      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1306114.16   | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                                                             | Sitios Latinoamerica SAB de C.V.                                                   | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     3575000 | PA      | $3591376.75   | 0.04%             | 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      | $2190941.44   | 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      | $1754703.00   | 0.02%             | 2050-09-15      | Variable      | 3.67%                 | 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      | $3583172.36   | 0.03%             | 2044-07-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG Inc., Term Loan B                                                              | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     1509565 | PA      | $1512893.10   | 0.01%             | 2031-02-10      | Variable      | 6.34%                 | 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      | $2833312.00   | 0.03%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                          | Romanian Government International Bond                                             | CUSIP: 77586RAJ9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1425000 | PA      | $974092.14    | 0.01%             | 2051-02-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                         | Rocket Mortgage LLC                                                                | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1858192.22   | 0.02%             | 2033-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| Klockner Pentaplast of America Inc                                               | Klockner-Pentaplast of America, Inc., PIK DIP Roll-Up Term Loan                    | CUSIP: BL5324662<br>LEI: 5299004QDA11QZOG5N31 | Long             | LON              | CORP              | US        |      897209 | PA      | $806371.46    | 0.01%             | 2026-08-05      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics, Inc                                                              | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |      420000 | PA      | $303055.31    | 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        |     1500000 | PA      | $1526855.25   | 0.01%             | 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      | $1272477.52   | 0.01%             | 2043-11-25      | Variable      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |     6555000 | PA      | $6929848.99   | 0.07%             | 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        |      925625 | PA      | $840586.37    | 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      | $2334331.20   | 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      | $5175841.00   | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | 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      | $2061373.60   | 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      | $2086797.15   | 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        |     3375000 | PA      | $3300044.04   | 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      | $1953000.00   | 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      | $1491097.49   | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | Turkiye Government International Bond                                              | CUSIP: YM2197288<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     1275000 | PA      | $1557724.15   | 0.02%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                            | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    10175000 | PA      | $9566841.27   | 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        |    12864000 | PA      | $12174119.12  | 0.12%             | 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        |     7845290 | PA      | $6504493.11   | 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      | $7241356.93   | 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      | $2331006.66   | 0.02%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive LP                                                            | Cars Net Lease Mortgage Notes Series                                               | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    11577150 | PA      | $11166656.69  | 0.11%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol S.A.                                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     1050000 | PA      | $1065008.08   | 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      | $622719.00    | 0.01%             | 2035-07-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                  | Antofagasta plc                                                                    | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |      950000 | PA      | $978025.00    | 0.01%             | 2035-09-09      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | Exelon Corp                                                                        | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $4182979.89   | 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        |    19565000 | PA      | $19999862.65  | 0.20%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FJE54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2524177 | PA      | $2252207.78   | 0.02%             | 2048-10-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                                                  | Impac CMB Trust                                                                    | CUSIP: 45254NMB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       57062 | PA      | $54081.84     | 0.00%             | 2035-03-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137F5RP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     2377597 | PA      | $2194232.93   | 0.02%             | 2048-06-15      | Variable      | 3.36%                 | 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        |     1105379 | PA      | $928507.56    | 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        |      485062 | PA      | $486820.85    | 0.00%             | 2028-04-20      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418EMS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2990684 | PA      | $2996211.30   | 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      | $3743877.06   | 0.04%             | 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      | $1375498.56   | 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        |       32000 | PA      | $32628.33     | 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      | $316206.55    | 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        |     3675000 | PA      | $3387347.83   | 0.03%             | 2031-09-16      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                                           | Millicom International Cellular S.A.                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     1675000 | PA      | $1560186.97   | 0.02%             | 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      | $15791161.75  | 0.15%             | 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      | $2393904.45   | 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      | $1976109.06   | 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      | $23512494.58  | 0.23%             | 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      | $1040880.00   | 0.01%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48090000 | PA      | $48212103.40  | 0.47%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3780000 | PA      | $3796904.16   | 0.04%             | 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      | $9945578.34   | 0.10%             | 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      | $1072245.78   | 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      | $3886343.20   | 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      | $6773665.06   | 0.07%             | 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      | $3869495.52   | 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        |     1231689 | PA      | $1094721.20   | 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        |     2790044 | PA      | $2533659.38   | 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      | $1524584.95   | 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      | $1933837.10   | 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        |    27545000 | PA      | $27730067.97  | 0.27%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                      | Grupo Energia Bogota S.A. ESP                                                      | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |     3250000 | PA      | $3217987.50   | 0.03%             | 2035-10-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | AppLovin Corp                                                                      | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    21850000 | PA      | $22412094.09  | 0.22%             | 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      | $1278984.38   | 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      | $4307622.40   | 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      | $1366724.94   | 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      | $2060000.00   | 0.02%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418AJY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3681312 | PA      | $3584406.13   | 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      | $1927799.90   | 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        |      668681 | PA      | $583890.66    | 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      | $1646535.80   | 0.02%             | 2052-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08162NAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2575000 | PA      | $2165623.93   | 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        |      464794 | PA      | $443163.88    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | 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        |     3801417 | PA      | $3809742.03   | 0.04%             | 2031-01-30      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Loan Trust                                                    | Agate Bay Mortgage Trust                                                           | CUSIP: 00842DAJ2<br>LEI: 549300LRONE82VI44B39 | Long             | ABS-CBDO         | CORP              | US        |       59299 | PA      | $55168.26     | 0.00%             | 2045-09-25      | Variable      | 3.50%                 | 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      | $300813.98    | 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      | $5039320.00   | 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        |     2000000 | PA      | $1762134.20   | 0.02%             | 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        |    18460178 | PA      | $16028167.59  | 0.16%             | 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      | $4390386.09   | 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        |          20 | PA      | $20.34        | 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      | $769417.19    | 0.01%             | 2033-06-15      | Fixed         | 6.12%                 | 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      | $2038465.60   | 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        |      487205 | PA      | $73080.74     | 0.00%             | 2026-02-09      | Variable      | 9.02%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     1315000 | PA      | $1143852.75   | 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      | $14832016.95  | 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      | $845116.69    | 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        |    62343315 | PA      | $62426420.85  | 0.61%             | 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        |     2750000 | PA      | $2857636.71   | 0.03%             | 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      | $6846501.71   | 0.07%             | 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      | $352421.94    | 0.00%             | 2036-01-26      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36267JBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4216371 | PA      | $3660049.04   | 0.04%             | 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      | $2901633.51   | 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      | $12895165.03  | 0.13%             | 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        |      834133 | PA      | $805785.36    | 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      | $1491849.78   | 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      | $2622557.46   | 0.03%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Concentra Health Services Inc                                                    | Concentra Escrow Issuer Corp                                                       | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |      430000 | PA      | $449695.72    | 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      | $2115907.46   | 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      | $2857500.00   | 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        |    22395000 | PA      | $22758918.75  | 0.22%             | 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      | $2031305.96   | 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        |      740222 | PA      | $614188.69    | 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      | $1415090.88   | 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      | $5017441.50   | 0.05%             | 2035-06-15      | Variable      | 5.75%                 | 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      | $817342.63    | 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      | $983345.33    | 0.01%             | 2033-05-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | Garda World Security Corp                                                          | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      570000 | PA      | $583273.26    | 0.01%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | Verizon Communications, Inc                                                        | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    22200000 | PA      | $22563812.27  | 0.22%             | 2035-04-02      | Fixed         | 5.25%                 | 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      | $3261962.59   | 0.03%             | 2048-04-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AlixPartners LLP                                                                 | AlixPartners, LLP, Term Loan                                                       | CUSIP: 01642PBE5<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |     1316558 | PA      | $1320342.72   | 0.01%             | 2032-08-12      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP S.A.                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     1000000 | PA      | $1044680.00   | 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        |     4112539 | PA      | $3931153.88   | 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        |     1188479 | PA      | $1205443.18   | 0.01%             | 2055-09-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                                                            | Freeport Indonesia PT                                                              | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |      800000 | PA      | $801372.80    | 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        |     2267629 | PA      | $1972276.48   | 0.02%             | 2050-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING Groep NV                                                                       | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    10450000 | PA      | $10900781.65  | 0.11%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIE                                                         | Compass Group Diversified Holdings LLC                                             | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |      617622 | PA      | $572864.25    | 0.01%             | 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      | $758511.29    | 0.01%             | 2042-01-25      | Variable      | 10.97%                | Yes           |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                                                             | Commercial Metals Co                                                               | CUSIP: 201723AQ6<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1456476.15   | 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        |     4829786 | PA      | $4556917.35   | 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      | $8122721.23   | 0.08%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                   | Morgan Stanley Private Bank NA                                                     | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $16743720.10  | 0.16%             | 2031-11-19      | Fixed         | 4.46%                 | 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        |    25000000 | PA      | $25949600.00  | 0.25%             | 2045-02-05      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                    | Citigroup Mortgage Loan Trust                                                      | CUSIP: 17330CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    65096107 | PA      | $579544.13    | 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      | $1723697.15   | 0.02%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-B                                            | Mercedes-Benz Auto Lease Trust                                                     | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1825000 | PA      | $1826703.82   | 0.02%             | 2029-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | Freddie Mac REMICS                                                                 | CUSIP: 3137FD7J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |      959745 | PA      | $919176.74    | 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      | $504996.59    | 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      | $2205402.85   | 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        |     3266628 | PA      | $2925974.28   | 0.03%             | 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      | $6712332.80   | 0.07%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Epicor Software Corp                                                             | Epicor Software Corporation, Term Loan E                                           | CUSIP: 29426NAZ7<br>LEI: JGNXVGGGXR4O1L5I7S73 | Long             | LON              | CORP              | US        |     2209066 | PA      | $2218786.16   | 0.02%             | 2031-05-30      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                                               | HERO Funding Trust                                                                 | CUSIP: 42771LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      321465 | PA      | $305698.28    | 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      | $11900733.10  | 0.12%             | 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      | $9490943.19   | 0.09%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                                              | DBWF Mortgage Trust                                                                | CUSIP: 23306NAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3250000 | PA      | $3176933.83   | 0.03%             | 2034-06-10      | Variable      | 3.42%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                     | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1911000 | PA      | $1166759.43   | 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      | $1556100.00   | 0.02%             | 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        |     7283099 | PA      | $6037019.78   | 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      | $972390.00    | 0.01%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                                         | BX Trust                                                                           | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4011652.80   | 0.04%             | 2042-12-15      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2120000.00   | 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      | $5836861.52   | 0.06%             | 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      | $2508073.30   | 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        |     2100000 | PA      | $2064625.92   | 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      | $3534250.19   | 0.03%             | 2048-10-10      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Bank Discount Notes                                            | Federal Home Loan Bank (FHLB)                                                      | CUSIP: 313385SD9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |     6519000 | PA      | $6504381.14   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                 | SpringCastle America Funding LLC                                                   | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1751194 | PA      | $1654409.40   | 0.02%             | 2037-09-25      | Fixed         | 1.97%                 | Yes           |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2025-1                                  | Capital One Prime Auto Receivables Trust                                           | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3750000 | PA      | $3751745.25   | 0.04%             | 2030-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14550000 | PA      | $11301763.72  | 0.11%             | 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        |     3167350 | PA      | $3765758.91   | 0.04%             | 2053-08-20      | Variable      | 10.07%                | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                         | Encore Capital Group, Inc                                                          | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1673313.51   | 0.02%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3128M5CF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |       23610 | PA      | $24817.35     | 0.00%             | 2035-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | American Tower Corp                                                                | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $9893323.11   | 0.10%             | 2035-03-15      | Fixed         | 5.35%                 | 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        |     4432409 | PA      | $4104871.02   | 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        |     2612569 | PA      | $2621365.77   | 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      | $1897581.17   | 0.02%             | 2050-05-29      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | Barclays plc                                                                       | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     8725000 | PA      | $9883645.10   | 0.10%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1530000 | PA      | $1543148.44   | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                           | Sequoia Mortgage Trust                                                             | CUSIP: 81746YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      107258 | PA      | $101499.99    | 0.00%             | 2049-06-25      | Variable      | 4.00%                 | 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      | $4809918.24   | 0.05%             | 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        |     3569817 | PA      | $3578741.26   | 0.03%             | 2030-09-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418DPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1042608 | PA      | $971831.10    | 0.01%             | 2040-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Momentive Performance Materials Inc                                              | Momentive Performance Materials, Inc                                               | CUSIP: 60877UBH9<br>LEI: H2OFQI2FJX0T8IHKL414 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2994747.60   | 0.03%             | 2028-10-22      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                                                                  | United States Treasury Note/Bond                                                   | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   185174000 | PA      | $166584267.33 | 1.63%             | 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      | $382569.06    | 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        |      112157 | PA      | $108336.81    | 0.00%             | 2046-01-15      | Variable      | 3.98%                 | 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      | $1963067.21   | 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          | CORP              | US        |     4750000 | PA      | $4756469.03   | 0.05%             | 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      | $826902.95    | 0.01%             | 2029-07-30      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: —       |
| Turk Telekomunikasyon AS                                                         | Turk Telekomunikasyon AS.                                                          | CUSIP: 90011QAE0<br>LEI: 789000A2TXOI10JZLF90 | Long             | DBT              | CORP              | TR        |     4500000 | PA      | $4598280.00   | 0.04%             | 2032-10-07      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | Vistra Operations Company LLC, First Lien Term Loan B3                             | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |      867039 | PA      | $872462.61    | 0.01%             | 2030-12-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                                 | United Rentals North America, Inc                                                  | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2997876.18   | 0.03%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8125067.72   | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS Group AG.                                                                      | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7500000 | PA      | $7830245.48   | 0.08%             | 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        |      221251 | PA      | $221804.26    | 0.00%             | 2032-02-27      | Variable      | 5.96%                 | 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        |     5029872 | PA      | $4542976.14   | 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        |      371047 | PA      | $373017.36    | 0.00%             | 2028-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                                          | Kodiak Gas Services LLC                                                            | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      500000 | PA      | $514104.64    | 0.01%             | 2035-10-01      | Fixed         | 6.75%                 | 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        |     1763651 | PA      | $1775776.07   | 0.02%             | 2029-10-09      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services, Inc                                                   | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      400000 | PA      | $418757.95    | 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      | $1147238.30   | 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      | $2067574.25   | 0.02%             | 2048-09-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                             | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $3832876.56   | 0.04%             | 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        |     2409687 | PA      | $2359324.44   | 0.02%             | 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      | $31650683.48  | 0.31%             | 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        |    52143679 | PA      | $52913672.23  | 0.52%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8379035.93   | 0.08%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DaVita, Inc                                                                        | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1845000 | PA      | $1913067.49   | 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      | $2892543.65   | 0.03%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MAGYAR EXPORT-IMPORT BAN                                                         | Magyar Export-Import Bank Zrt                                                      | CUSIP: 55977YAA6<br>LEI: 529900O4UGETQ9Q3AA63 | Long             | DBT              | NUSS              | HU        |      445000 | PA      | $457530.67    | 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      | $2019478.00   | 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      | $1593478.49   | 0.02%             | 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      | $1068766.25   | 0.01%             | 2038-08-05      | Variable      | 4.27%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12950000 | PA      | $13054207.10  | 0.13%             | 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      | $977535.04    | 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      | $2233452.42   | 0.02%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  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        |     4279803 | PA      | $4247038.54   | 0.04%             | 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      | $2466200.44   | 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        |      340308 | PA      | $350726.55    | 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        |     8917791 | PA      | $7394810.99   | 0.07%             | 2051-07-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                                              | Avantor Funding, Inc                                                               | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $1950760.81   | 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      | $4261965.69   | 0.04%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46650HAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       36019 | PA      | $33800.68     | 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      | $2042216.44   | 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      | $4594250.50   | 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        |     3492502 | PA      | $2896314.27   | 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      | $581438.80    | 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      | $365165.50    | 0.00%             | 2031-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MVW Owner Trust                                                                  | MVW Owner Trust                                                                    | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5257998 | PA      | $5265485.50   | 0.05%             | 2044-10-20      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| ASGN INCORPORATED                                                                | ASGN, Inc                                                                          | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |      325000 | PA      | $319346.70    | 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      | $7204413.51   | 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        |      471205 | PA      | $349870.01    | 0.00%             | 2027-10-29      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    18300000 | PA      | $18401093.23  | 0.18%             | 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      | $13794449.18  | 0.13%             | 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        |     2774688 | PA      | $2366483.06   | 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      | $3038223.28   | 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        |     2097570 | PA      | $1898470.75   | 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      | $495591.08    | 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      | $2973555.00   | 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      | $3632849.70   | 0.04%             | 2031-10-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                                                           | Republic of Azerbaijan International Bond                                          | CUSIP: AO9863769<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     1125000 | PA      | $1057140.97   | 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      | $1808358.40   | 0.02%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                  | PennyMac Financial Services, Inc                                                   | CUSIP: 70932MAD9<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      350000 | PA      | $372416.71    | 0.00%             | 2029-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AECOM                                                                            | AECOM                                                                              | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |     2205000 | PA      | $2259816.30   | 0.02%             | 2033-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | Fannie Mae Pool                                                                    | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3979551 | PA      | $3899155.73   | 0.04%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46655GAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7004380 | PA      | $6076877.43   | 0.06%             | 2052-10-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    24200000 | PA      | $24100742.25  | 0.24%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1932291 | PA      | $1602294.67   | 0.02%             | 2051-12-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Barbados Government International Bond                                           | Barbados Government International Bond                                             | CUSIP: 067070AK8<br>LEI: 529900UD1KUUS4SFD905 | Long             | DBT              | NUSS              | BB        |     1500000 | PA      | $1576500.00   | 0.02%             | 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        |    12580000 | PA      | $13150343.23  | 0.13%             | 2042-07-25      | Variable      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10475186 | PA      | $9998721.05   | 0.10%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | Virginia Electric and Power Co                                                     | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5147588.43   | 0.05%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRICORBRAUN HOLDINGS INC                                                         | TricorBraun Holdings, Inc., Term Loan                                              | CUSIP: 00184NAB3<br>LEI: 2549009AB5YVVW5J1U62 | Long             | LON              | CORP              | US        |     2831764 | PA      | $2749303.08   | 0.03%             | 2031-03-03      | Variable      | 6.97%                 | 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      | $2995790.69   | 0.03%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | Carnival Corp                                                                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2570000 | PA      | $2637542.12   | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac REMICS                                                                 | CUSIP: 3137FAES3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     8409887 | PA      | $7723540.62   | 0.08%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     5850000 | PA      | $4697550.00   | 0.05%             | 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      | $2786652.47   | 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      | $5331497.50   | 0.05%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | Gilead Sciences, Inc                                                               | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    17900000 | PA      | $18810075.02  | 0.18%             | 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        |     1027764 | PA      | $925477.44    | 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      | $1188714.54   | 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      | $222621.74    | 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      | $3019425.00   | 0.03%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CD&R Smokey Buyer Inc / Radio Systems Corp                                       | CD&R Smokey Buyer, Inc                                                             | CUSIP: 12515KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $815606.10    | 0.01%             | 2029-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46652VBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16401961 | PA      | $117641.43    | 0.00%             | 2051-08-25      | Variable      | 0.13%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group, Inc                                                           | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      725000 | PA      | $567875.36    | 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        |    14258418 | PA      | $11143951.55  | 0.11%             | 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      | $501160.33    | 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      | $1320960.38   | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co, Inc                                                   | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $11047212.97  | 0.11%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                          | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $1901124.41   | 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      | $810063.20    | 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      | $3406305.20   | 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      | $864864.84    | 0.01%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                            | Qnity Electronics, Inc                                                             | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1702372.59   | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418BL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      261705 | PA      | $260738.59    | 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        |       47824 | PA      | $47549.63     | 0.00%             | 2052-04-15      | Variable      | 2.84%                 | Yes           |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK                                                                               | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2396000 | PA      | $2439440.20   | 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        |     1037925 | PA      | $996269.38    | 0.01%             | 2037-01-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 48 Ltd                                        | Neuberger Berman Loan Advisers CLO 48 Ltd                                          | CUSIP: 64135GAQ1<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | JE        |     6000000 | PA      | $6003180.00   | 0.06%             | 2036-04-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NatWest Group plc                                                                  | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     6000000 | PA      | $6750846.00   | 0.07%             | N/A             | Fixed         | 8.12%                 | 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        |     1231250 | PA      | $1236636.71   | 0.01%             | 2029-03-22      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | Freddie Mac STACR REMIC Trust                                                      | CUSIP: 35564KH44<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-CBDO         | USGSE             | US        |    11780000 | PA      | $12294910.87  | 0.12%             | 2042-09-25      | Variable      | 7.57%                 | 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        |     6441726 | PA      | $5593069.84   | 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        |     1251835 | PA      | $1244235.62   | 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        |     1280261 | PA      | $1264737.49   | 0.01%             | 2048-10-10      | Variable      | 4.61%                 | 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      | $1903297.36   | 0.02%             | 2030-02-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    20185000 | PA      | $21223376.96  | 0.21%             | 2042-06-25      | Variable      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | Wells Fargo & Co                                                                   | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8347084.86   | 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      | $2749322.82   | 0.03%             | 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        |     1426767 | PA      | $1354879.42   | 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      | $1346200.78   | 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      | $1070046.98   | 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      | $2364582.43   | 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      | $1183453.25   | 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      | $854747.36    | 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      | $3659229.83   | 0.04%             | 2029-04-13      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                     | Cotiviti Corporation, Term Loan                                                    | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     1589077 | PA      | $1530813.51   | 0.01%             | 2031-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | Wells Fargo Commercial Mortgage Trust                                              | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5178405.00   | 0.05%             | 2057-08-15      | Fixed         | 5.31%                 | 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        |     2532097 | PA      | $2135021.76   | 0.02%             | 2052-05-28      | Variable      | 2.82%                 | 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        |    38054158 | PA      | $235011.07    | 0.00%             | 2051-12-25      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3539343.51   | 0.03%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup, Inc                                                                     | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2249082.20   | 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        |     3028843 | PA      | $2632836.19   | 0.03%             | 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      | $1265876.18   | 0.01%             | 2051-06-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK                                                                               | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3330000 | PA      | $3179360.12   | 0.03%             | 2065-04-15      | Variable      | 3.79%                 | 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      | $131947373.59 | 1.29%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                            | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5577171.81   | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | 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        |       36531 | PA      | $36135.15     | 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      | $851401.65    | 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      | $9923906.28   | 0.10%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                         | Republic of South Africa Government Bond                                           | CUSIP: EJ7500196<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    19100000 | PA      | $1140927.37   | 0.01%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | Medline Borrower, LP, Term Loan B                                                  | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     1073590 | PA      | $1077986.22   | 0.01%             | 2028-10-23      | Variable      | 5.47%                 | 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      | $2331251.75   | 0.02%             | 2051-06-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 3140X4E51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1419547 | PA      | $1425985.44   | 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        |      252290 | PA      | $259448.25    | 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      | $3400890.70   | 0.03%             | 2034-10-04      | Fixed         | 4.50%                 | 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      | $387341.02    | 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        |      725675 | PA      | $723117.33    | 0.01%             | 2060-07-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                    | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |     5400000 | PA      | $4977589.32   | 0.05%             | 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      | $1195998.45   | 0.01%             | 2050-10-02      | Fixed         | 4.25%                 | Yes           |                  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        |     2647581 | PA      | $2192123.48   | 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        |   143616471 | PA      | $140774744.77 | 1.37%             | 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        |     1814500 | PA      | $1826974.69   | 0.02%             | 2028-05-30      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                   | Open Text Corporation, Term Loan B                                                 | CUSIP: 68371YAP8<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |     2660190 | PA      | $2665523.58   | 0.03%             | 2030-01-31      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | Fannie Mae REMICS                                                                  | CUSIP: 3136B0K39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     5769507 | PA      | $5200141.62   | 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      | $3689203.35   | 0.04%             | 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      | $1596724.67   | 0.02%             | 2043-05-25      | Variable      | 9.22%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31419ARB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      210001 | PA      | $215954.54    | 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      | $1078725.38   | 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        |     3144986 | PA      | $2607885.61   | 0.03%             | 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      | $1181399.50   | 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      | $20275125.94  | 0.20%             | 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      | $2025533.83   | 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      | $1458771.84   | 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      | $1104302.39   | 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      | $2860012.77   | 0.03%             | 2028-04-23      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: —       |
| Grupo Aeromexico SAB de CV                                                       | Grupo Aeromexico SAB de C.V.                                                       | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $2041860.00   | 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      | $1990992.19   | 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      | $1370575.34   | 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        |     1211829 | PA      | $1246886.37   | 0.01%             | 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      | $4893264.36   | 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      | $2081932.00   | 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        |     3066823 | PA      | $3075134.42   | 0.03%             | 2029-09-12      | Variable      | 5.47%                 | 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      | $842803.91    | 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      | $756630.00    | 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      | $7902060.40   | 0.08%             | 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      | $30514917.67  | 0.30%             | 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      | $1606638.03   | 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      | $3679370.64   | 0.04%             | 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      | $13256447.88  | 0.13%             | 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      | $1515813.47   | 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        |     5685000 | PA      | $5367210.77   | 0.05%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                        | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     2925000 | PA      | $2869959.49   | 0.03%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31402RRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      254960 | PA      | $261748.22    | 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        |     8398649 | PA      | $8010516.81   | 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      | $2091402.60   | 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      | $1438425.00   | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     3307509 | PA      | $2975761.45   | 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      | $3905263.12   | 0.04%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2957307.00   | 0.03%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3139757.12   | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                             | Magic Mergeco, Inc                                                                 | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4710652.83   | 0.05%             | 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      | $961662.30    | 0.01%             | 2035-07-03      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4                              | Bayview MSR Opportunity Master Fund Trust                                          | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2066020 | PA      | $1713184.88   | 0.02%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  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        |      620059 | PA      | $538957.40    | 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      | $825732.65    | 0.01%             | 2032-01-29      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                               | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     2175000 | PA      | $2337255.00   | 0.02%             | 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        |      559242 | PA      | $440962.71    | 0.00%             | 2028-04-12      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark Mortgage Trust                                                           | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1336410.60   | 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        |     2815000 | PA      | $2953956.28   | 0.03%             | 2043-05-25      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                                       | Verus Securitization Trust                                                         | CUSIP: 92538QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5473449 | PA      | $4846219.81   | 0.05%             | 2066-10-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                                                          | Romanian Government International Bond                                             | CUSIP: ZM1054521<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     4900000 | PA      | $1184137.20   | 0.01%             | 2030-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | American Water Capital Corp                                                        | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2102742.31   | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America, Inc                                                 | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     7535000 | PA      | $6889645.86   | 0.07%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                                             | Paraguay Government International Bond                                             | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     2800000 | PA      | $2616372.72   | 0.03%             | 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      | $1228728.52   | 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      | $342040.00    | 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      | $513686.52    | 0.01%             | 2051-06-01      | Fixed         | 3.25%                 | 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      | $3221317.69   | 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      | $596800.70    | 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      | $232802.70    | 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      | $1482750.00   | 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      | $3824444.49   | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                                                | Alliant Holdings Intermediate, LLC, Term Loan B                                    | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     1980038 | PA      | $1986739.93   | 0.02%             | 2031-09-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments Group US Holdings Inc                                      | Merlin Entertainments Group US Holdings, Inc                                       | CUSIP: 59010UAA5<br>LEI: 549300HBQPPKS1187K54 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $890776.10    | 0.01%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ZF NA CAPITAL                                                                    | ZF North America Capital, Inc                                                      | CUSIP: 98877DAD7<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      750000 | PA      | $765304.10    | 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        |    23164095 | PA      | $21996746.85  | 0.21%             | 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        |      610296 | PA      | $584734.96    | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| WINDSOR HOLDINGS III LLC                                                         | Windsor Holdings III LLC                                                           | CUSIP: 97360AAA5<br>LEI: 254900IXUJZ9H146T437 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1684891.01   | 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      | $5318821.95   | 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      | $1016998.57   | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5625000 | PA      | $5610278.31   | 0.05%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                              | CUSIP: 3132XCSC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |     6250089 | PA      | $6219508.14   | 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      | $1326845.49   | 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        |     7245763 | PA      | $7456894.02   | 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        |     3601647 | PA      | $3430342.17   | 0.03%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Motion Finco Sarl                                                                | Motion Finco Sarl                                                                  | CUSIP: 61980LAB5<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |     1420000 | PA      | $1275175.90   | 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        |     1306871 | PA      | $1252972.82   | 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      | $1129032.53   | 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      | $1569565.63   | 0.02%             | 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      | $713347.56    | 0.01%             | 2048-12-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | United States Treasury Note                                                        | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8850000 | PA      | $8887806.49   | 0.09%             | 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      | $5449719.83   | 0.05%             | 2052-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Science Applications International Corp                                          | Science Applications International Corp                                            | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |      395000 | PA      | $400427.21    | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMW Vehicle Lease Trust                                                            | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1857809 | PA      | $1859190.54   | 0.02%             | 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      | $2252312.10   | 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      | $2574833.27   | 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      | $1607715.10   | 0.02%             | 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        |     9394871 | PA      | $8150825.79   | 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      | $939095.80    | 0.01%             | 2048-03-10      | Variable      | 3.70%                 | 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      | $10780493.98  | 0.11%             | 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        |      933845 | PA      | $936669.79    | 0.01%             | 2031-09-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                                 | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      450000 | PA      | $404389.31    | 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      | $1157946.33   | 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      | $1509985.18   | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                             | Jordan Government International Bond                                               | CUSIP: 418097AP6<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |     2000000 | PA      | $1961606.92   | 0.02%             | 2032-11-12      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                   | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      980000 | PA      | $642677.65    | 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      | $513990.50    | 0.01%             | 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        |      518278 | PA      | $518278.38    | 0.01%             | 2031-12-03      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                          | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4825774.50   | 0.05%             | 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        |     2206708 | PA      | $1805259.38   | 0.02%             | 2051-09-25      | Variable      | 3.01%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA, Inc                                                                           | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4808290.95   | 0.05%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MILE Trust 2025-STNE                                                             | MILE Trust                                                                         | CUSIP: 59918AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $1002322.60   | 0.01%             | 2042-07-15      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                     | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $902382.62    | 0.01%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group, Inc                                                       | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      755000 | PA      | $733707.42    | 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        |     5414832 | PA      | $1040373.95   | 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      | $6450111.22   | 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      | $2312977.57   | 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      | $1608569.48   | 0.02%             | 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        |      741772 | PA      | $737269.39    | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pertamina Hulu Energi PT                                                         | Pertamina Hulu Energi PT                                                           | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     3600000 | PA      | $3669964.38   | 0.04%             | 2030-05-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                                                         | Hilcorp Energy I LP                                                                | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1378415.53   | 0.01%             | 2031-02-01      | Fixed         | 6.00%                 | Yes           |                  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      | $1349962.63   | 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        |    27789853 | PA      | $27126967.38  | 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      | $10030201.00  | 0.10%             | 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        |     4125166 | PA      | $3507172.11   | 0.03%             | 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        |    12502211 | PA      | $11191221.57  | 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      | $1564581.94   | 0.02%             | 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      | $1860829.75   | 0.02%             | 2031-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                      | Surgery Center Holdings, Inc., Term Loan B                                         | CUSIP: BL5192622<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |     1931118 | PA      | $1940947.78   | 0.02%             | 2030-12-19      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                   | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $7279599.60   | 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        |     1280500 | PA      | $1277298.75   | 0.01%             | 2031-10-03      | Variable      | 7.57%                 | 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        |     1168608 | PA      | $1171739.37   | 0.01%             | 2031-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $10258234.76  | 0.10%             | 2034-04-15      | Fixed         | 3.47%                 | 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      | $9750924.27   | 0.10%             | 2057-08-15      | Variable      | 5.82%                 | 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      | $1756345.50   | 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        |     8017168 | PA      | $7859195.98   | 0.08%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                                                 | Wand NewCo 3, Inc                                                                  | CUSIP: 933940AA6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | DBT              | CORP              | US        |      460000 | PA      | $486829.50    | 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      | $224649.52    | 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        |     2941767 | PA      | $2907273.29   | 0.03%             | 2053-06-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                 | Connecticut Avenue Securities Trust                                                | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     4335000 | PA      | $4500407.99   | 0.04%             | 2043-06-25      | Variable      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Credit-Based Asset Servicing a                                                   | C-BASS Trust                                                                       | CUSIP: 14986PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       21533 | PA      | $21437.45     | 0.00%             | 2036-07-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | Kroger Co                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     7325000 | PA      | $6975605.63   | 0.07%             | 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        |      872062 | PA      | $868840.65    | 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        |    16184789 | PA      | $12387008.68  | 0.12%             | 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        |     1923036 | PA      | $1911361.04   | 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        |     2129894 | PA      | $1920586.57   | 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      | $16505666.21  | 0.16%             | 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      | $3827420.00   | 0.04%             | 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        |     3393876 | PA      | $3404142.80   | 0.03%             | 2031-06-24      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | Antero Midstream Partners LP                                                       | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      900000 | PA      | $905435.10    | 0.01%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                                                    | TransDigm, Inc                                                                     | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1648248.02   | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                    | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     9753906 | PA      | $9940973.04   | 0.10%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                        | Sunoco LP                                                                          | CUSIP: 86765KAJ8<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1949315.28   | 0.02%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMorgan Chase & Co                                                                | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $17049473.92  | 0.17%             | 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      | $1854421.50   | 0.02%             | 2037-04-15      | Variable      | 6.00%                 | 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      | $3065185.14   | 0.03%             | 2027-08-20      | Fixed         | 2.13%                 | 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      | $23610961.41  | 0.23%             | 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      | $2096702.37   | 0.02%             | 2036-10-15      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | Saudi Arabian Oil Co                                                               | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     3175000 | PA      | $2869241.15   | 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        |     3392015 | PA      | $3210934.88   | 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          | CORP              | US        |    15830000 | PA      | $14135282.94  | 0.14%             | 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        |     2962500 | PA      | $2975846.06   | 0.03%             | 2031-06-17      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                               | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2025000 | PA      | $1668600.00   | 0.02%             | 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      | $684514.63    | 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      | $411142.80    | 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      | $4860828.50   | 0.05%             | 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      | $1343817.82   | 0.01%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Gray Media Inc                                                                   | Gray Media, Inc                                                                    | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1226194.60   | 0.01%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ADT SEC CORP                                                                     | ADT Corp                                                                           | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1602994.82   | 0.02%             | 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        |    15925000 | PA      | $16363857.97  | 0.16%             | 2042-03-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | Broadcom, Inc                                                                      | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4859326.60   | 0.05%             | 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      | $2087675.48   | 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        |     1784300 | PA      | $182576.14    | 0.00%             | 2043-09-25      | Variable      | 1.96%                 | 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      | $1206910.60   | 0.01%             | 2037-09-10      | Variable      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive, Inc                                                           | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2094213.95   | 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      | $4876467.00   | 0.05%             | 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        |     1276062 | PA      | $1250418.52   | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO Mortgage Trust                                                                 | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2075000 | PA      | $2175626.50   | 0.02%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                              | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      250000 | PA      | $231338.34    | 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      | $411286.80    | 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        |     5415759 | PA      | $4490517.46   | 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      | $2965262.10   | 0.03%             | 2038-08-10      | Variable      | 2.98%                 | 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      | $114880052.93 | 1.12%             | 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      | $693584.95    | 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      | $1780532.88   | 0.02%             | 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      | $2942589.40   | 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      | $1298027.55   | 0.01%             | 2041-07-15      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust                                                      | CUSIP: 90276EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2625000 | PA      | $2592270.45   | 0.03%             | 2050-06-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Citibank N.A.                                                                    | EUR260108                                                                          | CUSIP: EUR260108<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-8505.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | Prosus NV                                                                          | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      437000 | PA      | $439709.40    | 0.00%             | 2027-07-06      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd                                                            | Mineral Resources Ltd                                                              | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      120000 | PA      | $125136.50    | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                       | Allianz SE                                                                         | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |     6400000 | PA      | $6871577.60   | 0.07%             | 2053-09-06      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                   | CUSIP: 3133BEXK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    20895242 | PA      | $20490435.65  | 0.20%             | 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      | $6975113.10   | 0.07%             | 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      | $1387210.15   | 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        |      910204 | PA      | $886249.24    | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     8650000 | PA      | $8880239.73   | 0.09%             | 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        |     3757815 | PA      | $3657641.00   | 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        |    10547816 | PA      | $8743170.52   | 0.09%             | 2052-06-25      | Variable      | 2.50%                 | 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      | $1990101.57   | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services Inc                                                      | CHG Healthcare Services Inc., Term Loan B1                                         | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |      256641 | PA      | $258114.57    | 0.00%             | 2028-09-29      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                           | US 5YR NOTE (CBT) Mar26                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        3634 | NC      | $397213236.19 | 3.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Indonesia Government International Bond                                          | Indonesia Government International Bond                                            | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |      975000 | PA      | $973322.28    | 0.01%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                                   | Ginnie Mae II Pool                                                                 | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    47577638 | PA      | $43749002.50  | 0.43%             | 2052-07-20      | Fixed         | 3.50%                 | 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      | $710886.63    | 0.01%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                                          | Asbury Automotive Group, Inc                                                       | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |     2670000 | PA      | $2625015.23   | 0.03%             | 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      | $447282.09    | 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      | $2282276.00   | 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      | $5891894.68   | 0.06%             | 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      | $1490350.33   | 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        |     8948000 | PA      | $8899724.29   | 0.09%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple, Inc                                                                         | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1009898.18   | 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      | $3914395.65   | 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        |      449295 | PA      | $411995.07    | 0.00%             | 2048-09-20      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | Perusahaan Penerbit SBSN Indonesia III                                             | CUSIP: 71567WAD7<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | CORP              | ID        |     2000000 | PA      | $2003600.00   | 0.02%             | 2030-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM Mortgage Trust                                                                | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2476406 | PA      | $2410209.98   | 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        |    34644652 | PA      | $31035448.86  | 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      | $1238725.95   | 0.01%             | 2034-05-02      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Husky Injection Molding Systems Ltd                                              | Titan Acquisition Limited, Term Loan B                                             | CUSIP: BL5224698<br>LEI: 5493003ZDHRVP2N4C109 | Long             | LON              | CORP              | CA        |      985000 | PA      | $993687.70    | 0.01%             | 2029-02-15      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Samsonite IP Holdings Sarl                                                       | Samsonite International S.A., Term Loan B                                          | CUSIP: N/A<br>LEI: 222100XV7DJLCY8IA009       | Long             | LON              | CORP              | LU        |      619483 | PA      | $622710.40    | 0.01%             | 2032-11-08      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                      | Corp Nacional del Cobre de Chile                                                   | CUSIP: 21987BAZ1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     3000000 | PA      | $2847051.00   | 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        |      427992 | PA      | $427174.69    | 0.00%             | 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        |     6250000 | PA      | $6058770.63   | 0.06%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $594374.78    | 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      | $958027.81    | 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      | $8092378.16   | 0.08%             | 2055-02-15      | Variable      | 2.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                         | JP Morgan Mortgage Trust                                                           | CUSIP: 46592WBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1979422 | PA      | $1645328.95   | 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      | $1551500.00   | 0.02%             | 2033-09-30      | Fixed         | 8.50%                 | Yes           |                  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      | $3711821.19   | 0.04%             | 2039-05-10      | Fixed         | 3.57%                 | Yes           |                  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      | $379127.72    | 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      | $2074872.40   | 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      | $950063.81    | 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        |      515891 | PA      | $517364.01    | 0.01%             | 2028-11-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                | Kosmos Energy Ltd                                                                  | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      725000 | PA      | $409719.34    | 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      | $2543900.00   | 0.02%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BANK HAPOALIM                                                                    | Bank Hapoalim BM                                                                   | CUSIP: BR9645804<br>LEI: B6ARUI4946ST4S7WOU88 | Long             | DBT              | CORP              | IL        |     4000000 | PA      | $3922000.00   | 0.04%             | 2032-01-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Montego Bay Airport Revenue Finance Ltd                                          | Montego Bay Airport Revenue Finance Ltd                                            | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     5000000 | PA      | $4981500.00   | 0.05%             | 2035-06-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                              | MRCD Mortgage Trust                                                                | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $2502500.00   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | Tenet Healthcare Corp                                                              | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      850000 | PA      | $875154.90    | 0.01%             | 2033-11-15      | Fixed         | 6.00%                 | 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        |      518775 | PA      | $193962.25    | 0.00%             | 2028-05-15      | Variable      | 6.61%                 | 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      | $10816615.66  | 0.11%             | 2042-09-25      | Variable      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                                    | GS Mortgage-Backed Securities Trust                                                | CUSIP: 36264TAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5579425 | PA      | $4853075.08   | 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        |     5810880 | PA      | $5047146.81   | 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        |     2228642 | PA      | $2342369.19   | 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      | $1359433.17   | 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        |      520893 | PA      | $506089.93    | 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      | $2248991.33   | 0.02%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                               | Credit Agricole S.A.                                                               | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     9600000 | PA      | $9996211.20   | 0.10%             | N/A             | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US Foods, Inc                                                                      | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      785000 | PA      | $812065.23    | 0.01%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Global Medical Response Inc                                                      | Global Medical Response, Inc., Term Loan B                                         | CUSIP: 00169QAH2<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |      449628 | PA      | $452966.36    | 0.00%             | 2032-09-20      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                   | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      850000 | PA      | $841581.43    | 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      | $1507018.64   | 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        |     1119057 | PA      | $1010313.12   | 0.01%             | 2048-09-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Goat Holdco LLC                                                                  | Goat Holdco LLC                                                                    | CUSIP: 38021MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $467314.58    | 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      | $2014765.40   | 0.02%             | 2041-10-15      | Variable      | 8.61%                 | 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      | $5586998.31   | 0.05%             | 2048-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting