# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007239
**Filing Date:** 2026-5
**Character Count:** 1108588
**Document Hash:** f67db772c89ed0b66e63ae48b70305ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007239.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007239

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO FUNDS
- **CENTRAL INDEX KEY:** 0000810893

**ORGANIZATION NAME:**
- **EIN:** 952632339
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043425

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949-720-6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO Long Duration Credit Bond Portfolio (Series ID: S000024285)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000071766 | Long Duration Credit Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-05028

- **c. CIK number of Registrant:** 0000810893

- **d. LEI of Registrant:** 5493003B5Y5GR0Y25Y76

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 877-4626

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

- **a. Name of Series:** PIMCO Long Duration Credit Bond Portfolio

- **b. EDGAR series identifier (if any):** S000024285

- **c. LEI of Series:** ARRW3S61ZWIBB3UOV031

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $45194773913.82

**Total Liabilities:** $16815320918.88

**Net Assets:** $28379452994.94

**Cash Not Reported:** $18389923.61

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 11006385.431300 | **1-Year:** 904572.016800 | **5-Year:** 6766021.034100 | **10-Year:** 13134910.190200 | **30-Year:** 1489414.739200

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

- **3-Month:** 4956.892600 | **1-Year:** 14686.138900 | **5-Year:** -70771.717600 | **10-Year:** -40541.775600 | **30-Year:** 353.300500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000071766 | 0.42%                | 2.41%                | -3.69%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $23027687.62             | $-28544334.90                              |
| Month 2  | $13424009.94             | $576555710.45                              |
| Month 3  | $-52960880.29            | $-1112124967.75                            |

**Designated Index Information**

- **Index Name:** Bloomberg US Long Credit Total Return Unhedged Index

- **Index Identifier:** LULCTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 04/50 3.15              | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $794282.06      | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                              | CITADEL FINANCE LLC COMPANY GUAR 144A 02/31 5.15           | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     12550000 | PA      | $12261434.09    | 0.04%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRICAL CO                                                      | MASSACHUSETTS ELECTRIC SR UNSECURED 144A 02/54 5.867       | CUSIP: 575634AV2<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |      9100000 | PA      | $8899853.69     | 0.03%             | 2054-02-26      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO COUNTY WATER AUTHORITY                                                 | SAN DIEGO CNTY CA WTR AUTH FIN SDGWTR 05/49 FIXED 6.138    | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |      1795000 | PA      | $1825404.61     | 0.01%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/36 5.5         | CUSIP: 873923AG1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9856053.50     | 0.03%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 10/27 6.95                    | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4650172.07     | 0.02%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTHORITY                                                          | BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 04/49 FIXED 6.263    | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |      4800000 | PA      | $5014384.80     | 0.02%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STOR COMPANY GUAR 144A 12/32 9.625            | CUSIP: 81180LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1789600 | PA      | $1990541.66     | 0.01%             | 2032-12-01      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR ULTRA FUT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         3756 | NC      | $-9535133.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SUBORDINATED REGS 04/38 7                | CUSIP: B2QP0KII9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2632797.72     | 0.01%             | 2038-04-07      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.00000 06/17/26-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $6705699.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/36 6.125          | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5552217.37     | 0.02%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE COMPANY                                                  | SUMITOMO LIFE INSUR SUBORDINATED 144A 04/81 VAR            | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |     16300000 | PA      | $14929942.62    | 0.05%             | 2081-04-15      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP              | TARGA RESOURCES PARTNERS COMPANY GUAR 02/31 4.875          | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12590000 | PA      | $12575061.21    | 0.04%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                    | BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 02/35 VAR        | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     10000000 | PA      | $10350000.00    | 0.04%             | 2035-02-11      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES COMPANY GUAR 04/28 4.95                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     14200000 | PA      | $14183784.17    | 0.05%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -33400000 | NC      | $-174474.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $499764.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS REV REPO EUR                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -1231467 | PA      | $-1425924.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP SR UNSECURED 06/51 4.1                   | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     38200000 | PA      | $25361363.15    | 0.09%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS LLC                                                                 | SBL HOLDINGS INC SR UNSECURED 144A 10/34 7.2               | CUSIP: 78397DAD0<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1750925.42     | 0.01%             | 2034-10-30      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE COMPANY                                                  | NEW YORK LIFE INSURANCE SUBORDINATED 144A 05/69 4.45       | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     16700000 | PA      | $12713233.22    | 0.04%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 09/35 5.3              | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10850000 | PA      | $10844798.94    | 0.04%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 09/37 6.25            | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       700000 | PA      | $749947.32      | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 03/48 4.5                            | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       100000 | PA      | $80767.01       | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/35 VAR                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12300000 | PA      | $12456460.31    | 0.04%             | 2035-07-22      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $278809.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC COMPANY GUAR 144A 08/33 3.25                      | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4358104.55     | 0.02%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNL QUINTERO SA                                                                  | GNL QUINTERO SA SR UNSECURED REGS 07/29 4.634              | CUSIP: P4909LAA8<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |      2060000 | PA      | $2054182.44     | 0.01%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 06/47 5.45                          | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20500000 | PA      | $18507912.09    | 0.07%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 09/47 3.75                          | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     21600000 | PA      | $16720035.12    | 0.06%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC 2003-G                                               | MLCC MORTGAGE INVESTORS INC MLCC 2003 G A2                 | CUSIP: 5899295W4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         7344 | PA      | $7182.28        | 0.00%             | 2029-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/61 3.85             | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94400000 | PA      | $55181703.14    | 0.19%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 05/53 6.9       | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      8492000 | PA      | $9092426.10     | 0.03%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 07/44 4.5                         | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1037678.56     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 09/39 6.5             | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     36840000 | PA      | $39336420.60    | 0.14%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 09/47 3.8            | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     12700000 | PA      | $9520637.04     | 0.03%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC (AKA COACH INC)                                                     | TAPESTRY INC SR UNSECURED 03/35 5.5                        | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     10885000 | PA      | $10908875.27    | 0.04%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 05/35 6                  | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     14800000 | PA      | $15430294.11    | 0.05%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                       | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1             | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4510292 | PA      | $4431227.90     | 0.02%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                                 | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 02/27 1.5          | CUSIP: ACI1VT6K5<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |       200000 | PA      | $179156.78      | 0.00%             | 2027-02-17      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST REF MORT 06/45 3.75              | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      4468000 | PA      | $3430501.13     | 0.01%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 06/45 4.45               | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1648183.58     | 0.01%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-22712.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4               | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7591662 | PA      | $7584906.17     | 0.03%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | SUTTER HEALTH UNSECURED 08/40 3.161                        | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      1950000 | PA      | $1507633.43     | 0.01%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                              | SVB FINL TR COMMON STOCK UNIT                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        16945 | NS      | $8006512.50     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      5400000 | PA      | $5630023.80     | 0.02%             | 2028-08-14      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/33 VAR              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     17300000 | PA      | $17473992.67    | 0.06%             | 2033-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/33 VAR                      | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $4677227.52     | 0.02%             | 2033-01-21      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 04/53 5.35                    | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     41246000 | PA      | $38060225.78    | 0.13%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 07/30 VAR             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $6275680.55     | 0.02%             | 2030-07-23      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 08/47 3.7            | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      3465000 | PA      | $2559867.85     | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 06/51 4.663                         | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    144713000 | PA      | $121492751.43   | 0.43%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 04/53 VAR               | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     64700000 | PA      | $53692502.95    | 0.19%             | 2053-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO/THE                                                        | BROOKLYN UNION GAS CO SR UNSECURED 144A 03/49 4.487        | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $5991984.53     | 0.02%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                            | GEORGIA POWER CO SR UNSECURED 09/40 4.75                   | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      1425000 | PA      | $1339439.99     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -17221006 | PA      | $-17407806.32   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7 ELEVEN INC SR UNSECURED 144A 02/51 2.8                   | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     15352000 | PA      | $8992855.11     | 0.03%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 01/28 3.4                  | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1265000 | PA      | $1244346.74     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 11/31 5.322             | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $11870970.60    | 0.04%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $810.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 03/56 5.8                      | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1099892.73     | 0.00%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO SR UNSECURED 01/36 VAR                 | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     20900000 | PA      | $21284507.75    | 0.07%             | 2036-01-30      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT PEN SOLD USD 20260526                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-274.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI LIMITED                                                 | ADANI ELECTRICITY MUMBAI SR SECURED 144A 02/30 3.949       | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |      4185000 | PA      | $3830585.16     | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                          | TELEFONICA EMISIONES SAU COMPANY GUAR 03/49 5.52           | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      1685000 | PA      | $1519996.85     | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                        | EVERGY KANSAS CENTRAL 1ST MORTGAGE 03/53 5.7               | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6400251.26     | 0.02%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1977641592 | PA      | $-1980541034.85 | -6.98%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/33 VAR                | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     88000000 | PA      | $86499385.28    | 0.30%             | 2033-04-27      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-28657.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $302966.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/33 2.75             | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      4537000 | PA      | $3925883.25     | 0.01%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTHORITY                                                          | BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 04/50 FIXED 7.043    | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     11806196 | PA      | $13304039.27    | 0.05%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 03/54 5.75                    | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     20000000 | PA      | $18629622.60    | 0.07%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC (AKA: ACE INA HOLDINGS INC)                               | CHUBB INA HOLDINGS INC COMPANY GUAR 12/61 3.05             | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     10748000 | PA      | $6460703.52     | 0.02%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                                           | UNIV OF MICHIGAN MI UNVHGR 04/40 FIXED 2.437               | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     15000000 | PA      | $11325121.50    | 0.04%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| WR BERKLEY CORP                                                                  | BERKLEY (WR) CORPORATION SR UNSECURED 05/50 4              | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $3703598.95     | 0.01%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/28 2.172               | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     11600000 | PA      | $10992907.39    | 0.04%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.76473 12/17/24-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $4555338.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 10/56 2.987            | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     30121000 | PA      | $17692464.55    | 0.06%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS COMPANY LLC                                                  | EL PASO NATURAL GAS COMPANY GUAR 144A 02/32 3.5            | CUSIP: 283695BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9802000 | PA      | $9035058.19     | 0.03%             | 2032-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/55 6.2                             | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $10906501.43    | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                          | CENTERPOINT ENER HOUSTON 1ST MORTGAGE 03/52 3.6            | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     16270000 | PA      | $11699573.80    | 0.04%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO SR UNSECURED 144A 01/50 6.39                | CUSIP: 898339AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      7918000 | PA      | $7131704.59     | 0.03%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSECURED 07/49 4.4                          | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     10448000 | PA      | $7904995.67     | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $2164206.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTIES TRUST                              | CADILLAC FAIRVIEW PRP TR SR UNSECURED 144A 03/27 3.875     | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      3900000 | PA      | $3883370.28     | 0.01%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/44 4.625                                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     11700000 | PA      | $11323863.25    | 0.04%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 08/37 6.7                | CUSIP: 037735CK1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3945302.39     | 0.01%             | 2037-08-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  JUN26 IFLL 20260626                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         3041 | NC      | $-18877730.69   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| EMPIRE STATE DEVELOPMENT CORPORATION                                             | NEW YORK ST URBAN DEV CORP REV NYSDEV 03/39 FIXED 5.77     | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      6290000 | PA      | $6437438.23     | 0.02%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO FINANCE SARL                                               | BECTON DICKINSON EURO COMPANY GUAR 06/36 4.029             | CUSIP: ACI2PDYB4<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |      6200000 | PA      | $7082976.94     | 0.02%             | 2036-06-07      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A                   | 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A D 144A       | CUSIP: 682439AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2200000 | PA      | $2067043.44     | 0.01%             | 2037-10-13      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 03/31 4.45                 | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      4400000 | PA      | $4347127.40     | 0.02%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/64 6         | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     33874000 | PA      | $32277868.64    | 0.11%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 10/53 6.5            | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      6980000 | PA      | $7413536.18     | 0.03%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INVESTINDUSTRIAL VIII SCSP                                                       | PROJ ALFA 3 TERM LOAN                                      | CUSIP: BA000RG42<br>LEI: 213800KUK2RJHCSU9551 | Long             | LON              | CORP              | US        |      5932047 | PA      | $5932047.17     | 0.02%             | 2026-10-21      | Floating      | 5.74%                 | Yes           |                  3 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                                      | ARES MANAGEMENT CORP ARES MANAGEMENT CORP                  | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     34300000 | PA      | $35666122.35    | 0.13%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 06/51 3.5                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      6750000 | PA      | $4526674.88     | 0.02%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON COMPANY                                                              | OHIO EDISON CO 1ST MORTGAGE 10/38 8.25                     | CUSIP: 677347CF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1262076.18     | 0.00%             | 2038-10-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $116907.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          130 | NC      | $-273618.41     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 11/60 3.6                    | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     47797000 | PA      | $31054771.99    | 0.11%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE LLC                                                       | ALLIANT ENERGY FINANCE COMPANY GUAR 144A 03/32 3.6         | CUSIP: 01882YAD8<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |     13500000 | PA      | $12494742.08    | 0.04%             | 2032-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 02/30 VAR                | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     14862000 | PA      | $14660852.94    | 0.05%             | 2030-02-07      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                                                              | CARLYLE FINANCE LLC COMPANY GUAR 144A 09/48 5.65           | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5365562.82     | 0.02%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 03/29 3.95                | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     25300000 | PA      | $24904915.20    | 0.09%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 11/48 4.4            | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $811052.56      | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 05/30 VAR                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4877511.25     | 0.02%             | 2030-05-06      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA POOL 621024 GN 09/33 FIXED 4.5                        | CUSIP: 36290X4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         3102 | PA      | $3082.35        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                             | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE A | CUSIP: 955SEWII1<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $6842872.90     | 0.02%             | 2028-03-20      | Fixed         | 6.52%                 | Yes           |                  3 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 08/32 VAR                   | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1100000 | PA      | $1081420.07     | 0.00%             | 2032-08-10      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                     | NORTHERN NATURAL GAS CO SR UNSECURED 144A 09/42 4.1        | CUSIP: 665501AK8<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $11264242.50    | 0.04%             | 2042-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/31 2.55                   | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10400000 | PA      | $9453371.93     | 0.03%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                                                   | PACIFIC LIFE INSURANCE C SUBORDINATED 144A 06/39 9.25      | CUSIP: 694475AA2<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     63816000 | PA      | $85293717.04    | 0.30%             | 2039-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 02/40 6.5                | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     44988000 | PA      | $47149289.65    | 0.17%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                   | CUSIP: BFM4XMII1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     17200000 | PA      | $22723332.83    | 0.08%             | 2026-09-28      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 06/47 3.75                    | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      7550000 | PA      | $5602336.62     | 0.02%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 08/32 4.5                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3709011.58     | 0.01%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNTRYWIDE HOME LOANS 2004-25                                                   | COUNTRYWIDE HOME LOANS CWHL 2004 25 1A1                    | CUSIP: 12669GJY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         6199 | PA      | $5899.82        | 0.00%             | 2035-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/34 VAR                      | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11400000 | PA      | $11571478.34    | 0.04%             | 2034-07-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-95388.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSECURED 05/65 5.3                        | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       175000 | PA      | $162120.93      | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NISOURCE INC SR UNSECURED 02/42 5.8                        | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      6723000 | PA      | $6642805.30     | 0.02%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                                  | RTX CORP SR UNSECURED 02/53 5.375                          | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     13674000 | PA      | $12850160.37    | 0.05%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/44 4.25             | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     24400000 | PA      | $20228239.28    | 0.07%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS A2 144A                             | CUSIP: 990ABJRS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |     13000000 | PA      | $8969352.41     | 0.03%             | 2057-12-30      | Floating      | 5.71%                 | No            |                  3 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL JR SUBORDINA 06/53 VAR                | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      7200000 | PA      | $7334877.60     | 0.03%             | 2053-06-15      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | DEVON ENERGY CORPORATION DEVON ENERGY CORPORATION          | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |       332000 | PA      | $312260.36      | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     12700000 | NS      | $12721209.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                        | EVERGY KANSAS CENTRAL 1ST MORTGAGE 04/50 3.45              | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $5814391.86     | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 09/52 4.95              | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      2644000 | PA      | $2331359.16     | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 03/51 3.3                          | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     17431000 | PA      | $10886987.39    | 0.04%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR                  | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      5700000 | PA      | $5866477.28     | 0.02%             | 2079-04-04      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 01/29 VAR             | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     23000000 | PA      | $22864333.12    | 0.08%             | 2029-01-21      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 06/48 4.875      | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     21650000 | PA      | $17749891.28    | 0.06%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSECURED 09/47 3.95                         | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $7063356.87     | 0.02%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/49 3.5       | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $3770037.87     | 0.01%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                            | TD SYNNEX CORP SR UNSECURED 08/28 2.375                    | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      9200000 | PA      | $8736249.99     | 0.03%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SUBORDINATED 02/35 VAR                       | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13400000 | PA      | $13580294.72    | 0.05%             | 2035-02-13      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     11895000 | PA      | $11257178.68    | 0.04%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 03/51 3.5              | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     14900000 | PA      | $9961533.12     | 0.04%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                                                | OKLAHOMA G+E CO SR UNSECURED 06/40 5.85                    | CUSIP: 678858BL4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4096868.56     | 0.01%             | 2040-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED REGS 01/49 6.25      | CUSIP: 71568QAH0<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |      1200000 | PA      | $1161143.52     | 0.00%             | 2049-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 01/28 5.842               | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     12400000 | PA      | $12673894.67    | 0.04%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/50 2                                    | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     47900000 | PA      | $27898008.05    | 0.10%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIVERSITY                                                      | THOMAS JEFFERSON UNIV SECURED 11/57 3.847                  | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |      4754000 | PA      | $3319171.78     | 0.01%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-21518.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | HALEON US CAPITAL LLC COMPANY GUAR 03/52 4                 | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      3053000 | PA      | $2341388.81     | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 08/40 4.5                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2341495.18     | 0.01%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INT FINANCE III COMPANY GUAR 04/51 3.625               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       260000 | PA      | $167777.44      | 0.00%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.71199 06/30/26-9Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $144015.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 07/36 3.2                        | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       275000 | PA      | $230684.58      | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/40 4.5              | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     22679000 | PA      | $19364069.76    | 0.07%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA REGS 10/31 4.875                        | CUSIP: ACI2KGV33<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      4300000 | PA      | $5228197.54     | 0.02%             | 2031-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2021-FL4                         | ARBOR REALTY COLLATERALIZED LO ARCLO 2021 FL4 A 144A       | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4577637 | PA      | $4588737.80     | 0.02%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.36895 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $270206.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE            | UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/48 FIXED 6.548    | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25100000 | PA      | $26657256.71    | 0.09%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC (AKA: NBC UNIVERSAL INC)                                  | NBCUNIVERSAL MEDIA LLC COMPANY GUAR 01/43 4.45             | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     19107000 | PA      | $15882221.62    | 0.06%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 09/36 VAR              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     16900000 | PA      | $16786852.30    | 0.06%             | 2036-09-12      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                      | PEACEHEALTH OBLIGATED GR SR UNSECURED 11/48 4.787          | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2200000 | PA      | $1903953.26     | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/46 4.25             | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     26543000 | PA      | $20187901.08    | 0.07%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                               | COOPERATIEVE RABOBANK UA 144A 04/33 VAR                    | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     37195000 | PA      | $34850931.67    | 0.12%             | 2033-04-06      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15235049.85    | 0.05%             | 2035-01-23      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 05/35 3.9                         | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4236040.60     | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SECURED 144A 01/30 5.4             | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2705250.66     | 0.01%             | 2030-01-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/31 3.625                         | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1240000 | PA      | $1179810.20     | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                      | HEINEKEN NV SR UNSECURED 144A 03/47 4.35                   | CUSIP: 423012AG8<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |      7848000 | PA      | $6483677.47     | 0.02%             | 2047-03-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 12/33 6                | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     15000000 | PA      | $15679368.00    | 0.06%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/36 VAR                      | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15600000 | PA      | $15910135.49    | 0.06%             | 2036-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 05/49 4.125           | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     18110000 | PA      | $14166349.38    | 0.05%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                                  | NY STATE ELECTRIC + GAS SR UNSECURED 144A 09/49 3.3        | CUSIP: 649840CR4<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     10200000 | PA      | $6896510.60     | 0.02%             | 2049-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMWARE LLC SR UNSECURED 08/28 1.8                          | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      5600000 | PA      | $5274166.80     | 0.02%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/53 5.25             | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24971000 | PA      | $19601855.94    | 0.07%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| POLAND GOVT                                                                      | REPUBLIC OF POLAND SR UNSECURED 04/53 5.5                  | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     12400000 | PA      | $11518284.36    | 0.04%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATL GRID ELECT TRANS SR UNSECURED REGS 04/40 2            | CUSIP: ACI1LNWS3<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |      3300000 | PA      | $2653847.28     | 0.01%             | 2040-04-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/47 5.3                  | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     22750000 | PA      | $20150519.71    | 0.07%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP COMPANY GUAR 05/55 6.125              | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      3918000 | PA      | $3839644.90     | 0.01%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                          | AMEREN ILLINOIS CO 1ST MORTGAGE 03/55 5.625                | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4864715.05     | 0.02%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120000000 | PA      | $118363322.40   | 0.42%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AL3000 FN 12/42 FIXED VAR                        | CUSIP: 3138EKKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        24072 | PA      | $22687.10       | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/31 2.5         | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      4204000 | PA      | $3704479.46     | 0.01%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                    | DTE ELECTRIC CO GENL REF MOR 04/51 3.25                    | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      8400000 | PA      | $5676104.87     | 0.02%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/30 VAR                      | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6633793.08     | 0.02%             | 2030-01-09      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625            | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      7200000 | PA      | $7174025.93     | 0.03%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $26446.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 12/45 6.125                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     23548000 | PA      | $23031767.09    | 0.08%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-103317.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITY OF RENO NV                                                                  | RENO NV CAPITAL IMPT REVENUE RENGEN 06/36 ZEROCPNOID 0     | CUSIP: 759831DE7<br>LEI: 549300M4R5WWSUWY8D52 | Long             | DBT              | MUN               | US        |      2975000 | PA      | $1781122.98     | 0.01%             | 2036-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                    | BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 09/34 VAR        | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      1000000 | PA      | $982826.64      | 0.00%             | 2034-09-13      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 04/56 6                              | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     12400000 | PA      | $12140589.77    | 0.04%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC COMPANY GUAR 04/52 4.5                | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     42243000 | PA      | $32986297.75    | 0.12%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                               | BOSTON GAS COMPANY SR UNSECURED 144A 02/42 4.487           | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      7784000 | PA      | $6599736.01     | 0.02%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |      8150000 | NS      | $8028728.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.74800 03/03/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $356525.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 01/44 5.1                 | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     13244000 | PA      | $12071121.16    | 0.04%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                                                  | CLECO POWER LLC SR UNSECURED 12/40 6                       | CUSIP: 185508AG3<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |     18175000 | PA      | $18716629.72    | 0.07%             | 2040-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                            | ELI LILLY + CO SR UNSECURED 08/54 5.05                     | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     47815000 | PA      | $43903705.75    | 0.15%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP SR UNSECURED 02/31 2.6                 | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2388483.18     | 0.01%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                   | INDIANA MICHIGAN POWER SR UNSECURED 03/46 4.55             | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |       500000 | PA      | $423643.40      | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORPORATION                                                     | NORTHROP GRUMMAN CORP SR UNSECURED 06/34 4.9               | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |       150000 | PA      | $149769.96      | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                    | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/33 7.95        | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10734843.50    | 0.04%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 12/28 4.75                   | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1986287.26     | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5          | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4252750.03     | 0.01%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 11/34 5.05                          | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14595489.30    | 0.05%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)                | OGLETHORPE POWER CORP 1ST MORTGAGE 09/50 5.25              | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $22417531.75    | 0.08%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-8603.87       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.00000 03/18/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-217335.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $1927.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 06/31 2.55                 | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      6192000 | PA      | $5559955.19     | 0.02%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.69392 09/03/24-7Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $861606.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 11/55 5.875            | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7600000 | PA      | $7397711.18     | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | DEVON ENERGY CORPORATION SR UNSECURED 04/32 7.95           | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |      5535000 | PA      | $6374032.44     | 0.02%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.00000 12/17/25-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-14284101.66   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 08/50 2.5            | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $14418300.75    | 0.05%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                               | PLAINS ALL AMER PIPELINE SR UNSECURED 05/36 6.7            | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3073000 | PA      | $3292372.16     | 0.01%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                     | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363       | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $5830278.98     | 0.02%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORTUNITIES PARTNERS JV LLC                                             | CREDIT OPPORTUNITIES PARTNERS 2025A SR UNSECD NT TRANCHE B | CUSIP: 955SEVII3<br>LEI: 5493003CSKFS2RY0JR63 | Long             | DBT              | CORP              | US        |      8200000 | PA      | $8074234.55     | 0.03%             | 2030-03-20      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| LEIDOS INC                                                                       | LEIDOS INC COMPANY GUAR 02/31 2.3                          | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      7900000 | PA      | $7033279.23     | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 02/29 4.3                    | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4348848.68     | 0.02%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                   | INDIANA MICHIGAN POWER SR UNSECURED 08/48 4.25             | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      5570000 | PA      | $4440430.23     | 0.02%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 03/34 4.5               | CUSIP: ACI30CSR3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4400000 | PA      | $4954630.57     | 0.02%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/45 4.3              | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9100000 | PA      | $7116885.05     | 0.03%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                       | TRUST 2401 SR UNSECURED 144A 01/44 6.95                    | CUSIP: 89834MAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     19828000 | PA      | $19263496.84    | 0.07%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      5443000 | PA      | $5389371.92     | 0.02%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE E COMPANY GUAR 04/49 4.85           | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       900000 | PA      | $755387.69      | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                          | AMEREN ILLINOIS CO 1ST MORTGAGE 06/51 2.9                  | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     32500000 | PA      | $20375807.40    | 0.07%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA SR UNSECURED 144A 05/54 5.95                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     17900000 | PA      | $17821768.77    | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $24219.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | VALE OVERSEAS LIMITED COMPANY GUAR 07/30 3.75              | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      2285000 | PA      | $2177527.31     | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                                             | EMERA US FINANCE LLC COMPANY GUAR 04/29 4.5                | CUSIP: 29103HAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11200000 | PA      | $11188883.89    | 0.04%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -243125000 | PA      | $-243252302.95  | -0.86%            |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SECURED 144A 01/35 5.9             | CUSIP: 36143L2S3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     10600000 | PA      | $10525767.78    | 0.04%             | 2035-01-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                                  | S+P GLOBAL INC COMPANY GUAR 03/52 3.7                      | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      2701000 | PA      | $1965153.52     | 0.01%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR REGS 07/27 4.125         | CUSIP: ACI0DGC85<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1305607.00     | 0.00%             | 2027-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95             | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     12183000 | PA      | $8875910.76     | 0.03%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/41 4.375            | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     11100000 | PA      | $9645139.54     | 0.03%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                        | APOLLO DEBT SOLUTIONS BD SR UNSECURED 04/29 6.9            | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      8346000 | PA      | $8543314.88     | 0.03%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | COX COMMUNICATIONS INC SR UNSECURED 144A 12/42 4.7         | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      4070000 | PA      | $3168685.31     | 0.01%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95              | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     88832000 | PA      | $27686003.12    | 0.10%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER LLC - VBTEL 2022-1A                                                 | VB S1 ISSUER LLC VBTEL 2022 1A C2II 144A                   | CUSIP: 91823AAW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      7100000 | PA      | $6514145.63     | 0.02%             | 2057-02-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     41350000 | PA      | $34714238.01    | 0.12%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM40 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $353.18         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 11/42 3.85             | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     14860000 | PA      | $11855620.80    | 0.04%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.0658* 03/13/26-20Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $111689.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -3061616 | PA      | $-3061871.13    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                        | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/30 4.9            | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1301573.00     | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                                 | EVERGY METRO GENL REF MOR 04/49 4.125                      | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     15431000 | PA      | $12209175.71    | 0.04%             | 2049-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR             | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3594287.48     | 0.01%             | 2032-04-22      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL BM                                                          | BANK LEUMI LE ISRAEL SUBORDINATED 144A REGS 07/33 V        | CUSIP: ACI2C9XL6<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |      7500000 | PA      | $7726837.50     | 0.03%             | 2033-07-18      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 12/47 3.7            | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     16800000 | PA      | $12547255.06    | 0.04%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 10/47 5.4                  | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      5038000 | PA      | $4481441.71     | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INSURANCE COMPANY                                               | PENN MUTUAL LIFE INS CO SUBORDINATED 144A 06/40 7.625      | CUSIP: 707567AC7<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     32535000 | PA      | $37533929.87    | 0.13%             | 2040-06-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                        | UNION PACIFIC CORP SR UNSECURED 04/36 2.891                | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       161000 | PA      | $135183.95      | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5                  | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      9675000 | PA      | $8515049.25     | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 11/35 5.55                | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14461776.00    | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 11/32 VAR                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12500000 | PA      | $11116127.00    | 0.04%             | 2032-11-08      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                            | TOPAZ SOLAR FARMS LLC SR SECURED 144A 09/39 4.875          | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4007856 | PA      | $3627109.68     | 0.01%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                          | TELEFONICA EMISIONES SAU COMPANY GUAR 03/48 4.895          | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     16000000 | PA      | $13246442.72    | 0.05%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 1 AA PTT PASS THRU CE 02/29 3.65           | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1816000 | PA      | $1768046.34     | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 04/31 2.1                    | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       600000 | PA      | $522920.06      | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 02/43 VAR             | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     14100000 | PA      | $10618967.18    | 0.04%             | 2043-02-24      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/41 3              | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     12300000 | PA      | $9048174.95     | 0.03%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -21800000 | NC      | $-105246.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ITALY GOVT SW SP BOA                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $302804.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 11/40 7.5             | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     25567000 | PA      | $29766000.34    | 0.10%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | AUTODESK INC SR UNSECURED 06/35 5.3                        | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2905117.25     | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 11/56 5.5               | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14399050.35    | 0.05%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | STRIPS 05/42 0.00000                                       | CUSIP: 912834LK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     21000000 | PA      | $9413135.34     | 0.03%             | 2042-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | SOCIETE GENERALE SUBORDINATED 144A 06/33 VAR               | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     10500000 | PA      | $10821893.99    | 0.04%             | 2033-06-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                                  | LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR                | CUSIP: ACI14DZD4<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $7512725.00     | 0.03%             | 2032-04-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0682 G2 10/55 FIXED 3.5                     | CUSIP: 3618N5XL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9699993 | PA      | $8903746.11     | 0.03%             | 2055-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                   | LEGG MASON INC COMPANY GUAR 01/44 5.625                    | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     18493000 | PA      | $17890858.30    | 0.06%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS                                       | LABORATORY CORP OF AMER COMPANY GUAR 10/34 4.8             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4772970.83     | 0.02%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-66448.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/41 2.25                                 | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000000 | PA      | $72912109.00    | 0.26%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS MUNICIPAL ELECTRIC AGENCY                                               | ILLINOIS ST MUNI ELEC AGY PWR ILSPWR 02/35 FIXED 6.832     | CUSIP: 452024GT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       880000 | PA      | $927147.14      | 0.00%             | 2035-02-01      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 02/53 5.55                        | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     35400000 | PA      | $28267491.53    | 0.10%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 08/27 3.95                 | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      3316000 | PA      | $3300644.00     | 0.01%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 04/34 5.5                  | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      1011000 | PA      | $1025630.50     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | METLIFE INC SUBORDINATED 03/55 VAR                         | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     15100000 | PA      | $15329761.60    | 0.05%             | 2055-03-15      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8494 FR 01/55 FIXED 5.5                | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24304279 | PA      | $24440047.15    | 0.09%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE                                               | CUSIP: 22823QDM0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     15200000 | PA      | $15162705.28    | 0.05%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3             | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28800000 | PA      | $29136902.40    | 0.10%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 3.00000 09/16/26-30Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $5475021.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | COX COMMUNICATIONS INC SR UNSECURED 144A 02/35 4.8         | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     13000000 | PA      | $11841415.69    | 0.04%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 09/33 5               | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $6829563.27     | 0.02%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS COMPANY LLC                                                 | SOUTHERN NATURAL GAS SR UNSECURED 03/32 8                  | CUSIP: 843452AZ6<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      8346000 | PA      | $9541179.75     | 0.03%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/45 5.1            | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     31665000 | PA      | $29285529.14    | 0.10%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AUST 10Y BOND FUT JUN26 XSFE 20260615                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |         2124 | NC      | $-519306.77     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC COMPANY GUAR 144A 01/29 6.25          | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |       400000 | PA      | $415529.48      | 0.00%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 05/29 VAR                        | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     24214000 | PA      | $24365392.47    | 0.09%             | 2029-05-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                                           | UNIV OF MICHIGAN MI UNVHGR 04/50 FIXED 2.562               | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7000000 | PA      | $4301546.90     | 0.02%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                 | BURLINGTN NORTH SANTA FE SR UNSECURED 01/53 4.45           | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4909000 | PA      | $4045594.62     | 0.01%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5463293.32     | 0.02%             | 2030-04-22      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP GST                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-1724.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-1075631.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PMT LOAN TRUST 2025-J2                                                           | PMT LOAN TRUST PMTLT 2025 J2 A11 144A                      | CUSIP: 69392TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       524305 | PA      | $526307.15      | 0.00%             | 2056-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 02/33 2.6                        | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     42501000 | PA      | $37172885.09    | 0.13%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                 | NIAGARA MOHAWK POWER SR UNSECURED 144A 01/54 5.664         | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      1665000 | PA      | $1564778.21     | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                 | NIAGARA MOHAWK POWER SR UNSECURED 144A 07/55 5.996         | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $7665563.41     | 0.03%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                         | STATE STREET CORP JR SUBORDINA 12/99 VAR                   | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |     11900000 | NS      | $12126933.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 01/34 6                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $6154544.35     | 0.02%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 06/48 6                    | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       600000 | PA      | $576416.40      | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 12/35 5.85             | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11100000 | PA      | $10923896.06    | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| THE TRUSTEES OF THE UNIVERSITY OF PENNSYLVANIA                                   | UNIVERSITY OF PENNSYLVAN SR UNSECURED 09/12 4.674          | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2007610.93     | 0.01%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 08/34 4                             | CUSIP: ACI2NBJY7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |       368983 | PA      | $19226.52       | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                          | NTT FINANCE CORP SR UNSECURED 144A 07/35 5.502             | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      6300000 | PA      | $6392539.50     | 0.02%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/31 3.5                    | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       958000 | PA      | $906370.89      | 0.00%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 12/47 4.375               | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     29000000 | PA      | $23350481.29    | 0.08%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 04/52 4              | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      3687000 | PA      | $2793546.10     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM44 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-27196.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL PIPELINE LLC                                                 | ABU DHABI CRUDE OIL SR SECURED REGS 11/47 4.6              | CUSIP: M0R52WAB9<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |      7900000 | PA      | $6876827.87     | 0.02%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9              | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22775000 | PA      | $14512574.59    | 0.05%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | SALESFORCE INC SR UNSECURED 07/51 2.9                      | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      1595000 | PA      | $935019.83      | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 01/31 4.5                     | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     10000000 | PA      | $9800648.60     | 0.03%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                             | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 02/37 4.75      | CUSIP: ACI2N6VF5<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      6500000 | PA      | $4149267.27     | 0.01%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/28 3.6                 | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       250000 | PA      | $246356.25      | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                               | COOPERATIEVE RABOBANK UA JR SUBORDINA REGS 12/99 VAR       | CUSIP: ACI1NVLN6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     21400000 | PA      | $24848852.93    | 0.09%             | 2027-06-29      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/49 3.75           | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $2900965.04     | 0.01%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PITTSBURGH MEDICAL CENTER (UPMC)                                   | UPMC SECURED 05/43 5.377                                   | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2875943.52     | 0.01%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -1057290 | PA      | $-1406782.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2 CLASS A PASS THROUGH TRUST                                     | AIR CANADA 2020 2A PTT PASS THRU CE 144A 10/30 5.25        | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      4046654 | PA      | $4104161.42     | 0.01%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG45 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $241028837.44   | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.33675 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $351110.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 08/61 2.85                          | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      7900000 | PA      | $4576969.99     | 0.02%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC COLLATERAL T 09/48 4.2               | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      7555000 | PA      | $5983012.94     | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/32 VAR                      | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     28500000 | PA      | $24961013.64    | 0.09%             | 2032-07-21      | Floating      | 2.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GENERAL ELECTRIC COMPANY SNR S* ICE                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $12733.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL HOLDINGS INC COMPANY GUAR 06/35 5.75                   | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     19800000 | PA      | $19731055.61    | 0.07%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $3322.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375         | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     24305000 | PA      | $25566339.57    | 0.09%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 01/48 4.125                   | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     13300000 | PA      | $10071108.86    | 0.04%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 03/33 5.65                | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     11675000 | PA      | $12070690.27    | 0.04%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | SOUTHERN CO SR UNSECURED 03/35 4.85                        | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      3358000 | PA      | $3268115.71     | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $16964.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                     | ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 07/38 7.5       | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      5262000 | PA      | $5495490.73     | 0.02%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2015-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2015 1 AA PTT PASS THRU CE 06/29 3.45           | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1676005 | PA      | $1644037.39     | 0.01%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC COMPANY GUAR 02/34 5               | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     19188000 | PA      | $19476180.35    | 0.07%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 04/29 4.97           | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     34800000 | PA      | $34382038.08    | 0.12%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.01035 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $185598.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7               | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4807607 | PA      | $4791669.69     | 0.02%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ORACLE CORPORATION SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-848178.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP UAG                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $4286.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                            | KENTUCKY UTILITIES CO 1ST MORTGAGE 06/50 3.3               | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      4910000 | PA      | $3315061.28     | 0.01%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    189000000 | PA      | $192379826.52   | 0.68%             | 2056-06-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC SUBORDINATED 144A 02/36 VAR         | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     15500000 | PA      | $14101499.33    | 0.05%             | 2036-02-18      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.50000 09/16/26-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-10565710.70   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 06/30 4.95              | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      1049000 | PA      | $1053227.53     | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SUBORDINATED 07/36 VAR                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     11400000 | PA      | $11549014.30    | 0.04%             | 2036-07-23      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 11/64 5.85                          | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     29294000 | PA      | $26713200.06    | 0.09%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP SR UNSECURED 12/30 3.2                   | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $2226027.25     | 0.01%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 01/36 6.25                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3272339.17     | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC POWER COOPERATIVE                                                 | BASIN ELECTRIC PWR COOP 1ST MORTGAGE 144A 10/55 5.85       | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |     22200000 | PA      | $21654393.93    | 0.08%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORPORATION                                                     | NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85              | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |      9500000 | PA      | $7495796.69     | 0.03%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 06/50 3.1                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     14059000 | PA      | $9035300.90     | 0.03%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | PUGET ENERGY INC SR SECURED 06/30 4.1                      | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      4902000 | PA      | $4756979.04     | 0.02%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                       | TRANSCONT GAS PIPE LINE SR UNSECURED 08/41 5.4             | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21385000 | PA      | $20632241.16    | 0.07%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BANK OF AMERICA CORPORATION SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $162475.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 5.45           | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      3020000 | PA      | $3069817.80     | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC GROUP INC SR UNSECURED 04/30 6.15                      | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      9800000 | PA      | $9972829.17     | 0.04%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      1840000 | NS      | $1915421.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 03/33 5.7                        | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     36411000 | PA      | $37731334.59    | 0.13%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                           | BERKSHIRE HATHAWAY FIN COMPANY GUAR 08/48 4.2              | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     13700000 | PA      | $11173938.38    | 0.04%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC JR SUBORDINA 12/99 VAR                   | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     17900000 | PA      | $17895134.78    | 0.06%             | 2028-03-23      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| EL PASO NATURAL GAS COMPANY LLC                                                  | EL PASO NATURAL GAS COMPANY GUAR 06/32 8.375               | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25670000 | PA      | $30114866.52    | 0.11%             | 2032-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/52 3.875            | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     29380000 | PA      | $21502272.44    | 0.08%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF VIRGINIA                                                           | UNIV OF VIRGINIA VA UNIV REVEN UNIHGR 09/39 FIXED OID 6.2  | CUSIP: 915217RY1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1245000 | PA      | $1353755.23     | 0.00%             | 2039-09-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 05/58 4.5             | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     29031000 | PA      | $23243754.92    | 0.08%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 12/33 6.875                   | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     14477000 | PA      | $15815402.85    | 0.06%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -792464 | PA      | $-794747.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 01/55 5.8                          | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     17437000 | PA      | $15940162.06    | 0.06%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $6635258.75     | 0.02%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/55 6                 | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      7747000 | PA      | $7759664.41     | 0.03%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45           | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36838022 | PA      | $37659597.89    | 0.13%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA3238 FN 01/48 FIXED 3.5                        | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        14087 | PA      | $13104.92       | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 04/33 3.419                      | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     22730000 | PA      | $20793381.04    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                          | AMEREN ILLINOIS CO 1ST MORTGAGE 03/50 3.25                 | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $1740980.41     | 0.01%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                       | TRANSCONT GAS PIPE LINE SR UNSECURED 05/50 3.95            | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23200000 | PA      | $17535517.23    | 0.06%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 07/34 4.2        | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     14484000 | PA      | $13342058.27    | 0.05%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | ARCH CAPITAL GROUP LTD SR UNSECURED 06/50 3.635            | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     23025000 | PA      | $16488747.96    | 0.06%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 09/34 4.7                         | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |        96000 | PA      | $87654.78       | 0.00%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-142011.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                       | ZIMMER BIOMET HOLDINGS SR UNSECURED 02/35 5.5              | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $11233301.09    | 0.04%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP TEXAS INC SR UNSECURED 02/33 6.65                      | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1086923.53     | 0.00%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/34 5.25          | CUSIP: 80414L2N4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      3800000 | PA      | $3790039.82     | 0.01%             | 2034-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/50 5.805                         | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    115490000 | PA      | $111718103.53   | 0.39%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) JUN26 XOSE 20260615                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | JP        |          204 | NC      | $-1960095.27    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 05/36 VAR              | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     10000000 | PA      | $10125038.60    | 0.04%             | 2036-05-13      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/54 6              | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     13170000 | PA      | $13277164.69    | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 08/49 3.7              | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $4175518.14     | 0.01%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 11/30 4.3                             | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1180581.90     | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -94718250 | PA      | $-94777133.17   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-2158589.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 03/36 5.2                     | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      9264000 | PA      | $9243583.44     | 0.03%             | 2036-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/46 2.5                                  | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189000000 | PA      | $129907968.75   | 0.46%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 06/40 5.7             | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4996010.55     | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         8360 | NC      | $-12515884.74   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/45 4.95      | CUSIP: 268317AQ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     19324000 | PA      | $16755728.71    | 0.06%             | 2045-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/54 5.7               | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4388824.31     | 0.02%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP TEXAS INC SR UNSECURED 05/49 4.15                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     14400000 | PA      | $10943636.40    | 0.04%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/37 6.9               | CUSIP: 715638AV4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      3900000 | PA      | $1114434.61     | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 05/35 4.5                          | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     20877000 | PA      | $20199359.51    | 0.07%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                               | TENNESSEE GAS PIPELINE COMPANY GUAR 04/37 7.625            | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       320000 | PA      | $377246.82      | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-107102.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                               | BOSTON GAS COMPANY SR UNSECURED 144A 07/53 6.119           | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     21140000 | PA      | $20959577.71    | 0.07%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 03/32 5.75                  | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       500000 | PA      | $513897.88      | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 02/33 VAR             | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1535903.73     | 0.01%             | 2033-02-24      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                              | RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75           | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1678326 | PA      | $1716238.90     | 0.01%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 03/43 5               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     33335000 | PA      | $29909071.05    | 0.11%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 09/35 5.625             | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      9600000 | PA      | $9302400.00     | 0.03%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 11/28 VAR            | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     47925000 | PA      | $47324775.32    | 0.17%             | 2028-11-03      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | AMERICAN ASSETS TRUST LP COMPANY GUAR 10/34 6.15           | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $8732328.26     | 0.03%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 10/31 VAR                      | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     19000000 | PA      | $18624166.32    | 0.07%             | 2031-10-22      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIE COMPANY GUAR 01/30 3.25           | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      7600000 | PA      | $6150894.32     | 0.02%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260803                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $435.70         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-34297.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $32927.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.0520* 03/16/26-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $119258.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 10/44 4.05           | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $3422530.69     | 0.01%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                   | INDIANA MICHIGAN POWER SR UNSECURED 04/53 5.625            | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     12733000 | PA      | $12306131.01    | 0.04%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITY OF DALLAS TEXAS                                                             | DALLAS TX DAL 02/35 ZEROCPNOID 0                           | CUSIP: 235218M76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      8205000 | PA      | $5349312.11     | 0.02%             | 2035-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO                                                                    | NPC UKRENERGO GOVT GUARANT REGS 11/28 6.875                | CUSIP: ACI21LG55<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |       800000 | PA      | $738000.00      | 0.00%             | 2028-11-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GREYSTONE COMMERCIAL REAL ESTATE NOTES 2025-FL4                                  | GREYSTONE COMMERCIAL REAL ESTA GSTNE 2025 FL4 A 144A       | CUSIP: 39810MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $500202.63      | 0.00%             | 2043-01-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/47 3.95              | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      8262000 | PA      | $6379165.22     | 0.02%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     61400000 | PA      | $59943836.37    | 0.21%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEPOSITORY TRUST & CLEARING CORP (DTCC)                                          | DEPOSITORY TRUST + CLEAR JR SUBORDINA 144A 12/99 VAR       | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | EP               | CORP              | US        |      8500000 | NS      | $8437525.00     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260713                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-49978.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -9033750 | PA      | $-9054507.55    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 12/60 3               | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      6480000 | PA      | $3778132.05     | 0.01%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 03/48 4                          | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     12260000 | PA      | $9045571.56     | 0.03%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/64 7.008                     | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1683000 | PA      | $1862329.10     | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 05/45 4.7                          | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     13300000 | PA      | $11871376.51    | 0.04%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-500523.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 06/48 4.1             | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      8626000 | PA      | $6760520.37     | 0.02%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 05/53 4.85                          | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      6550000 | PA      | $6031909.61     | 0.02%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 03/54 6.35             | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     11900000 | PA      | $12028771.92    | 0.04%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | STRIPS 02/42 0.00000                                       | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17670000 | PA      | $8036630.00     | 0.03%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/36 5.35        | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     27303000 | PA      | $26725910.14    | 0.09%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 11/33 2.65                   | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     15850000 | PA      | $12612633.85    | 0.04%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                              | PECO ENERGY CO 1ST REF MORT 10/44 4.15                     | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $7331699.14     | 0.03%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INDIANA FINANCE AUTHORITY                                                        | INDIANA ST FIN AUTH REVENUE INSFIN 02/39 FIXED 6.596       | CUSIP: 455057SV2<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |      1750000 | PA      | $1926173.90     | 0.01%             | 2039-02-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 05/54 5.75            | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      9700000 | PA      | $9428716.51     | 0.03%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 12/33 6.75            | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4638136.80     | 0.02%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/39 3.751            | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      1200000 | PA      | $1013091.72     | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 11/65 5.55                     | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       600000 | PA      | $567341.47      | 0.00%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $54793.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 09/26 4.45                 | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      2350000 | PA      | $2350314.71     | 0.01%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-3                                       | GS MORTGAGE BACKED SECURITIES GSMBS 2026 3 PT 144A         | CUSIP: 36276CAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32900000 | PA      | $32989787.39    | 0.12%             | 2055-11-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/33 5.25                          | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     26223000 | PA      | $26919808.31    | 0.09%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM39 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-592.50        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 02/37 6.5             | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     12219000 | PA      | $13242619.72    | 0.05%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC COMPANY GUAR 01/28 3.95                         | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7900000 | PA      | $7818733.65     | 0.03%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 01/34 VAR                   | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     40000000 | PA      | $41754642.80    | 0.15%             | 2034-01-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                            | CUSIP: ACI2MY5W7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      4900000 | PA      | $5441423.82     | 0.02%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LOWE`S COMPANIES INC                                                             | LOWE S COS INC SR UNSECURED 09/62 5.8                      | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       752000 | PA      | $714881.78      | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE LLC                                                       | AXIS SPECIALTY FINANCE COMPANY GUAR 07/29 3.9              | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3927322.12     | 0.01%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 08/30 5.45                | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      4068000 | PA      | $4133474.26     | 0.01%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                         | COLUMBIA PIPELINES OPCO SR UNSECURED 144A 11/53 6.544      | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12300000 | PA      | $12931750.63    | 0.05%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION AND STORAGE INC                                         | EASTERN GAS TRAN SR UNSECURED 12/44 4.6                    | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |      4115000 | PA      | $3518840.49     | 0.01%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE                  | CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 6.899     | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7304763 | PA      | $8163097.27     | 0.03%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR               | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     20000000 | NS      | $20724800.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 08/55 6                           | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     24100000 | PA      | $20224334.88    | 0.07%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 09/34 5.625           | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19234000 | PA      | $18951748.74    | 0.07%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                               | NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/39 FIXED 5.427    | CUSIP: 64990FMV3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      1075000 | PA      | $1079260.44     | 0.00%             | 2039-03-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC JR SUBORDINA 12/99 VAR                       | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     17100000 | NS      | $17602911.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC COMPANY GUAR 08/33 5.95            | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5519305.98     | 0.02%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                        | PG+E RECOVERY FND LLC SR SECURED 01/40 5.256               | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5154933.65     | 0.02%             | 2040-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | WILLIS NORTH AMERICA INC COMPANY GUAR 05/33 5.35           | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      3944000 | PA      | $3988486.23     | 0.01%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSECURED 11/45 4.375                   | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |      1400000 | PA      | $1210466.53     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4               | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13040000 | PA      | $12523496.03    | 0.04%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/33 5.25           | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      9850000 | PA      | $10144174.39    | 0.04%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 02/34 3.75                       | CUSIP: ACI23CJP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      2900000 | PA      | $2901327.38     | 0.01%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15           | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6663546 | PA      | $6531434.18     | 0.02%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 04/30 VAR                   | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     12000000 | PA      | $11850165.24    | 0.04%             | 2030-04-10      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 02/30 5.375                   | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     17400000 | PA      | $17678812.73    | 0.06%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                    | DISCOVERY HOLDINGS INC COMPANY GUAR 03/42 5.05             | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     10440000 | PA      | $6904031.72     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/33 VAR                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     23000000 | PA      | $22702664.51    | 0.08%             | 2033-04-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VII LLC                                                     | KKR GROUP FINANCE CO VII COMPANY GUAR 144A 02/50 3.625     | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26000000 | PA      | $17737661.24    | 0.06%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260803                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $1498.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL PWR + LT SR UNSECURED 144A 03/32 2.75       | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      7645000 | PA      | $6871023.95     | 0.02%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA JR SUBORDINA REGS 12/99 VAR             | CUSIP: ACI2C4Z01<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     35700000 | PA      | $43293374.20    | 0.15%             | 2028-09-23      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 11/51 2.887                      | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      1879000 | PA      | $1087062.81     | 0.00%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC50A6 PIMCO SWAPTION 2.54 CALL EUR 2026041             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -13700000 | NC      | $-2101.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 01/30 6.125               | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7620177.28     | 0.03%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/43 4.1            | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      6026000 | PA      | $4959230.12     | 0.02%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL CENTER INC                                              | INTEGRIS BAPTIST MEDICAL SR SECURED 08/50 3.875            | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     10800000 | PA      | $7862033.88     | 0.03%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                   | OMEGA HLTHCARE INVESTORS COMPANY GUAR 10/29 3.625          | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3846857.48     | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                        | MISSISSIPPI POWER CO SR UNSECURED 03/42 4.25               | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $6218303.62     | 0.02%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | SALESFORCE INC SR UNSECURED 03/56 6.55                     | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       900000 | PA      | $903727.56      | 0.00%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY                                    | PORT AUTH OF NEW YORK   NEW JE PORTRN 10/51 FIXED 4.926    | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       200000 | PA      | $186242.68      | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN LIFE INSURANCE CO                                             | WESTERN AND SOUTHRN LIFE SUBORDINATED 144A 01/49 5.15      | CUSIP: 95765PAA7<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $14207089.28    | 0.05%             | 2049-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COLORADO INTERSTATE GAS COMPANY LLC                                              | COLORADO INTERSTATE GAS COMPANY GUAR 06/37 6.85            | CUSIP: 196522AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10900000 | PA      | $12007365.34    | 0.04%             | 2037-06-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALAMEDA COUNTY JOINT POWERS AUTHORITY                                            | ALAMEDA CNTY CA JT PWRS AUTH L ALAUTL 12/44 FIXED 7.046    | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7000000 | PA      | $7845791.80     | 0.03%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                    | JEFFERIES FIN GROUP INC SR UNSECURED 01/43 6.5             | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     22200000 | PA      | $21654904.97    | 0.08%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                                                             | ADNOC MURBAN RSC LTD SR UNSECURED 144A 09/54 5.125         | CUSIP: 00723L2C2<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |     17500000 | PA      | $15093276.98    | 0.05%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 03/44 5.5             | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      5536000 | PA      | $5235086.35     | 0.02%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TREASURY CORPORATION OF VICTORIA                                                 | TREASURY CORP VICTORIA LOCAL GOVT G 11/37 2                | CUSIP: ACI1Q9PP3<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | MUN               | AU        |     65700000 | PA      | $30648788.45    | 0.11%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/55 3.55                           | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125057000 | PA      | $81394211.34    | 0.29%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 07/35 VAR             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     17724000 | PA      | $17789997.44    | 0.06%             | 2035-07-23      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 09/28 4.375                 | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1092952.98     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5070538 | PA      | $4944773.47     | 0.02%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7700000 | PA      | $7573912.50     | 0.03%             | 2034-08-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 04/54 5.55                    | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4268054.75     | 0.02%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 09/55 5.6            | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      7875000 | PA      | $7499740.97     | 0.03%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/59 5.8            | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     27101000 | PA      | $27186078.17    | 0.10%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/59 3.65                           | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    277054000 | PA      | $179665889.59   | 0.63%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SP09 PIMCO CDSOPT PUT USD 94.37500000 202             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -21800000 | NC      | $-82532.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SECURED 144A 12/31 5.2             | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3921353.72     | 0.01%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDRENS HOSPITAL INC                                                | NATIONWIDE CHILDREN HOSP UNSECURED 11/52 4.556             | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2148212.60     | 0.01%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/32 3.375     | CUSIP: ACI2V6L67<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      5000000 | PA      | $5605295.64     | 0.02%             | 2032-03-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                                       | STATE OF QATAR SR UNSECURED REGS 04/48 5.103               | CUSIP: M8489SAG2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     28900000 | PA      | $26714658.30    | 0.09%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BANK OF NEW YORK                              | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1866124 | PA      | $-1877854.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE ROYAL BANK OF SCOTLAND INTERNATIONAL LTD                                     | ROYAL BK SCOTLAND INTL LTD USD SR NT SER E                 | CUSIP: 929QCQII3<br>LEI: 21380078CCZSEEIIKA41 | Long             | DBT              | CORP              | JE        |     30000000 | PA      | $29615259.30    | 0.10%             | 2028-12-16      | Fixed         | 4.66%                 | Yes           |                  3 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                             | WISCONSIN PUBLIC SERVICE SR UNSECURED 12/51 2.85           | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     18029000 | PA      | $11075202.62    | 0.04%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/32 VAR              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      3000000 | PA      | $2643971.58     | 0.01%             | 2032-07-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EQUINIX INC SNR S* SP GST                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $492667.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY GLOBAL SUKUK COMPANY 3                                         | SAUDI ELEC GLOBAL SUKUK SR UNSECURED 144A 04/44 5.5        | CUSIP: 80413MAB0<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |     27700000 | PA      | $26183715.85    | 0.09%             | 2044-04-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 04/33 5.45                         | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $9333011.09     | 0.03%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 06/60 3.85                           | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     30321000 | PA      | $20421169.85    | 0.07%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                 | NIAGARA MOHAWK POWER SR UNSECURED 144A 09/52 5.783         | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     18550000 | PA      | $17876533.16    | 0.06%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SR SECURED 10/49 4.187                 | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $1626022.06     | 0.01%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                    | NIPPON LIFE INSURANCE SUBORDINATED 144A 01/51 VAR          | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     36900000 | PA      | $32540538.06    | 0.11%             | 2051-01-21      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 12/55 6.7              | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7200000 | PA      | $6885912.02     | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)                | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 09/44 4.9       | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     18400000 | PA      | $16378617.40    | 0.06%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                                                                   | GE VERNOVA INC SR UNSECURED 02/56 5.5                      | CUSIP: 36828AAC5<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |      1184000 | PA      | $1139817.19     | 0.00%             | 2056-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                             | CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2           | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15590304.90    | 0.05%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20270121                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $105324.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-55769.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE FIVE LLC                                                      | GOODMAN US FIN FIVE LLC COMPANY GUAR 144A 05/32 4.625      | CUSIP: 38239PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21100000 | PA      | $20767660.86    | 0.07%             | 2032-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 01/31 VAR                | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $13966739.36    | 0.05%             | 2031-01-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                        | UNION PACIFIC CORP SR UNSECURED 08/59 3.95                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |        10000 | PA      | $7287.09        | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-202494.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR               | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     49449000 | PA      | $49252224.13    | 0.17%             | 2035-12-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                      | MASS MUTUAL LIFE INS CO SUBORDINATED 144A 04/77 4.9        | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $3798921.36     | 0.01%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 06/61 3.6             | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     16585000 | PA      | $11124232.69    | 0.04%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 11/64 5.85                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9570653.90     | 0.03%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                               | NEW YORK ST DORM AUTH ST PERSO NYSHGR 09/27 FIXED 5.051    | CUSIP: 649902T45<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |      2735000 | PA      | $2764824.90     | 0.01%             | 2027-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 11/54 5.8              | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      2641000 | PA      | $2543237.76     | 0.01%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 08/29 11                        | CUSIP: ACI2WZRP4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 187697600000 | PA      | $47324330.03    | 0.17%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 01/35 VAR            | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     11629000 | PA      | $11951934.42    | 0.04%             | 2035-01-05      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | METLIFE INC JR SUBORDINA 144A 04/68 9.25                   | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     51066000 | PA      | $59896383.79    | 0.21%             | 2068-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                  | SBA TOWER TRUST ASSET BACKED 144A 07/52 2.328              | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10300000 | PA      | $9932936.84     | 0.04%             | 2052-07-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX LLC                                                       | GOODMAN US FINANCE SIX COMPANY GUAR 144A 10/34 5.125       | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10900000 | PA      | $10861834.63    | 0.04%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NETAPP INC SR UNSECURED 03/35 5.7                          | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      1287000 | PA      | $1311689.95     | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                            | MASS INSTITUTE OF TECH UNSECURED 12/99 5.6                 | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      1668000 | PA      | $1636136.23     | 0.01%             | 2099-12-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 01/31 4.55                 | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2081743.17     | 0.01%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA SR UNSECURED 06/27 3.25                             | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1084818.67     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS POWER & LIGHT COMPANY                                               | INDIANAPOLIS PWR + LIGHT 1ST MORTGAGE 144A 04/54 5.7       | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3503236.68     | 0.01%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 07/28 2.45                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     25913000 | PA      | $24148026.70    | 0.09%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 12/43 5.3                     | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $6481036.77     | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/35 VAR                      | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10385204.50    | 0.04%             | 2035-04-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS C 144A                              | CUSIP: 990ABJSB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      4800000 | PA      | $3311760.89     | 0.01%             | 2057-12-30      | Floating      | 6.16%                 | No            |                  3 | On Loan: No      |
| WALT DISNEY COMPANY                                                              | WALT DISNEY COMPANY/THE COMPANY GUAR 09/49 2.75            | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      3406000 | PA      | $2113500.49     | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 12/18/24-30Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $27273306.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                    | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 03/54 6.75        | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      1810000 | PA      | $1687752.33     | 0.01%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                        | EVERGY KANSAS CENTRAL 1ST MORTGAGE 03/35 5.25              | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      3669000 | PA      | $3699981.18     | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FINANCE LLC                                                   | BROOKFIELD CAPITAL FIN COMPANY GUAR 06/33 6.087            | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10435638.70    | 0.04%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | BALTIMORE GAS + ELECTRIC SR UNSECURED 09/49 3.2            | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $1587520.03     | 0.01%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 02/34 5.45                | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       153000 | PA      | $155593.84      | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC 1ST MORTGAGE 06/41 3.1               | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     14600000 | PA      | $10924243.41    | 0.04%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5                | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     15017000 | PA      | $13008036.25    | 0.05%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 02/49 5.5                             | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       200000 | PA      | $180901.36      | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP INC                                                     | TRUSTAGE FINANCIAL GROUP SR UNSECURED 144A 04/32 4.625     | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |     54700000 | PA      | $52341892.85    | 0.18%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/55 4.75                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    739858000 | PA      | $721130344.38   | 2.54%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 04/35 5.375                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8070129.20     | 0.03%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP JR SUBORDINA 144A 12/99 VAR                | CUSIP: 65559CAD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |      2500000 | PA      | $2320173.00     | 0.01%             | 2029-03-01      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AL9027 FN 09/46 FIXED VAR                        | CUSIP: 3138ERA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        41815 | PA      | $39924.38       | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-28564.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR INC COMPANY GUAR 07/27 3.5                             | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      3323000 | PA      | $3289229.58     | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 11/35 5.75            | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      5172000 | PA      | $5188220.32     | 0.02%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MAST USA LLC 2026-1A                                                             | MAST USA LLC MASTT 2026 1A A 144A                          | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13916666 | PA      | $13708630.33    | 0.05%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 03/32 8.75             | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      1710000 | PA      | $2031686.23     | 0.01%             | 2032-03-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                           | YARA INTERNATIONAL ASA SR UNSECURED 144A 06/30 3.148       | CUSIP: 984851AG0<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |      4800000 | PA      | $4474004.45     | 0.02%             | 2030-06-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                   | VAR ENERGI ASA SR UNSECURED 144A 11/32 8                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      9800000 | PA      | $11170700.91    | 0.04%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2018-2A                                                           | PIKES PEAK CLO PIPK 2018 2A ARR 144A                       | CUSIP: 72133JAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3004139.28     | 0.01%             | 2034-10-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                          | BLACK HILLS CORP SR UNSECURED 01/35 6                      | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      5625000 | PA      | $5842033.48     | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR                | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9065440.80     | 0.03%             | 2032-04-22      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/40 4.375                  | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     18284000 | PA      | $16081740.10    | 0.06%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 10/52 6.1                 | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1907643.85     | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC                                       | TRANSCONT GAS PIPE LINE SR UNSECURED 144A 03/56 5.75       | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7300000 | PA      | $7130789.29     | 0.03%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 04/35 5.75                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      8073000 | PA      | $8218028.14     | 0.03%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/41 4.375                                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    153100000 | PA      | $147508261.34   | 0.52%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                   | OMEGA HLTHCARE INVESTORS COMPANY GUAR 02/31 3.375          | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       500000 | PA      | $462578.98      | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | SUTTER HEALTH UNSECURED 08/53 5.547                        | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2542199.89     | 0.01%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP COMPANY GUAR 144A 12/31 4.625            | CUSIP: ACI379J02<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     10900000 | PA      | $12618952.89    | 0.04%             | 2031-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 07/26 3.95              | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4086330.81     | 0.01%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 05/47 4.75                   | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     16840000 | PA      | $14061153.97    | 0.05%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)                                     | L3HARRIS TECH INC SR UNSECURED 08/54 5.5                   | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      3308000 | PA      | $3169040.68     | 0.01%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      6995000 | PA      | $7284957.23     | 0.03%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/49 5.75           | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     38900000 | PA      | $30125590.74    | 0.11%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                       | ZIMMER BIOMET HOLDINGS ZIMMER BIOMET HOLDINGS              | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     15053000 | PA      | $15059198.52    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                               | RWE FINANCE US LLC COMPANY GUAR 144A 09/35 5.125           | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4863446.30     | 0.02%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/54 5.75          | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      5200000 | PA      | $4792230.04     | 0.02%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-1584.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STRIPE GLOBAL HOLDINGS INC                                                       | 86333 AA1                                                  | CUSIP: 990ADDKY2<br>LEI: 254900VYCQ4K0SLSXF22 | Long             | DBT              | CORP              | US        |     28300000 | PA      | $27868194.64    | 0.10%             | 2029-03-26      | Fixed         | 4.88%                 | Yes           |                  3 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA0533 FN 10/40 FIXED 4                          | CUSIP: 31417YSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       116924 | PA      | $112325.10      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)                | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/50 3.3       | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     30000000 | PA      | $20039283.90    | 0.07%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3                  | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      8584000 | PA      | $6514225.58     | 0.02%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| LOWE`S COMPANIES INC                                                             | LOWE S COS INC SR UNSECURED 04/63 5.85                     | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     12400000 | PA      | $11879781.19    | 0.04%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 05/42 9.25                      | CUSIP: ACI22YPY3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  15335000000 | PA      | $3133329.99     | 0.01%             | 2042-05-28      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 02/34 5.45                         | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     11800000 | PA      | $11761391.58    | 0.04%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/52 4.55           | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      3312000 | PA      | $2617992.42     | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                           | SOUTHERN POWER CO SR UNSECURED 07/43 5.25                  | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $939104.43      | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRANSMISSION AND STORAGE INC                                         | EASTERN GAS TRAN SR UNSECURED 11/43 4.8                    | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |       800000 | PA      | $702332.25      | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & POWER COMPANY                                                | CONNECTICUT LIGHT + PWR 1ST REF MORT 04/44 4.3             | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     13009000 | PA      | $10868788.07    | 0.04%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 01/31 6.125              | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      8700000 | PA      | $8569500.00     | 0.03%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-725.60        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4930493 | PA      | $4870852.97     | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIE COMPANY GUAR 04/29 4.65           | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      4537000 | PA      | $3875437.35     | 0.01%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VASA TRUST 2021-VASA                                                             | VASA TRUST VASA 2021 VASA A 144A                           | CUSIP: 92230AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1000000 | PA      | $982695.30      | 0.00%             | 2039-07-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 05/61 3.771             | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     59442000 | PA      | $35694921.00    | 0.13%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC COMPANY GUAR 144A 11/53 6.875         | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $9384820.02     | 0.03%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                      | ROYAL CARIBBEAN CRUISES SR UNSECURED 01/36 5.375           | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     14100000 | PA      | $13858279.89    | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | ENTERGY TEXAS INC 1ST MORTGAGE 03/39 4.5                   | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3669613.40     | 0.01%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYSTEM OF NORTH LOUISIANA                                     | OCHSNER LSU HEALTH SYST SECURED 05/31 2.51                 | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5600000 | PA      | $4790438.91     | 0.02%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 03/34 5.5                     | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      5000000 | PA      | $5070880.40     | 0.02%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 08/45 4.95           | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     24795000 | PA      | $22687725.76    | 0.08%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SUBORDINATED 05/32 7.625                 | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     11347000 | PA      | $12610685.09    | 0.04%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 12/47 3.7               | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     15355000 | PA      | $11403607.26    | 0.04%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | BALTIMORE GAS + ELECTRIC SR UNSECURED 06/50 2.9            | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      1681000 | PA      | $1057391.29     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/36 4.125                                | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52813000 | PA      | $51991922.63    | 0.18%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | FREEPORT MCMORAN INC COMPANY GUAR 03/43 5.45               | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      1325000 | PA      | $1254631.95     | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                      | CITADEL LP SR UNSECURED 144A 01/32 6.375                   | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $3007420.76     | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABORATORIES INC                                                         | BIO RAD LABS SR UNSECURED 03/32 3.7                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |      5222000 | PA      | $4852687.94     | 0.02%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3       | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     14500000 | PA      | $9080047.76     | 0.03%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 06/54 5.6            | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       100000 | PA      | $97966.65       | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/41 3.5              | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15877000 | PA      | $11144839.99    | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC 1ST MORTGAGE 03/51 2.9               | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      8400000 | PA      | $5154658.57     | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO SR UNSECURED REGS 01/44 6.95                | CUSIP: P9406GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      1132000 | PA      | $1115020.00     | 0.00%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05      | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6744601.57     | 0.02%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                | FEDEX CORP COMPANY GUAR 01/44 5.1                          | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     10877000 | PA      | $9931656.33     | 0.03%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 12/28 6.036            | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       498827 | PA      | $503604.97      | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP COMPANY GUAR 01/30 3.4                  | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      1725000 | PA      | $1654756.12     | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 11/29 3.1                    | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      7334000 | PA      | $6926310.05     | 0.02%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC SR SECURED 09/42 4.5                 | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     18500000 | PA      | $13955574.72    | 0.05%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 01/34 5.35              | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5135049.15     | 0.02%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111000000 | PA      | $112941618.66   | 0.40%             | 2056-07-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 08/42 3.875            | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1875000 | PA      | $1508088.71     | 0.01%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | SIMON PROPERTY GROUP LP SR UNSECURED 01/54 6.65            | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       350000 | PA      | $384139.46      | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST REF MORT 03/46 3.875             | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      2034000 | PA      | $1577074.21     | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $11556.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | SHELL FINANCE US INC COMPANY GUAR 144A 10/41 5.125         | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30145000 | PA      | $28846361.84    | 0.10%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO 1ST MORTGAGE 11/45 4.1                 | CUSIP: 210518CY0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      2150000 | PA      | $1693418.20     | 0.01%             | 2045-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -2693869 | PA      | $-2700340.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                                  | S+P GLOBAL INC COMPANY GUAR 03/32 2.9                      | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       460000 | PA      | $419707.28      | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 11/42 4.7             | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      6209000 | PA      | $5439311.50     | 0.02%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 08/33 5.5                 | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2203742.82     | 0.01%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $5435159.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 03/33 5.8            | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      8852000 | PA      | $9275963.62     | 0.03%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/48 3.375                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     57500000 | PA      | $45076855.33    | 0.16%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                 | NIAGARA MOHAWK POWER SR UNSECURED 144A 11/42 4.119         | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      3850000 | PA      | $3109041.94     | 0.01%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 05/55 7.375             | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      3100000 | PA      | $3264455.00     | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 10/49 4.25            | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      9593000 | PA      | $7711256.50     | 0.03%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO PARIBAS                                       | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -8976000 | PA      | $-9078850.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/49 3                                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    151900000 | PA      | $110987870.71   | 0.39%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | YALE UNIVERSITY UNSECURED 04/50 2.402                      | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $4062088.24     | 0.01%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/49 6.25                 | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1059000 | PA      | $1039389.29     | 0.00%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -18100000 | NC      | $-22617.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT                    | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFX 144A     | CUSIP: 46645WAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6100000 | PA      | $5840059.48     | 0.02%             | 2033-07-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC COMPANY GUAR 11/43 5.65                     | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     10791000 | PA      | $10190851.74    | 0.04%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                        | APOLLO DEBT SOLUTIONS BD SR UNSECURED 07/31 6.7            | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      6150000 | PA      | $6225418.50     | 0.02%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | HEALTHPEAK OP LLC COMPANY GUAR 02/41 6.75                  | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3784201.33     | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 02/50 5.25           | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       493000 | PA      | $416186.33      | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 03/32 4.05                | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       665000 | PA      | $637450.23      | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 10/41 4.95                          | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      4650000 | PA      | $4315416.97     | 0.02%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/55 5.9                 | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       413000 | PA      | $394029.17      | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5           | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     26400000 | PA      | $28085671.42    | 0.10%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 10/47 4         | CUSIP: 09256BAK3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $3467504.66     | 0.01%             | 2047-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/48 4.7            | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     15900000 | PA      | $13807570.49    | 0.05%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BLDG SOCIETY 144A 10/27 VAR                     | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     10755000 | PA      | $10877494.83    | 0.04%             | 2027-10-18      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 04/40 5.65            | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6123421.38     | 0.02%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 03/48 3.95           | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       152000 | PA      | $118425.94      | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP COMPANY GUAR 07/52 6.25               | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     14300000 | PA      | $14294161.17    | 0.05%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/35 VAR                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $18068432.04    | 0.06%             | 2035-07-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP TEXAS INC SR UNSECURED 05/34 5.7                       | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2986361.25     | 0.01%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSECURED 12/35 5.65           | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      7932000 | PA      | $7750484.83     | 0.03%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV SR UNSECURED 10/36 6              | CUSIP: 845743BL6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2059857.56     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-290024.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI INC COMPANY GUAR 144A 02/31 3.875                     | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |       600000 | PA      | $567522.01      | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                                      | SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3             | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4091057.74     | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIV OF CALIFORNIA CA REVENUES UNVHGR 12/99 FIXED 4.767    | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7803000 | PA      | $6255695.53     | 0.02%             | 2099-12-31      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2019 3A                                                             | VOYA CLO LTD VOYA 2019 3A AR 144A                          | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1309170 | PA      | $1310485.31     | 0.00%             | 2032-10-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 09/48 5         | CUSIP: 268317AT1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     12622000 | PA      | $10869894.74    | 0.04%             | 2048-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                | INTEL CORP SR UNSECURED 02/63 5.9                          | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       479000 | PA      | $444699.23      | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | UNUM GROUP SR UNSECURED 06/54 6                            | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3601612.30     | 0.01%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 10/26 3.2                       | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13052000 | PA      | $12981723.59    | 0.05%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 09/65 6.1                         | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     14300000 | PA      | $11865926.07    | 0.04%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 07/34 5.15             | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     18552000 | PA      | $18717205.56    | 0.07%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     21900000 | NS      | $21709470.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                                | MNSN HOLDINGS INC COMMON STOCK                             | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        14866 | NS      | $921692.00      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/53 5         | CUSIP: 80413TBE8<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     25000000 | PA      | $21185699.75    | 0.07%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                               | PLAINS ALL AMER PIPELINE SR UNSECURED 06/42 5.15           | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       300000 | PA      | $269470.37      | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                        | PG+E RECOVERY FND LLC SR SECURED 07/49 5.536               | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7914522.08     | 0.03%             | 2049-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC SR UNSECURED 144A 12/40 6.5                        | CUSIP: 30251BAC2<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10859534.20    | 0.04%             | 2040-12-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | SABRA HEALTH CARE LP COMPANY GUAR 12/31 3.2                | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |      6304000 | PA      | $5694908.28     | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHILEAN GOVT                                                                     | REPUBLIC OF CHILE SR UNSECURED 01/52 4                     | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |      3200000 | PA      | $2499040.00     | 0.01%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                   | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     57529000 | PA      | $52777205.28    | 0.19%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SR SECURED 10/29 3.347                 | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9577415.00     | 0.03%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BD6372 FN 09/46 FIXED 3.5                        | CUSIP: 3140FECJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3583439 | PA      | $3344518.93     | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | PROGRESS ENERGY INC SR UNSECURED 03/31 7.75                | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5639629.60     | 0.02%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2025-FL17                            | MF1 MULTIFAMILY HOUSING MORTGA MF1 2025 FL17 A 144A        | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1994827.48     | 0.01%             | 2040-02-18      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE AND ECONOMIC DEVELOPMENT BANK                          | CALIFORNIA ST INFRASTRUCTURE CASDEV 05/49 FIXED 6.486      | CUSIP: 13033W3Y7<br>LEI: 549300C1OG9RDIM8ET06 | Long             | DBT              | MUN               | US        |      4500000 | PA      | $4686195.60     | 0.02%             | 2049-05-15      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| HORIZON HEALTHCARE SERVICES (HORIZON MUTUAL HOLDINGS INC)                        | HORIZON MUTUAL HOLDINGS SR UNSECURED 144A 11/34 6.2        | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |     21227000 | PA      | $19899517.55    | 0.07%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS COMPANY GUAR 10/45 7.375          | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     19892000 | PA      | $22781789.81    | 0.08%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 11/55 5.875                  | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     16025000 | PA      | $15637629.76    | 0.06%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP ENERGY TRANSFER LP                      | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     13901000 | PA      | $13046531.11    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 08/35 5.5                         | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19102844.80    | 0.07%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH JERSEY INDUSTRIES INC                                                      | SOUTH JERSEY INDUSTRIES JR SUBORDINA 04/31 5.02            | CUSIP: 838518AA6<br>LEI: 549300DJYWYT5VXLFA46 | Long             | DBT              | CORP              | US        |     28000000 | PA      | $24492291.88    | 0.09%             | 2031-04-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSECURED 05/33 5.125                 | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      3976000 | PA      | $3964814.24     | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP                       | NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 04/45 4.875     | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13688000 | PA      | $11708588.72    | 0.04%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1668125 | PA      | $-1675916.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 08/47 3.95                   | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      4670000 | PA      | $3467770.80     | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP CBK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1400.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/30 VAR                | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     30600000 | PA      | $29352691.98    | 0.10%             | 2030-07-23      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 03/35 5.6              | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      8961000 | PA      | $9160849.21     | 0.03%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | STORE CAPITAL LLC SR UNSECURED 04/30 5.4                   | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5025053.15     | 0.02%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 02/35 5.375                  | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1800000 | PA      | $1799190.00     | 0.01%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75              | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     18400000 | PA      | $17888110.71    | 0.06%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR            | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     12500000 | PA      | $12600199.63    | 0.04%             | 2052-12-15      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES LLC/CO OBL COMPANY GUAR 03/34 3.812           | CUSIP: ACI38VDT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12800000 | PA      | $14632878.85    | 0.05%             | 2034-03-11      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)            | FIRSTENERGY TRANSMISSION SR UNSECURED 144A 09/28 2.866     | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2500634.40     | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 09/44 5.4             | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       300000 | PA      | $280017.46      | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP JPM                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-28.04         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                     | NOVARTIS CAPITAL CORP COMPANY GUAR 11/45 4                 | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       497000 | PA      | $408585.17      | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 01/28 5.88             | CUSIP: 126650BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       857097 | PA      | $860423.69      | 0.00%             | 2028-01-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 04/38 6.5                         | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       500000 | PA      | $501507.84      | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                    | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR         | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5300607.95     | 0.02%             | 2054-10-15      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                                      | ARES MANAGEMENT CORP COMPANY GUAR 10/54 5.6                | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $10580082.60    | 0.04%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/55 6.15             | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     28100000 | PA      | $27169212.51    | 0.10%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP BRC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $6764.75        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL PWR + LT SR UNSECURED 06/37 6.15            | CUSIP: 476556CX1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |      8562000 | PA      | $9061792.71     | 0.03%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/35 4.95           | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      1695000 | PA      | $1690623.87     | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 12/99 4.5                     | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      4600000 | PA      | $3286563.38     | 0.01%             | 2099-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 07/31 2.375             | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |       700000 | PA      | $617285.05      | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.50000 03/18/26-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $703805.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 01/60 6.95                | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      8284000 | PA      | $6534087.84     | 0.02%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -6447600 | PA      | $-6452176.01    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | WELLTOWER OP LLC COMPANY GUAR 03/41 6.5                    | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     29850000 | PA      | $32811110.45    | 0.12%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                         | METLIFE CAPITAL TRUST IV JR SUBORDINA 144A 12/67 7.875     | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23640000 | PA      | $25580040.24    | 0.09%             | 2067-12-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| BARRICK NORTH AMERICA FINANCE LLC                                                | BARRICK NA FINANCE LLC COMPANY GUAR 05/41 5.7              | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4768000 | PA      | $4778198.61     | 0.02%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)                | OGLETHORPE POWER CORP 1ST MORTGAGE 04/47 4.5               | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     36100000 | PA      | $29632413.89    | 0.10%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                          | AMEREN ILLINOIS CO SR SECURED 03/46 4.15                   | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      5451000 | PA      | $4426974.00     | 0.02%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                   | COMMONWEALTH BANK AUST SUBORDINATED 144A 03/32 3.784       | CUSIP: 202712BS3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     13700000 | PA      | $12877109.91    | 0.05%             | 2032-03-14      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NISOURCE INC SR UNSECURED 02/45 5.65                       | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      6040000 | PA      | $5854159.35     | 0.02%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $118824.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/51 2.95                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     13000000 | PA      | $7830494.88     | 0.03%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 12/31 3.569               | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12900000 | PA      | $11796688.41    | 0.04%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/34 4.85              | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       910000 | PA      | $909698.97      | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GENERAL MOTORS COMPANY SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-3274810.17    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG GREEN MOUNTAIN (MAPLE PARENT HOLDINGS CORP)                               | MAPLE PARENT HLDS CO COMPANY GUAR 144A 03/56 6.625         | CUSIP: 56530KAD8<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     19400000 | PA      | $19227359.40    | 0.07%             | 2056-03-26      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | PUGET SOUND ENERGY INC 1ST MORTGAGE 06/48 4.223            | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3055597.59     | 0.01%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/52 3.85             | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      8400000 | PA      | $6211277.44     | 0.02%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP CBK                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-42.07         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 02/46 6.55                        | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     12500000 | PA      | $11669996.75    | 0.04%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260514                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-133845.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | ENTERGY ARKANSAS LLC 1ST MORTGAGE 01/36 4.95               | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9812748.80     | 0.03%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST F/1401 SR UNSECURED 144A 01/44 6.95                  | CUSIP: 898324AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      4310000 | PA      | $4245350.00     | 0.01%             | 2044-01-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SOL4 PIMCO CDSOPT PUT EUR 1.05 20260520               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    -37700000 | NC      | $-44108.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260413                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $112228.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORP (AKA: PP&L INC)                                      | PPL ELECTRIC UTILITIES 1ST MORTGAGE 10/49 3                | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     16700000 | PA      | $10827131.37    | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                            | NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 03/51 3.45      | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     31400000 | PA      | $21688999.24    | 0.08%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                         | ATMOS ENERGY CORP SR UNSECURED 10/48 4.3                   | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $5011419.70     | 0.02%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/46 2.5                                  | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185185000 | PA      | $127806585.16   | 0.45%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR            | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       750000 | PA      | $787912.50      | 0.00%             | 2029-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON CO                                                                 | TOLEDO EDISON COMPANY 1ST MORTGAGE 144A 05/28 2.65         | CUSIP: 889175BF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16667000 | PA      | $15833995.34    | 0.06%             | 2028-05-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY                                    | PORT AUTH OF NEW YORK   NEW JE PORTRN 10/62 FIXED 4.458    | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     84130000 | PA      | $70628321.23    | 0.25%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | SUTTER HEALTH UNSECURED 08/33 5.164                        | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3553452.42     | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                                | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      7300000 | PA      | $7163293.63     | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF TUFTS COLLEGE                                                        | TUFTS UNIVERSITY UNSECURED 04/12 5.017                     | CUSIP: 899043AA1<br>LEI: 549300P8P46IPM1SBD64 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2591638.08     | 0.01%             | 2112-04-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 09/34 5.2                    | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     17324000 | PA      | $17136344.18    | 0.06%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                                              | NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 08/39 9.375     | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     32300000 | PA      | $41407152.31    | 0.15%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                      | ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/36 4.7             | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     83744000 | PA      | $81598266.01    | 0.29%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                            | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/31 4.85        | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     33900000 | PA      | $33489161.49    | 0.12%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC SR UNSECURED 144A 02/43 5.15                       | CUSIP: 30251BAE8<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |       250000 | PA      | $234527.38      | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                         | SOUTHERN CO GAS CAPITAL COMPANY GUAR 05/47 4.4             | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     15925000 | PA      | $13058971.06    | 0.05%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/33 VAR                      | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2684231.57     | 0.01%             | 2033-07-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/53 5.35              | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     12014000 | PA      | $11265629.44    | 0.04%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)                  | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125      | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |      9798000 | PA      | $9999333.71     | 0.04%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 07/51 3.125                  | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $840439.33      | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 03/29 5.375                   | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      5000000 | PA      | $5079578.15     | 0.02%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/43 4.6              | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     19804000 | PA      | $16372791.44    | 0.06%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 09/41 5.625           | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1654555.69     | 0.01%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 10/34 VAR                                     | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     15544000 | PA      | $16995033.64    | 0.06%             | 2034-10-19      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSECURED 06/32 4.6                     | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      9171000 | PA      | $9014034.85     | 0.03%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 03/49 4.9            | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $4591933.58     | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW (6297782 LLC)                                                          | SOUTH BOW USA INFRA HLDS COMPANY GUAR 10/54 6.176          | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3720353.68     | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                               | PUBLIC SERVICE OKLAHOMA SR UNSECURED 08/51 3.15            | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $1476212.43     | 0.01%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                         | NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3              | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     10600000 | PA      | $9542815.15     | 0.03%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 05/37 6.875             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      8200000 | PA      | $8610000.00     | 0.03%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 02/49 5.2                    | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     18710000 | PA      | $16385433.68    | 0.06%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                           | CBRE SERVICES INC COMPANY GUAR 08/34 5.95                  | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10414552.50    | 0.04%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $481753.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | MOODY S CORPORATION SR UNSECURED 07/44 5.25                | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      4144000 | PA      | $3902552.04     | 0.01%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6              | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5334221 | PA      | $5273678.31     | 0.02%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 07/50 3                           | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     17681000 | PA      | $11015707.15    | 0.04%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF REGENTS OF THE UNIVERSITY OF TEXAS SYSTEM                               | UNIV OF TEXAS TX UNIV REVENUES UNIHGR 08/49 FIXED 2.439    | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |      8700000 | PA      | $5290049.79     | 0.02%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-1248664.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.6 SP MEI                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $0.05           | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4.5 JUMBOS                               | CUSIP: 21H042653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     75000000 | PA      | $72375204.00    | 0.26%             | 2056-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/48 3.95              | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      9915000 | PA      | $7621024.25     | 0.03%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625             | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     18877000 | PA      | $17436895.19    | 0.06%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -27255783 | PA      | $-27288490.30   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | KROGER CO SR UNSECURED 09/64 5.65                          | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      3852000 | PA      | $3574199.46     | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRE5                             | CUSIP: 955NUFII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1704964.34     | 0.01%             | 2030-06-07      | Fixed         | 4.98%                 | Yes           |                  3 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                    | DTE ELECTRIC CO GENL REF MOR 07/44 4.3                     | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      9150000 | PA      | $7673330.45     | 0.03%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 09/30 VAR                   | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1200000 | PA      | $1237405.19     | 0.00%             | 2030-09-13      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| CITADEL LIMITED PARTNERSHIP                                                      | CITADEL LP SR UNSECURED 144A 01/30 6                       | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2267397.84     | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 08/32 5.625            | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      7450000 | PA      | $7648331.89     | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                         | COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/63 6.714      | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9800000 | PA      | $10590584.82    | 0.04%             | 2063-08-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                                 | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8               | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     11400000 | PA      | $10313400.45    | 0.04%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                                 | PIEDMONT NATURAL GAS CO SR UNSECURED 06/50 3.35            | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      9095000 | PA      | $6169743.77     | 0.02%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                          | AMEREN ILLINOIS CO 1ST MORTGAGE 12/47 3.7                  | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $1642736.04     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/50 3.75                          | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3150000 | PA      | $2236045.33     | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | MAREX GROUP PLC SR UNSECURED 05/28 5.829                   | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $808798.90      | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRF2                             | CUSIP: 955NUGII9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4226713.60     | 0.01%             | 2032-06-07      | Fixed         | 5.16%                 | Yes           |                  3 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 07/28 VAR                       | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9895747.30     | 0.03%             | 2028-07-24      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TESCO PLC SNR SE ICE                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |            1 | NC      | $148990.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/42 4                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    184350000 | PA      | $166869155.04   | 0.59%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -2763735 | PA      | $-2748956.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI26N5G4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      1347000 | PA      | $1834593.62     | 0.01%             | 2027-09-15      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                                           | OLD REPUBLIC INTL CORP SR UNSECURED 06/51 3.85             | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     37900000 | PA      | $26744059.96    | 0.09%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | SALESFORCE INC SR UNSECURED 07/41 2.7                      | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       100000 | PA      | $68163.89       | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/1.75000 06/15/22-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $16647695.41    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-165043.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 05/46 4.75                           | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1682051.38     | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15             | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1800000 | PA      | $1775188.51     | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     57000000 | NS      | $52795110.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | SKYWORKS SOLUTIONS INC SR UNSECURED 06/31 3                | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     21130000 | PA      | $18850043.00    | 0.07%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 05/47 4.75          | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     24780000 | PA      | $20498768.82    | 0.07%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     12765000 | PA      | $8764624.26     | 0.03%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1979079 | PA      | $-1981157.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ACCIDENT FUND INSURANCE CO OF AMERICA                                            | ACCIDENT FUND INS CO AM SUBORDINATED 144A 08/32 8.5        | CUSIP: 00452AAA8<br>LEI: 2549009NUX96RJZ6DQ30 | Long             | DBT              | CORP              | US        |    103000000 | PA      | $103114816.16   | 0.36%             | 2032-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SUBORDINATED 10/37 6.75            | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80100000 | PA      | $86455000.23    | 0.30%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                           | NSTAR ELECTRIC CO SR UNSECURED 03/44 4.4                   | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1262505.95     | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 04/52 4.3               | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     10700000 | PA      | $8182138.17     | 0.03%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1514138000 | PA      | $1459022483.46  | 5.14%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.55100 09/17/25-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $454081.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VERISIGN INC SR UNSECURED 06/31 2.7                        | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     15400000 | PA      | $13798391.84    | 0.05%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED REGS 01/28 4.282                 | CUSIP: H3698DAR5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2650000 | PA      | $2641129.76     | 0.01%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 03/48 4.2            | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3213836.00     | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                     | KEYSPAN GAS EAST CORP SR UNSECURED 144A 01/52 3.586        | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     12700000 | PA      | $8468653.50     | 0.03%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5              | CUSIP: 694308GY7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     27149000 | PA      | $22678146.39    | 0.08%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260730                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $1121922.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 06/54 5.65                       | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      6072000 | PA      | $5599865.57     | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/36 VAR                      | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8196983.52     | 0.03%             | 2036-04-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                                           | ARES FINANCE CO II LLC COMPANY GUAR 144A 06/30 3.25        | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $6000649.79     | 0.02%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 11/34 VAR                      | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8255000 | PA      | $8985747.29     | 0.03%             | 2034-11-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP/THE SR UNSECURED 01/36 5.25                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      6600000 | PA      | $6611012.10     | 0.02%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5830396 | PA      | $5441753.00     | 0.02%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-2275.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE (CANADA) LIMITED                                                | GLENCORE FINANCE CANADA COMPANY GUAR REGS 11/37 6.9        | CUSIP: C98874AE7<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |       100000 | PA      | $110515.42      | 0.00%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | HEALTHPEAK OP LLC COMPANY GUAR 02/35 5.375                 | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     11100000 | PA      | $11139551.52    | 0.04%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 05/53 4.6            | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     11800000 | PA      | $9657844.99     | 0.03%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | AETNA INC SR UNSECURED 03/44 4.75                          | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |        50000 | PA      | $42129.12       | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -1794061 | PA      | $-2392701.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                             | FIRST AMERICAN FINANCIAL SR UNSECURED 09/34 5.45           | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2157399.53     | 0.01%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                                     | FACTSET RESEARCH SYSTEMS SR UNSECURED 03/32 3.45           | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4517931.50     | 0.02%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                       | EQUINIX EU 2 FINANCING C COMPANY GUAR 06/34 5.5            | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1015468.86     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 07/31 VAR              | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      9800000 | PA      | $8830791.56     | 0.03%             | 2031-07-10      | Floating      | 2.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 02/41 3.5                        | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     22400000 | PA      | $17880735.04    | 0.06%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 06/52 5.15           | CUSIP: 845743BW2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     13000000 | PA      | $11016700.63    | 0.04%             | 2052-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 06/44 4.85                         | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     36900000 | PA      | $33566520.42    | 0.12%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 06/54 6.05                    | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       500000 | PA      | $485532.44      | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                     | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 8.084     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     40725000 | PA      | $50866013.70    | 0.18%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                          | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655         | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     40737000 | PA      | $44002396.45    | 0.16%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 04/26 4.125                 | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     34600000 | PA      | $34599460.59    | 0.12%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE SYSTEM OBLIGATED GROUP                                        | BAPTIST HEALTHCARE UNSECURED 08/50 3.54                    | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000000 | PA      | $10781158.20    | 0.04%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.12 SP SAL                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $24324.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK NA                                                           | JP MORGAN CHASE BANK NA SR UNSECURED 12/26 5.11            | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10057260.30    | 0.04%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 09/31 VAR              | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     18400000 | PA      | $16338248.90    | 0.06%             | 2031-09-08      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                          | PUBLIC SERVICE ELECTRIC SECURED 08/34 4.85                 | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      5902000 | PA      | $5848060.50     | 0.02%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VOLKSWAGEN INTERNATIONAL FINA SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | NL        |            1 | NC      | $197549.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $1077410.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/29 4.125     | CUSIP: 80413TBP3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     30300000 | PA      | $29912652.38    | 0.11%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 05/51 3.25             | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $13190265.80    | 0.05%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/43 VAR                   | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      1100000 | PA      | $808512.67      | 0.00%             | 2043-02-11      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC JR SUBORDINA 12/99 VAR                       | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     27600000 | NS      | $27808104.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $21295.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPITALS                                                      | KAISER FOUNDATION HOSPIT COMPANY GUAR 05/47 4.15           | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     14300000 | PA      | $11659122.33    | 0.04%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 12/29 4.625                      | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      4563000 | PA      | $4334564.36     | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR                   | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3050000 | PA      | $3048370.63     | 0.01%             | 2029-06-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | VOYA FINANCIAL INC COMPANY GUAR 09/34 5                    | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5064276.98     | 0.02%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/52 5.25             | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1703477.70     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                    | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     12400000 | PA      | $12439320.40    | 0.04%             | 2034-09-10      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP          | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     34930000 | PA      | $35772287.00    | 0.13%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 09/38 7.5               | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      2590000 | PA      | $3058143.02     | 0.01%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ROYAL BANK OF CANADA NY BRANCH REVERSE REPO USD            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -298875000 | PA      | $-300565138.13  | -1.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 08/59 3.95                          | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      9500000 | PA      | $6561369.85     | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/52 4.625                           | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     39825000 | PA      | $31817169.81    | 0.11%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/28 2.05                   | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11280000 | PA      | $10823846.28    | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                                                               | SW (FINANCE) I PLC SR SECURED REGS 04/40 7                 | CUSIP: ACI2NDN28<br>LEI: 549300BHN1HB5BNG2R96 | Long             | DBT              | CORP              | GB        |     19300000 | PA      | $24807556.30    | 0.09%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 08/31 7.8                   | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1255346.75     | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                   | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $10162430.00    | 0.04%             | 2034-11-19      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL CORP                                                             | BLOCK FINANCIAL LLC COMPANY GUAR 07/28 2.5                 | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4181000 | PA      | $3951340.47     | 0.01%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC STRUCTURED P/T SECURITIES E3                                               | FHLMC STRUCTURED PASS THROUGH FSPC E3 A                    | CUSIP: 3133TCE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1034 | PA      | $1016.59        | 0.00%             | 2032-08-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35             | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $8585208.00     | 0.03%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -5494874 | PA      | $-5501376.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | ROPER TECHNOLOGIES INC SR UNSECURED 10/34 4.9              | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      1750000 | PA      | $1690546.22     | 0.01%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                      | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |     15000000 | NS      | $15459900.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/52 2.875                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     79743000 | PA      | $55320148.87    | 0.19%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/51 2.95                | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     26346000 | PA      | $16275631.16    | 0.06%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSECURED 05/55 5.25                       | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      2285000 | PA      | $2159231.59     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.9 SP MYI                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $38.57          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER ENTERPRISE PRODUCTS OPER          | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      4950000 | PA      | $4765095.77     | 0.02%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/43 4.45           | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     77985000 | PA      | $67450879.78    | 0.24%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 06/34 VAR                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     33100000 | PA      | $33787495.28    | 0.12%             | 2034-06-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 09/30 VAR            | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      5680000 | PA      | $5694060.04     | 0.02%             | 2030-09-11      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 11/65 6                | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     11505000 | PA      | $11157141.72    | 0.04%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                          | CENTERPOINT ENER HOUSTON GENL REF MOR 04/33 4.95           | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7039348.05     | 0.02%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 03/32 6.2            | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      4670000 | PA      | $4580151.86     | 0.02%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES COMPANY GUAR 06/27 4.5                      | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      9325000 | PA      | $9288097.06     | 0.03%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 04/53 5.45           | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6092154.32     | 0.02%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 02/56 6             | CUSIP: 80415RAD3<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     25100000 | PA      | $23696031.50    | 0.08%             | 2056-02-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                            | MICROSOFT CORP SR UNSECURED 09/50 2.5                      | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     29825000 | PA      | $17733437.08    | 0.06%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 06/50 2.5                      | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       305000 | PA      | $178213.14      | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 08/33 2.5                        | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     18600000 | PA      | $15810766.51    | 0.06%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 02/42 4.1                          | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      2419000 | PA      | $1895757.65     | 0.01%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 03/52 4.25             | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $5422721.64     | 0.02%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1035215 | PA      | $-1043913.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY 1ST MORTGAGE 11/51 2.7             | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      7204000 | PA      | $4185766.20     | 0.01%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                               | NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/33 FIXED 5.289    | CUSIP: 6499022E2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |       401662 | PA      | $406412.74      | 0.00%             | 2033-03-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CITIGROUP INC SNR S* ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-75476.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TTX COMPANY                                                                      | TTX CO SR UNSECURED 144A 02/49 4.6                         | CUSIP: 87305QCN9<br>LEI: 549300I8CNSYS1OGX775 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3192166.56     | 0.01%             | 2049-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 01/55 5.5                    | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3305858.04     | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                         | ATMOS ENERGY CORP SR UNSECURED 03/49 4.125                 | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $4149618.89     | 0.01%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3              | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7836587.60     | 0.03%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 12/47 5.2                             | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      2100000 | PA      | $1852387.64     | 0.01%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WABTEC TRANSPORTATION NETHERLANDS BV                                             | WABTEC TRANSPORTATION COMPANY GUAR 12/27 1.25              | CUSIP: ACI1Y2G20<br>LEI: 213800W8WKL7DR8NFE48 | Long             | DBT              | CORP              | NL        |      2450000 | PA      | $2739178.27     | 0.01%             | 2027-12-03      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSECURED 04/50 3.65            | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $1966201.56     | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                                        | MONONGAHELA POWER CO 1ST MORTGAGE 144A 12/43 5.4           | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9061000 | PA      | $8504973.00     | 0.03%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/34 6.2                | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     17615000 | PA      | $18059627.44    | 0.06%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    405000000 | PA      | $398637737.55   | 1.40%             | 2056-06-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260821                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $262639.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 06/49 5.25                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $9714049.84     | 0.03%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260721                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-35797.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 08/28 7.95              | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5704639.60     | 0.02%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NATEXIS BANQUE REVERSE REPO                   | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -294375000 | PA      | $-294559965.66  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 05/34 5.35            | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     16925000 | PA      | $17246051.00    | 0.06%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSECURED 08/52 4.85                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $6556844.42     | 0.02%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/34 5.926       | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18118806 | PA      | $18497384.74    | 0.07%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                             | NEW S WALES TREASURY CRP LOCAL GOVT G 03/33 2              | CUSIP: ACI1KFVM5<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      5900000 | PA      | $3303093.05     | 0.01%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                 | BURLINGTN NORTH SANTA FE SR UNSECURED 04/54 5.2            | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42483000 | PA      | $39124753.26    | 0.14%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260420                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-37922.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 03/36 VAR                   | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     15900000 | PA      | $15952686.72    | 0.06%             | 2036-03-03      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP GST                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-17798.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260713                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-2839.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $15708.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                       | ZIMMER BIOMET HOLDINGS SR UNSECURED 08/35 4.25             | CUSIP: 98956PAG7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      1681000 | PA      | $1559679.24     | 0.01%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 07/46 4                           | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $1854029.18     | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR             | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       182119 | PA      | $95794.59       | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | WELLTOWER OP LLC COMPANY GUAR 07/35 5.125                  | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     11700000 | PA      | $11747802.34    | 0.04%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 03/35 5.8             | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     10942000 | PA      | $11352827.57    | 0.04%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP SAL                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $2679.22        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | JUNIPER NETWORKS INC SR UNSECURED 03/41 5.95               | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     42478000 | PA      | $41395099.43    | 0.15%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                       | AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5         | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $2013600.20     | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 04/42 4.35           | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     10400000 | PA      | $8556484.98     | 0.03%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUMINATING COMPANY                                          | CLEVELAND ELECTRIC ILLUM SR UNSECURED 12/36 5.95           | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7242091.57     | 0.03%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 04/64 6.1                             | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $5024765.72     | 0.02%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 04/30 3.75                    | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4375000 | PA      | $4228686.57     | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 11/53 7.8                         | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     34100000 | PA      | $39875837.20    | 0.14%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4 JUMBOS                                 | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171300000 | PA      | $160381971.81   | 0.57%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 03/48 4.125               | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     26468000 | PA      | $19830169.68    | 0.07%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-1915.90       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED 144A 08/42 6.1027      | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      6000000 | PA      | $5977572.36     | 0.02%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 06/44 4.5                        | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10948000 | PA      | $9170449.00     | 0.03%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP SR UNSECURED 04/35 5.5            | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $1340068.48     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 01/54 5.75                   | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9600850.70     | 0.03%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 01/36 4.272            | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       970000 | PA      | $897596.57      | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 03/37 3.75      | CUSIP: ACI2V6MH2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      7100000 | PA      | $7737615.06     | 0.03%             | 2037-03-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSECURED 04/28 4.875                       | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1312202.81     | 0.00%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 05/43 4.3            | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      5000000 | PA      | $4277612.30     | 0.02%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 04/51 3.7              | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7085000 | PA      | $4389246.84     | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/50 3.5              | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     68788000 | PA      | $45519639.73    | 0.16%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/48 3                                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     17600000 | PA      | $12983437.46    | 0.05%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/56 2.375                                | CUSIP: 912810US5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     19567665 | PA      | $18192746.93    | 0.06%             | 2056-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND OPTION  MAY26P 125.5 EXP 04/24/2026              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -157 | NC      | $-165136.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 10/49 4.875              | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      5241000 | PA      | $4289484.81     | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WESTERN & SOUTHERN LIFE INSURANCE CO                                             | WESTERN AND SOUTHRN LIFE SUB NOTES 144A 04/61 3.75         | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |     24300000 | PA      | $16370708.55    | 0.06%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONVATEC (180 MEDICAL INC)                                                       | 180 MEDICAL INC COMPANY GUAR 144A 10/35 5.3                | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3046691.78     | 0.01%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP MYC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-476.81        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/55 4.625                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    539600000 | PA      | $514791048.22   | 1.81%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA SR UNSECURED 144A 05/34 5.5                        | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      3200000 | PA      | $3279189.06     | 0.01%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 12/42 3.85                   | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      2950000 | PA      | $2368543.79     | 0.01%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                              | PECO ENERGY CO 1ST MORTGAGE 05/52 4.6                      | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      9400000 | PA      | $7933280.31     | 0.03%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 9.5YR                              | CUSIP: 902EZT909<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10004044.20    | 0.04%             | 2033-10-05      | Fixed         | 5.58%                 | Yes           |                  3 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/43 3.875                                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    128300000 | PA      | $114041660.48   | 0.40%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STRUCTURED ARM LOAN TRUST 2004-12                                                | STRUCTURED ADJUSTABLE RATE MOR SARM 2004 12 3A1            | CUSIP: 863579AP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        17051 | PA      | $16924.51       | 0.00%             | 2034-09-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/32 2.75                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $6067803.74     | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                                      | DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A 10/30 2.532      | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      1401000 | PA      | $1276186.75     | 0.00%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC                                                                 | LSEG FINANCE PLC COMPANY GUAR 144A 04/41 3.2               | CUSIP: 50220PAE3<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |      2700000 | PA      | $2025589.84     | 0.01%             | 2041-04-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC SR UNSECURED REGS 02/43 5.15                       | CUSIP: U30310AE3<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1219542.38     | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 07/51 3.375             | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     10700000 | PA      | $7026575.62     | 0.02%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-72125.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES CO                                                             | LIBERTY UTILITIES CO SR UNSECURED 144A 01/34 5.869         | CUSIP: 531542AB4<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10380825.20    | 0.04%             | 2034-01-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/51 3.3                    | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     47092000 | PA      | $30848515.47    | 0.11%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1226039.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2A LTD                                                             | VOYA CLO LTD VOYA 2019 2A AR 144A                          | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2481558 | PA      | $2480533.27     | 0.01%             | 2032-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 04/46 5.85                           | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      9900000 | PA      | $9653189.93     | 0.03%             | 2046-04-30      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                        | UNION PACIFIC CORP SR UNSECURED 05/61 3.55                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     22710000 | PA      | $15019038.67    | 0.05%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 02/33 5.25            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1766057.04     | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM42 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-13239.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP JR SUBORDINA 09/55 VAR                          | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6216040.35     | 0.02%             | 2055-09-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/48 3                                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    207264000 | PA      | $152169019.27   | 0.54%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 01/36 5.35                 | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10300000 | PA      | $10232319.52    | 0.04%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | PILGRIM S PRIDE CORP COMPANY GUAR 05/34 6.875              | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |       611000 | PA      | $660376.74      | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/29 VAR                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12113000 | PA      | $12019244.90    | 0.04%             | 2029-04-23      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -6263615 | PA      | $-6268096.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK CITY INDUSTRIAL DEVELOPMENT AGENCY                                      | NEW YORK CITY NY INDL DEV AGY NYCDEV 01/46 FIXED 6.027     | CUSIP: 64971PEC5<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |       450000 | PA      | $439671.51      | 0.00%             | 2046-01-01      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                               | BOSTON GAS COMPANY SR UNSECURED 144A 01/35 5.843           | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3148055.40     | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AUGUSTAR LIFE INSURANCE CO                                                       | AUGUSTAR LIFE INSURANCE SUBORDINATED 144A 06/42 6.875      | CUSIP: 677412AF5<br>LEI: 549300WW3O2Q3BIJEF68 | Long             | DBT              | CORP              | US        |       400000 | PA      | $378947.24      | 0.00%             | 2042-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SR SECURED 144A 03/27 5.516          | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $11395666.03    | 0.04%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                         | SCE RECOVERY FUNDING LLC SR SECURED 12/49 5.112            | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2816421.84     | 0.01%             | 2049-12-14      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 04/53 5.25            | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9057046.60     | 0.03%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                      | QATAR ENERGY SR UNSECURED 144A 07/51 3.3                   | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |     22880000 | PA      | $14826561.92    | 0.05%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 06/55 5.25                   | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $10058860.88    | 0.04%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                 | ASSURED GUARANTY US HLDG COMPANY GUAR 09/28 6.125          | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |      8400000 | PA      | $8699487.72     | 0.03%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/42 6.51        | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     10700000 | PA      | $11093022.88    | 0.04%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 07/48 4.2             | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      7600000 | PA      | $6026721.49     | 0.02%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/44 4.75             | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15157000 | PA      | $12678328.95    | 0.04%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 12/53 5.35                         | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     27100000 | PA      | $23263931.04    | 0.08%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/40 5.705                         | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60100000 | PA      | $60222695.35    | 0.21%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95        | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      5067000 | PA      | $5517142.15     | 0.02%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VENTURE XIX CLO LTD 2014-19A                                                     | VENTURE CDO LTD VENTR 2014 19A ARR 144A                    | CUSIP: 92330EAP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       747365 | PA      | $748224.30      | 0.00%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                               | PUBLIC SERVICE OKLAHOMA SR UNSECURED 11/37 6.625           | CUSIP: 744533BJ8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |      1135000 | PA      | $1233775.19     | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP TEXAS INC SR UNSECURED 05/51 3.45                      | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $4627180.88     | 0.02%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSECURED 04/46 4.25                     | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       401000 | PA      | $331810.22      | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                                        | CNA FINANCIAL CORP SR UNSECURED 06/33 5.5                  | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $7517908.12     | 0.03%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE COMPANY                                                  | NEW YORK LIFE INSURANCE SUBORDINATED 144A 11/39 6.75       | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      4260000 | PA      | $4762447.45     | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC COMPANY GUAR 02/48 4.1            | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     12200000 | PA      | $9352284.54     | 0.03%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                        | FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR             | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |      5400000 | NS      | $5550606.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 04/36 5.05            | CUSIP: 29366WAH9<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      8100000 | PA      | $7984759.52     | 0.03%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 05/53 6.338             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1564000 | PA      | $1458430.00     | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 08/47 4.05                     | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       800000 | PA      | $640234.78      | 0.00%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                          | ESSENTIAL PROPER COMPANY GUAR 07/31 2.95                   | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4505979.35     | 0.02%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875           | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15238372 | PA      | $15503102.65    | 0.05%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 03/52 3.7                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     15130000 | PA      | $10786862.09    | 0.04%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                               | CREDIT AGRICOLE SA 144A 01/32 VAR                          | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      8500000 | PA      | $8386235.58     | 0.03%             | 2032-01-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 10/55 6.1              | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     17500000 | PA      | $16822163.75    | 0.06%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                          | AMEREN ILLINOIS CO 1ST MORTGAGE 12/52 5.9                  | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      6275000 | PA      | $6354653.47     | 0.02%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | JABIL INC SR UNSECURED 02/29 5.45                          | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1632310.64     | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC SR SECURED 07/38 7.3                 | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      1660000 | PA      | $1738197.50     | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                           | BERKSHIRE HATHAWAY INC SR UNSECURED 02/43 4.5              | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |       245000 | PA      | $222671.07      | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                     | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/28 FIXED 7.334     | CUSIP: 02765UEP5<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |       605000 | PA      | $627817.45      | 0.00%             | 2028-02-15      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                               | TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9         | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4217792.58     | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       831000 | PA      | $782542.48      | 0.00%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 11/49 4.25                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      8499000 | PA      | $6903656.19     | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 04/58 4.9                             | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     19120000 | PA      | $15547348.84    | 0.05%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) JUN26 XCBT 20260630                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -10931 | NC      | $16517728.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN + BROWN INC SR UNSECURED 06/35 5.55                  | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2697859.04     | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-89661.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                | PIONEER NATURAL RESOURCE COMPANY GUAR 01/28 7.2            | CUSIP: 723787AB3<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     24475000 | PA      | $25606198.28    | 0.09%             | 2028-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/52 7.75          | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $8223025.09     | 0.03%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC JR SUBORDINA 12/99 VAR                        | CUSIP: ACI2DC109<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     23900000 | PA      | $33334381.18    | 0.12%             | 2028-09-15      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15              | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     87346000 | PA      | $26249231.27    | 0.09%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | SUTTER HEALTH UNSECURED 08/50 3.361                        | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $1804230.40     | 0.01%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                   | PROTECTIVE LIFE GLOBAL SECURED 144A 12/28 5.467            | CUSIP: 74368CBV5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2047050.02     | 0.01%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK A/S 144A 03/28 VAR                             | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      2100000 | PA      | $2120220.46     | 0.01%             | 2028-03-01      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 12/42 4.3                            | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |       175000 | PA      | $145403.77      | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | CIGNA GROUP/THE SR UNSECURED 01/56 6                       | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      1143000 | PA      | $1145649.33     | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO 1ST MORTGAGE 05/48 4.05                | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      8100000 | PA      | $6363537.39     | 0.02%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BV9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      8800000 | PA      | $8572730.32     | 0.03%             | 2031-01-08      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 09/47 6.75                | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     39095000 | PA      | $31226945.55    | 0.11%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL                                       | CUSIP: 28103BDT6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     22300000 | PA      | $22229886.57    | 0.08%             | 2026-04-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COCA COLA COMPANY                                                                | COCA COLA CO/THE SR UNSECURED 05/54 5.3                    | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |      1190000 | PA      | $1141464.52     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                           | NSTAR ELECTRIC CO SR UNSECURED 06/52 4.55                  | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $4908823.19     | 0.02%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/30 VAR                      | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3440003.01     | 0.01%             | 2030-07-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | STRIPS 11/41 0.00000                                       | CUSIP: 912834KV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     35800000 | PA      | $16527141.96    | 0.06%             | 2041-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-12.52         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS DEPARTMENT OF TRANSPORTATION STATE HIGHWAY FUND                            | TEXAS ST TRANSPRTN COMMISSIONS TXSTRN 04/30 FIXED 5.178    | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     16000000 | PA      | $16282574.40    | 0.06%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 02/30 3.375                      | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       700000 | PA      | $632770.53      | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST SERIES 2009                                               | CVS PASS THRU TR 2009 PASS THRU CE 144A 07/31 8.353        | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7742027 | PA      | $8390036.56     | 0.03%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPMORGAN CHASE & CO SNR S* ICE                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-280668.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 06/47 3.8             | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3757353.80     | 0.01%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 06/35 5.3              | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5560000 | PA      | $5674675.89     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                                               | QATARENERGY LNG S3 SR SECURED REGS 09/27 5.838             | CUSIP: M8222MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |      1484000 | PA      | $1482919.35     | 0.01%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | NORTHWELL HEALTHCARE INC SECURED 11/49 3.809               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     14900000 | PA      | $10970735.45    | 0.04%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-2                                       | GS MORTGAGE BACKED SECURITIES GSMBS 2026 2 PT 144A         | CUSIP: 36274JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48600000 | PA      | $49432476.20    | 0.17%             | 2055-11-25      | Variable      | 5.55%                 | No            |                  3 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 12YR JUL SR SEC                   | CUSIP: 957IHJII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3991788.96     | 0.01%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| RTX CORPORATION                                                                  | RTX CORP SR UNSECURED 11/38 4.45                           | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10590000 | PA      | $9789253.99     | 0.03%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-NEMA                           | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2019 NEMA A 144A       | CUSIP: 63874RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9900000 | PA      | $9253576.53     | 0.03%             | 2039-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 03/45 5.15                 | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     44305000 | PA      | $38603215.43    | 0.14%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 2          | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1419138.09     | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 06/54 6                      | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      8023000 | PA      | $7949354.72     | 0.03%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | DRILLCO HLDG LUX S A COMMON STOCK                          | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |       161525 | NS      | $3715075.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $8807.79        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260908                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $260944.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 02/35 5.2                        | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     14350000 | PA      | $14535744.97    | 0.05%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E SR SECURED 10/30 1.7                       | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      1928000 | PA      | $1706396.37     | 0.01%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                         | AMERICAN HOMES 4 RENT SR UNSECURED 02/28 4.25              | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      7483000 | PA      | $7445666.94     | 0.03%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | METLIFE INC JR SUBORDINA 08/69 10.75                       | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      5132000 | PA      | $6653786.83     | 0.02%             | 2069-08-01      | Floating      | 10.75%                | No            |                  2 | On Loan: No      |
| MORGAN STANLEY ABS CAPITAL I 2004-HE3                                            | MORGAN STANLEY CAPITAL INC MSAC 2004 HE3 M1                | CUSIP: 61744CDH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1507205 | PA      | $1563361.84     | 0.01%             | 2034-03-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/37 VAR            | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      5000000 | PA      | $4919117.60     | 0.02%             | 2037-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AZ7108 FN 07/45 FIXED 3.5                        | CUSIP: 3138YY3S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12010 | PA      | $11252.70       | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                     | NORTHERN NATURAL GAS CO SR UNSECURED 144A 10/51 3.4        | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $2355738.28     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPM CHASE REVERSE REPO GBP ZCP                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -2933728 | PA      | $-3890746.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 02/33 4.9                         | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      2295000 | PA      | $2176100.23     | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KKR CLO 11 LTD                                                                   | KKR FINANCIAL CLO LTD KKR 11 AR 144A                       | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       571460 | PA      | $572028.09      | 0.00%             | 2031-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| POPULAR INC (AKA: BANCO POPULAR DE PUERTO RICO)                                  | POPULAR INC SR UNSECURED 03/28 7.25                        | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | PR        |     14700000 | PA      | $15238784.40    | 0.05%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 03/56 5.85             | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4883553.00     | 0.02%             | 2056-03-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WEST VIRGINIA UNITED HEALTH SYSTEM OBLIGATED GROUP                               | WEST VA HEALTH SYS OBL SECURED 06/50 3.129                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4400000 | PA      | $2779712.32     | 0.01%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                          | TELEFONICA EMISIONES SAU COMPANY GUAR 03/47 5.213          | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     14700000 | PA      | $12781030.25    | 0.05%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 02/54 5.55            | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      9950000 | PA      | $9587552.05     | 0.03%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $47044.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | BOOZ ALLEN HAMILTON INC COMPANY GUAR 04/35 5.95            | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4136095.13     | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 09/45 VAR                   | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     15000000 | PA      | $14172037.95    | 0.05%             | 2045-09-06      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 6 JUMBOS                                 | CUSIP: 21H060648<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7167000 | PA      | $7288569.88     | 0.03%             | 2056-04-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2025-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLINE 25 1A PTT PASS THRU CE 11/39 4.9              | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8100000 | PA      | $7910614.71     | 0.03%             | 2039-11-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                              | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9            | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     22200000 | PA      | $22318405.03    | 0.08%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON COMPANY                                                              | OHIO EDISON CO SR UNSECURED 07/36 6.875                    | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3912193.39     | 0.01%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 07/44 4.4        | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3166182.12     | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A                   | 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A H 144A       | CUSIP: 682439AU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11100000 | PA      | $9427440.90     | 0.03%             | 2037-10-13      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 01/66 5.875          | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1921555.56     | 0.01%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/42 VAR                      | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     15200000 | PA      | $11470027.01    | 0.04%             | 2042-04-22      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 07/45 5.125                   | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     33485000 | PA      | $29420096.13    | 0.10%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PFP 2026-13 LTD                                                                  | PFP III PFP 2026 13 A 144A                                 | CUSIP: 716966AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3300000 | PA      | $3303810.71     | 0.01%             | 2043-08-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                | CAPITAL ONE FINANCIAL CO SR UNSECURED 05/33 VAR            | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3794389.76     | 0.01%             | 2033-05-10      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 03/64 5.5                          | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $7443810.89     | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                            | MICROSOFT CORP SR UNSECURED 06/60 2.675                    | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     28895000 | PA      | $16158242.63    | 0.06%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                            | ELI LILLY + CO SR UNSECURED 08/64 5.2                      | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2365942.33     | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 05/61 3.25                     | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     41100000 | PA      | $25548488.29    | 0.09%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                                                   | PACIFIC LIFE INSURANCE C SUBORDINATED 144A 09/55 5.95      | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     25100000 | PA      | $24676229.67    | 0.09%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 01/33 7.25              | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $2157820.71     | 0.01%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SECURED 09/45 5.58                     | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3474734.54     | 0.01%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 07/45 5.2                | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |       333000 | PA      | $291365.25      | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 05/35 VAR                                     | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      7700000 | PA      | $7879825.03     | 0.03%             | 2035-05-30      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.70370 09/03/24-7Y* CME                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $190218.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.9 SP GST                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $30.30          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 06/47 5.5                             | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     26202000 | PA      | $24036047.04    | 0.08%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORPORATION                                                            | ALLEGHANY CORP SR UNSECURED 09/44 4.9                      | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $4808434.75     | 0.02%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                      | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |     12600000 | NS      | $12400794.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 08/30 4.5             | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5934171.48     | 0.02%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY SUBORDINATED 01/32 VAR                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     16000000 | PA      | $14874418.56    | 0.05%             | 2032-01-14      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NETAPP INC SR UNSECURED 03/32 5.5                          | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      1345000 | PA      | $1377539.83     | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)                | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 12/39 6.85      | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      5129000 | PA      | $5755399.08     | 0.02%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MILWAUKEE WIS REDEV AUTH REV                                                     | MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/36 ZEROCPNOID 0   | CUSIP: 60242NDL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1900000 | PA      | $1140420.85     | 0.00%             | 2036-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | BONOS DE TESORERIA SR UNSECURED 08/40 5.35                 | CUSIP: ACI1H2BH1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      2700000 | PA      | $651393.72      | 0.00%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 01/51 3.25                   | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     16025000 | PA      | $10268134.77    | 0.04%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                             | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 03/34 1.75      | CUSIP: ACI1ZX259<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     13500000 | PA      | $7122852.53     | 0.03%             | 2034-03-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 11/34 5.45           | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1486098.23     | 0.01%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                       | COPT DEFENSE PROP LP COMPANY GUAR 12/33 2.9                | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3386496.64     | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/30 VAR             | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        24870 | PA      | $14648.43       | 0.00%             | 2030-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                        | EXPAND ENERGY CORP SR UNSECURED 01/35 5.7                  | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      3575000 | PA      | $3632523.11     | 0.01%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2016 1 AA PTT PASS THRU CE 01/30 3.1            | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18916112 | PA      | $18436662.24    | 0.06%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1                           | FREDDIE MAC MILITARY HOUSING B FMMHR 2015 R1 A2 144A       | CUSIP: 35563CAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17885584 | PA      | $15354631.05    | 0.05%             | 2052-10-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 02/66 6.85                        | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18500000 | PA      | $17024199.32    | 0.06%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                 | BURLINGTN NORTH SANTA FE SR UNSECURED 03/43 4.45           | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000000 | PA      | $23543753.76    | 0.08%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 05/37 5.625                      | CUSIP: ACI2P7GW1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9700000 | PA      | $10562699.10    | 0.04%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                           | CMS ENERGY CORP SR UNSECURED 03/43 4.7                     | CUSIP: 125896BL3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |      3837000 | PA      | $3256996.47     | 0.01%             | 2043-03-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                      | MASS MUTUAL LIFE INS CO SUBORDINATED 144A 10/70 3.729      | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     11166000 | PA      | $7007036.72     | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 08/62 2.65                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     18400000 | PA      | $9103019.67     | 0.03%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING SECURED 144A 01/31 5.5                  | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4628687.81     | 0.02%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 09/49 3.1               | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $3922023.06     | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC SR UNSECURED 04/35 5.6                         | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      1225000 | PA      | $1230787.13     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 04/35 5.625                | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     11500000 | PA      | $11451646.18    | 0.04%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -33400000 | NC      | $-29812.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                          | ESSENTIAL PROPERTIES LP COMPANY GUAR 12/35 5.4             | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2166803.36     | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC COREBRIDGE FINANCIAL INC          | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6883396.10     | 0.02%             | 2054-09-15      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                 | ABN AMRO BANK NV JR SUBORDINA REGS 12/99 VAR               | CUSIP: ACI2N1YK2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      1200000 | PA      | $1467105.77     | 0.01%             | 2031-09-22      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -2515590 | PA      | $-2517155.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 05/46 4.45                         | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     33985000 | PA      | $29196555.30    | 0.10%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON COMPANY                                                              | OHIO EDISON CO SR UNSECURED 144A 01/33 5.5                 | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4120084.80     | 0.01%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 04/28 VAR               | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13700000 | PA      | $13752087.26    | 0.05%             | 2028-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN + BROWN INC SR UNSECURED 03/29 4.5                   | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     10300000 | PA      | $10256288.04    | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  MAY26C 113 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -359 | NC      | $-47774.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/53 5.65                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     41035000 | PA      | $39771046.09    | 0.14%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 12/29 VAR                   | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     21400000 | PA      | $21158693.39    | 0.07%             | 2029-12-23      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.00000 03/19/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $51112923.53    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/50 4.5                    | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     52300000 | PA      | $42259735.74    | 0.15%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | COX COMMUNICATIONS INC COMPANY GUAR 144A 12/53 5.8         | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     19854000 | PA      | $16817455.58    | 0.06%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 6 JUMBOS                                 | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40633000 | PA      | $41273031.11    | 0.15%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                   | ARIZONA PUBLIC SERVICE SR UNSECURED 04/42 4.5              | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      6104000 | PA      | $5259300.83     | 0.02%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC SR UNSECURED 144A 02/29 4.572       | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      6032000 | PA      | $5995291.12     | 0.02%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     35500000 | PA      | $35384539.80    | 0.12%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEATHROW FUNDING LIMITED                                                         | HEATHROW FUNDING LTD SR SECURED REGS 12/33 6.45            | CUSIP: B3CPY8II2<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |       900000 | PA      | $1243783.05     | 0.00%             | 2033-12-10      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSECURED 08/35 5.75                 | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     10100000 | PA      | $10129756.01    | 0.04%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SKO2 PIMCO CDSOPT PUT USD 0.85 20260520               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |    -79200000 | NC      | $-64363.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIVERSITY                                                      | CALIFORNIA ST UNIV REVENUE CASHGR 11/41 FIXED 6.484        | CUSIP: 13077CTL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2000000 | PA      | $2126463.60     | 0.01%             | 2041-11-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | TORONTO DOMINION BANK JR SUBORDINA 10/82 VAR               | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     20000000 | PA      | $20645420.00    | 0.07%             | 2082-10-31      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC SR SECURED 144A 04/32 4.3                 | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17400000 | PA      | $16607511.08    | 0.06%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC GROUP INC SR UNSECURED 05/28 8                         | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      5600000 | PA      | $5906036.58     | 0.02%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                       | TRUST 2401 SR UNSECURED 144A 02/34 7.375                   | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      2066000 | PA      | $2186974.63     | 0.01%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | WELLS FARGO BANK NA SUBORDINATED 01/38 6.6                 | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10932649.00    | 0.04%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SENIOR ISSU 10/27 9.75                  | CUSIP: ACI3915T9<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       600906 | PA      | $875734.51      | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY                              | LOS ANGELES CNTY CA PUBLIC WKS LOSFAC 08/33 FIXED 7.488    | CUSIP: 54473ENT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     13140000 | PA      | $14272963.65    | 0.05%             | 2033-08-01      | Fixed         | 7.49%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                                  | RTX CORP SR UNSECURED 03/54 6.4                            | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     34512000 | PA      | $37239668.34    | 0.13%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CREDIT AGRICOLE SA/LONDON BRA SLA SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | FR        |            1 | NC      | $227762.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL AS5068 FN 06/45 FIXED 3.5                        | CUSIP: 3138WET25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         9697 | PA      | $9110.53        | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/41 3.75                                 | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75600000 | PA      | $67449375.00    | 0.24%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/27 3.125               | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      7300000 | PA      | $7222609.56     | 0.03%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                      | COBANK ACB JR SUBORDINA 12/99 VAR                          | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |     15000000 | NS      | $15118650.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ACORE ISSUER, LLC 26-FL1                                                         | ACORE ISSUER, LLC ACORE 2026 FL1 A 144A                    | CUSIP: 00485EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     24000000 | PA      | $23985290.40    | 0.08%             | 2043-08-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 01/29 5.583             | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6764019.44     | 0.02%             | 2029-01-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-26997.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 03/27 5                | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     35565000 | PA      | $35636051.76    | 0.13%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 06/49 4.1                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     18761000 | PA      | $14404875.91    | 0.05%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 10/37 6.25                         | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     14040000 | PA      | $14545512.87    | 0.05%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK BANK 2021 BN36 ASB                                    | CUSIP: 06540DBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7400000 | PA      | $6990593.52     | 0.02%             | 2064-09-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD                                                  | BROOKFIELD ASSET MANAGEM SR UNSECURED 09/55 6.077          | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2966814.09     | 0.01%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/50 4.2            | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     10062000 | PA      | $8002991.51     | 0.03%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 04/28 4.85             | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      9600000 | PA      | $9643351.30     | 0.03%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20261130                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $123297.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TREASURY BILL 04/26 0.00000                                | CUSIP: 912797TG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1042000 | PA      | $1041373.06     | 0.00%             | 2026-04-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GLENCORE FINANCE (EUROPE) LIM SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | JE        |            1 | NC      | $1101247.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                              | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 06/55 VAR       | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     15000000 | PA      | $15066420.00    | 0.05%             | 2055-06-11      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 11/31 VAR                   | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $6510294.91     | 0.02%             | 2031-11-06      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-15322.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 04/32 5.2                        | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10240102.60    | 0.04%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | STRIPS 11/42 0.00000                                       | CUSIP: 912834LX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     26900000 | PA      | $11692193.95    | 0.04%             | 2042-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 02/53 5.625                   | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     18200000 | PA      | $16691785.84    | 0.06%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                   | BP CAP MARKETS AMERICA COMPANY GUAR 09/33 4.893            | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     58403000 | PA      | $58729455.83    | 0.21%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NORTHERN CALIFORNIA POWER AGENCY                                                 | NTHRN CA PWR AGY REVENUE NORPWR 06/40 FIXED 7.311          | CUSIP: 664845DQ4<br>LEI: 549300QYTU4PHD2XHS96 | Long             | DBT              | MUN               | US        |       500000 | PA      | $558022.15      | 0.00%             | 2040-06-01      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 03/55 6.1              | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     19700000 | PA      | $19345897.82    | 0.07%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | DIGITAL REALTY TRUST LP COMPANY GUAR 07/28 4.45            | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      8886000 | PA      | $8865527.46     | 0.03%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 07/34 VAR               | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     63737000 | PA      | $65342137.31    | 0.23%             | 2034-07-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NISOURCE INC SR UNSECURED 05/47 4.375                      | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     14845000 | PA      | $11933134.40    | 0.04%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | MOODY S CORPORATION SR UNSECURED 12/48 4.875               | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      9000000 | PA      | $7880818.77     | 0.03%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV TRUST                                                              | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A          | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3000000 | PA      | $2665035.00     | 0.01%             | 2038-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125     | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     20000000 | PA      | $20217315.40    | 0.07%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                               | EXELON CORP SR UNSECURED 03/53 5.6                         | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |      5103000 | PA      | $4809779.68     | 0.02%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/52 3.2       | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     43000000 | PA      | $27425593.07    | 0.10%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 08/33 VAR                   | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $508031.91      | 0.00%             | 2033-08-11      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/30 5.71           | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     14600000 | PA      | $15133972.52    | 0.05%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 TRUST                                                            | PRKCM TRUST PRKCM 2023 AFC4 A1 144A                        | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       667417 | PA      | $673358.59      | 0.00%             | 2058-11-25      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 03/31 7.4             | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5604543.15     | 0.02%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-98252.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260622                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $393109.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5              | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     22900000 | PA      | $20529407.57    | 0.07%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH INC                                                     | BETH ISRAEL LAHEY HEALTH SECURED 07/51 3.08                | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $9142874.72     | 0.03%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/35 VAR                   | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     11400000 | PA      | $11690125.33    | 0.04%             | 2035-02-08      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                                              | NEWMONT CORP COMPANY GUAR 06/44 5.45                       | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     14200000 | PA      | $13709219.88    | 0.05%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 11/31 2.75                          | CUSIP: ACI1VZWM8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1229944 | PA      | $61414.83       | 0.00%             | 2031-11-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC SR UNSECURED 09/54 5.35              | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       900000 | PA      | $829193.58      | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                               | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3        | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16140590 | PA      | $15296528.70    | 0.05%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                   | INDIANA MICHIGAN POWER SR UNSECURED 05/51 3.25             | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     19500000 | PA      | $12793947.27    | 0.05%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 04/28 4.75                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1201447.15     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                             | FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 01/29 4.3       | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       700000 | PA      | $695989.70      | 0.00%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US LOGISTICS FUND LP                                           | PROLOGIS TARGETED US COMPANY GUAR 144A 01/35 5.25          | CUSIP: 74350LAC8<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3505673.40     | 0.01%             | 2035-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC 1ST MORTGAGE 09/52 4.75              | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     15800000 | PA      | $13433112.60    | 0.05%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TR 2014 PASS THRU CE 144A 08/36 4.163     | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6567770 | PA      | $6147120.56     | 0.02%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/28 VAR                | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5640171.77     | 0.02%             | 2028-07-21      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | AMRIZE FINANCE US LLC COMPANY GUAR 09/46 4.75              | CUSIP: 43475RAX4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2083133.35     | 0.01%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 03/28 5.05                  | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1109605.88     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | WILLIAMS COS INC SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $73741.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 12/47 3.7                    | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       100000 | PA      | $73834.10       | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                            | NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 05/55 6.17      | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7196873.11     | 0.03%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                                 | EVERGY METRO MORTGAGE 03/48 4.2                            | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1598869.86     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP INC                                                     | AMERICAN FINANCIAL GROUP SR UNSECURED 06/47 4.5            | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     40300000 | PA      | $32584668.57    | 0.11%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                                         | MUTUAL OF OMAHA GLOBAL SECURED 144A 12/28 5.45             | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3167738.04     | 0.01%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NEXTERA ENERGY CAPITAL HOLDIN SNR S* ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $35821.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/40 3.3              | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $8457934.51     | 0.03%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 01/49 4.125                        | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      6400000 | PA      | $4696465.22     | 0.02%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-11411.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      8500000 | PA      | $8428808.17     | 0.03%             | 2029-09-10      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/34 3.6                           | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      8470000 | PA      | $7585439.53     | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR             | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     15000000 | NS      | $15289050.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 02/31 3.2                  | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6289179.32     | 0.02%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE                                                                 | CALIFORNIA ST CAS 04/34 FIXED 7.5                          | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      4840000 | PA      | $5564053.84     | 0.02%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 12YR OCT SR SEC                   | CUSIP: 990ABCUQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7976808.80     | 0.03%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| NATIONAL GRID PLC                                                                | NATIONAL GRID PLC SR UNSECURED 06/33 5.809                 | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |      4620000 | PA      | $4821945.98     | 0.02%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $112132.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A      | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4063358 | PA      | $4096456.55     | 0.01%             | 2063-10-25      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| WHEATON COLLEGE IL                                                               | WHEATON IL CLG WTNHGR 10/34 FIXED 6.09                     | CUSIP: 96272PAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5000000 | PA      | $5344400.50     | 0.02%             | 2034-10-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 03/51 VAR                | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12200000 | PA      | $9443328.02     | 0.03%             | 2051-03-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 07/28 5.25                | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       821000 | PA      | $835381.51      | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | CHENIERE ENERGY INC SR UNSECURED 04/34 5.65                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |      8496000 | PA      | $8749530.41     | 0.03%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| QATARENERGY LNG S3                                                               | QATARENERGY LNG S3 SR SECURED REGS 09/27 6.332             | CUSIP: M8222MAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |       719372 | PA      | $718728.32      | 0.00%             | 2027-09-30      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7400000 | PA      | $7331763.86     | 0.03%             | 2027-02-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $67033.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 04/47 4                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    106850000 | PA      | $79478072.02    | 0.28%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY                                                              | WALT DISNEY COMPANY/THE COMPANY GUAR 05/40 3.5             | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |       155000 | PA      | $126950.88      | 0.00%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                                    | FLEX LTD SR UNSECURED 05/30 4.875                          | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     15685000 | PA      | $15670192.11    | 0.06%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 11/49 3.999                      | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     98621000 | PA      | $71581097.18    | 0.25%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 10/49 3.7                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      7300000 | PA      | $5252090.56     | 0.02%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125       | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5073000 | PA      | $4859854.05     | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 03/42 4.05                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      3834000 | PA      | $2996896.67     | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BAY AREA TOLL AUTHORITY                                                          | BAY AREA CA TOLL AUTH TOLL BRI BAYTRN 10/50 FIXED 6.907    | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     28895000 | PA      | $32504054.85    | 0.11%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | REGENCY CENTERS LP COMPANY GUAR 03/28 4.125                | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1097396.59     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLINE 19 1A PTT PASS THRU CE 08/33 3.5              | CUSIP: 02378MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2630253 | PA      | $2431241.14     | 0.01%             | 2033-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-6256.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/55 4.625                                | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    466916000 | PA      | $446196602.50   | 1.57%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD HOLDINGS LLC                                                                | FORD HOLDINGS LLC COMPANY GUAR 03/30 9.3                   | CUSIP: 345277AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10500000 | PA      | $11750719.05    | 0.04%             | 2030-03-01      | Fixed         | 9.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 01/36 VAR                | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     40812000 | PA      | $41633730.85    | 0.15%             | 2036-01-24      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTALEXCHANGE SR UNSECURED 09/60 3              | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      9146000 | PA      | $5254038.60     | 0.02%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/1.00000 06/15/22-5Y CME                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $43836821.88    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 09/35 5.2                         | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9384992.50     | 0.03%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/35 VAR             | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        78539 | PA      | $36442.10       | 0.00%             | 2035-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/31 5.375     | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     20000000 | PA      | $20449511.60    | 0.07%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE PUBLIC WORKS BOARD                                              | CALIFORNIA ST PUBLIC WKS BRD L CASFAC 03/35 FIXED 7.804    | CUSIP: 130685C81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      8680000 | PA      | $9757128.98     | 0.03%             | 2035-03-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260520                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $207112.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -2750250 | PA      | $-2775460.63    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/35 VAR                      | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      8373000 | PA      | $8514098.45     | 0.03%             | 2035-01-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-27928.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 03/55 5.7            | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      5215000 | PA      | $5197589.25     | 0.02%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 04/62 4.1                      | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $7474042.70     | 0.03%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 07/33 5.55                | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     12175000 | PA      | $12517154.76    | 0.04%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 12/56 4.3             | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      1270000 | PA      | $990378.26      | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | WELLTOWER OP LLC COMPANY GUAR 07/30 4.5                    | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     11400000 | PA      | $11408013.63    | 0.04%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12 LTD                                                                  | PFP III PFP 2025 12 A 144A                                 | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5000000 | PA      | $5000514.85     | 0.02%             | 2042-12-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                                       | FARMERS INS EXCH SUBORDINATED 144A 11/57 VAR               | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     21600000 | PA      | $18229075.92    | 0.06%             | 2057-11-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/51 3.45              | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      5600000 | PA      | $3884429.75     | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| METAL CAYMAN 2017-1 LLC                                                          | METAL CAYMAN METAL 2017 1 A 144A                           | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      9300537 | PA      | $6510089.17     | 0.02%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | INTUIT INC SR UNSECURED 09/53 5.5                          | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1841137.10     | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD 2018-3A                                                     | BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A                | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2992834 | PA      | $2995937.10     | 0.01%             | 2030-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                        | APOLLO DEBT SOLUTIONS BD SR UNSECURED 03/32 6.55           | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7533744.75     | 0.03%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 01/47 4.2              | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       285000 | PA      | $227845.60      | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CB9318 FN 10/54 FIXED 5.5                        | CUSIP: 3140QVK86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       296174 | PA      | $303006.35      | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 01/29 7.875               | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $17198266.07    | 0.06%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NEW SOUTH WALES TREASURY CORPORATION                                             | NEW S WALES TREASURY CRP LOCAL GOVT G REGS 11/37 3.5       | CUSIP: ACI0Z9D11<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     31800000 | PA      | $17741239.70    | 0.06%             | 2037-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 09/40 5.25              | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     15100000 | PA      | $14728803.04    | 0.05%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/30 VAR                      | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1954866.93     | 0.01%             | 2030-04-18      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                      | AMERICAN WATER CAPITAL C SR UNSECURED 12/42 4.3            | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      8700000 | PA      | $7542444.64     | 0.03%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 03/46 4.625                      | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      6475000 | PA      | $5614063.80     | 0.02%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BRITISH TELECOMMUNICATIONS PL SNR SE ICE                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |            1 | NC      | $35209.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | AES CORPORATION SNR S* ICE                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $871969.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                              | PECO ENERGY CO 1ST REF MORT 10/43 4.8                      | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      1185000 | PA      | $1050512.32     | 0.00%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/35 3.137                 | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     57112000 | PA      | $48546336.53    | 0.17%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 05/27 3.625                | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |       900000 | PA      | $892395.03      | 0.00%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |      -925677 | PA      | $-1226831.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 10/36 VAR                      | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     33400000 | PA      | $32300922.23    | 0.11%             | 2036-10-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)                | OGLETHORPE POWER CORP 1ST MORTGAGE 08/50 3.75              | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     10600000 | PA      | $7541318.91     | 0.03%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                        | ALCON FINANCE CORP COMPANY GUAR 144A 09/29 3               | CUSIP: 01400EAB9<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |       500000 | PA      | $475300.01      | 0.00%             | 2029-09-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUNDVIEW HOME EQUITY LOAN TRUST 2006-OPT4                                       | SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT4 2A4          | CUSIP: 83611YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3298636 | PA      | $3223902.89     | 0.01%             | 2036-06-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 04/40 4.125                   | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4543000 | PA      | $3795408.37     | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS PORT AUTHORITY                                                     | MASSACHUSETTS ST PORT AUTH SPL MASTRN 07/31 FIXED 6.202    | CUSIP: 575898CS8<br>LEI: 254900JRR8IDSSKWCL90 | Long             | DBT              | MUN               | US        |      2360000 | PA      | $2476637.10     | 0.01%             | 2031-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DC COMMERCIAL MORTGAGE TRUST 2023-DC                                             | DC COMMERCIAL MORTGAGE TRUST DC 2023 DC A 144A             | CUSIP: 24023AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2000000 | PA      | $2040347.60     | 0.01%             | 2040-09-12      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE AUTHORITY                                                    | NEW JERSEY ST TURNPIKE AUTH TU NJSTRN 01/41 FIXED 7.102    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |       920000 | PA      | $1062356.48     | 0.00%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSECURED 03/31 4.65                 | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |       591000 | PA      | $587115.07      | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/36 VAR                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15600000 | PA      | $15972750.30    | 0.06%             | 2036-01-24      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2022-LP2                                            | BX TRUST BX 2022 LP2 A 144A                                | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1047828 | PA      | $1047899.13     | 0.00%             | 2039-02-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                      | AMERICAN WATER CAPITAL C SR UNSECURED 09/47 3.75           | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3724231.35     | 0.01%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 07/38 6.35                         | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4110776.76     | 0.01%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                       | COPT DEFENSE PROP LP COMPANY GUAR 10/30 4.5                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      1744000 | PA      | $1722199.84     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED REGS 03/35 VAR                   | CUSIP: ACI2NBD64<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     12100000 | PA      | $15883880.60    | 0.06%             | 2035-03-21      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 144A 01/33 VAR                                 | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     12400000 | PA      | $11152688.71    | 0.04%             | 2033-01-20      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $232330.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                       | DCP MIDSTREAM OPERATING COMPANY GUAR 02/32 3.25            | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      5612000 | PA      | $5103267.37     | 0.02%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | EVERGY INC JR SUBORDINA 06/55 VAR                          | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1007513.50     | 0.00%             | 2055-06-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR            | CUSIP: ACI2JNG78<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      1200000 | PA      | $1499051.62     | 0.01%             | 2028-10-15      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85           | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5038034.00     | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                    | BOSTON SCIENTIFIC CORP SR UNSECURED 01/40 7.375            | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     41000000 | PA      | $48704422.75    | 0.17%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                            | DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75        | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1970833 | PA      | $1968693.06     | 0.01%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                              | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/41 FIXED 3.714    | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     14115000 | PA      | $11195761.11    | 0.04%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 02/55 5.3               | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     17000000 | PA      | $15777291.15    | 0.06%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-1851382.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY2                                               | TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A            | CUSIP: 89177HAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       614614 | PA      | $625990.52      | 0.00%             | 2058-05-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| ORANGE SA (AKA: FRANCE TELECOM SA)                                               | ORANGE SA SR UNSECURED 144A 01/36 5                        | CUSIP: 685218AF6<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      7900000 | PA      | $7762561.96     | 0.03%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                      | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                   | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |      1237032 | PA      | $12047456.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 06/48 4.563                         | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       900000 | PA      | $754899.58      | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/29 5.15                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      9890000 | PA      | $10031287.75    | 0.04%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55             | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     11155000 | PA      | $11388030.85    | 0.04%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG46 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $160245427.57   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 09/54 5.85              | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     20822000 | PA      | $20919549.82    | 0.07%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPIRE CAPITAL, INC 26-FL3                                                  | BRIGHTSPIRE CAPITAL  INC BRSP 2026 FL3 A 144A              | CUSIP: 116686AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12100000 | PA      | $12077875.88    | 0.04%             | 2043-08-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                         | ATMOS ENERGY CORP SR UNSECURED 09/49 3.375                 | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3448196.75     | 0.01%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | UNUM GROUP SR UNSECURED 144A 08/41 4.046                   | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $12064754.85    | 0.04%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSION LP                                                    | TEXAS EASTERN TRANSMISSI SR UNSECURED 144A 01/48 4.15      | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |       400000 | PA      | $314243.06      | 0.00%             | 2048-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/30 VAR                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     20175000 | PA      | $19005772.60    | 0.07%             | 2030-10-15      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES SR UNSECURED 08/29 3.75                     | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     11360000 | PA      | $10887944.17    | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 09/49 2.95                          | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     20210000 | PA      | $13247387.62    | 0.05%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                            | NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 09/59 3.625     | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     62990000 | PA      | $42727900.25    | 0.15%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 03/47 3.65                          | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1945000 | PA      | $1370060.20     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE                                                                 | CALIFORNIA ST CAS 04/39 FIXED 7.55                         | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      3607000 | PA      | $4285853.63     | 0.02%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $8142.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/54 4.25                                 | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    138500000 | PA      | $124076524.13   | 0.44%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                              | SVB FINL TR                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       516000 | NS      | $33540.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY                                    | PORT AUTH OF NEW YORK   NEW JE PORTRN 08/46 FIXED 5.31     | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |      2800000 | PA      | $2755882.64     | 0.01%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP BOA                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1782.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA ROMANIA                                            | CUSIP: ACI2P7GX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      8700000 | PA      | $9932712.18     | 0.03%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 01/32 VAR                                     | CUSIP: 05571ABE4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     16550000 | PA      | $16327800.86    | 0.06%             | 2032-01-13      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                         | TRUST FIBRAUNO SR UNSECURED 144A 02/34 7.375               | CUSIP: 89834JAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |       834000 | PA      | $882914.10      | 0.00%             | 2034-02-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 08/41 4.5            | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3409523.17     | 0.01%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 03/61 4.1                         | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50306000 | PA      | $30957211.20    | 0.11%             | 2061-03-25      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTERPRISES LLC                                                | TIME WARNER CABLE ENTRMN SR SECURED 07/33 8.375            | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18420000 | PA      | $20867025.71    | 0.07%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SUMITOMO MITSUI FINL GRP          | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     20100000 | PA      | $20607915.14    | 0.07%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/43 3.125                                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    321900000 | PA      | $257846928.08   | 0.91%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 09/34 VAR                | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2521000 | PA      | $2640688.51     | 0.01%             | 2034-09-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 11/37 3.8                         | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8405000 | PA      | $6679204.96     | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-11432.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 10/30 1.875               | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       300000 | PA      | $264902.98      | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9                 | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     42994000 | PA      | $33503827.75    | 0.12%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SUBORDINATED 04/37 VAR                      | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16019000 | PA      | $15988825.49    | 0.06%             | 2037-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA COLA COMPANY                                                                | COCA COLA CO/THE SR UNSECURED 06/40 2.5                    | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |         3000 | PA      | $2194.26        | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9              | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      2871000 | PA      | $2718986.06     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC 1ST MORTGAGE 07/43 4.9             | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1827808.42     | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/37 VAR              | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     10000000 | PA      | $9828881.50     | 0.03%             | 2037-01-14      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                            | GEORGIA POWER CO SR UNSECURED 03/51 3.25                   | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     19600000 | PA      | $13125838.94    | 0.05%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY OF MINNESOTA                                       | NORTHERN STATES PWR MINN 1ST MORTGAGE 03/54 5.4            | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      6881000 | PA      | $6549509.20     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                      | NORTHERN STAR RESOU COMPANY GUAR 144A 04/33 6.125          | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |      7600000 | PA      | $7861194.98     | 0.03%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                              | AMERICAN ELECTRIC POWER SR UNSECURED 03/33 5.625           | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      1489000 | PA      | $1539355.00     | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/3.50000 03/18/26-5Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $-7660921.03    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LOWE`S COMPANIES INC                                                             | LOWE S COS INC SR UNSECURED 04/62 4.45                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       283000 | PA      | $214384.88      | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 08/46 3.85                          | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     53395000 | PA      | $42422664.96    | 0.15%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 05/52 5.625                | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     24400000 | PA      | $21826317.28    | 0.08%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE SR UNSECURED 144A 07/30 3.95                  | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6696246.83     | 0.02%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NISOURCE INC SR UNSECURED 03/48 3.95                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      6830000 | PA      | $5127501.06     | 0.02%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP SR UNSECURED 07/34 5.7            | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |        25000 | PA      | $25271.78       | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 08/28 4.55           | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     20200000 | PA      | $20232185.27    | 0.07%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260721                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-28266.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 05/30 5.4                | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      6500000 | PA      | $6639619.16     | 0.02%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 05/60 3.95      | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     20300000 | PA      | $13955462.56    | 0.05%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                      | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/31 3.35       | CUSIP: 79588TAD2<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |     18300000 | PA      | $16812108.44    | 0.06%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | LEIDOS INC COMPANY GUAR 05/30 4.375                        | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1968304.30     | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC COMPANY GUAR 144A 12/34 5.8               | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5984000 | PA      | $6147805.00     | 0.02%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 01/56 5.7                    | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     26500000 | PA      | $25230724.73    | 0.09%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 04/33 5.1            | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      1440000 | PA      | $1469901.59     | 0.01%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                      | LOCKHEED MARTIN CORP SR UNSECURED 06/62 4.3                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     20800000 | PA      | $16227999.84    | 0.06%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSECURED 09/49 3.15            | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $3965654.76     | 0.01%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0868 G2 01/56 FIXED 3.5                     | CUSIP: 3618N56E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9000000 | PA      | $8261213.93     | 0.03%             | 2056-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 01/49 4.3               | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      1942000 | PA      | $1546615.40     | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE CORPORATION                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/28 2.75       | CUSIP: 654740BT5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      9503000 | PA      | $8890752.59     | 0.03%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2X73N6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2200000 | PA      | $2979259.18     | 0.01%             | 2031-09-15      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LQD US TRS EQUITY SOFR-55 JPM                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | US        |            1 | NC      | $8064522.91     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/32 2         | CUSIP: 09261BAD2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $4498661.47     | 0.02%             | 2032-01-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 11/31 5.15                       | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       100000 | PA      | $102608.75      | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 01/32 2.999               | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     14100000 | PA      | $12685520.85    | 0.04%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 03/38 5.125             | CUSIP: ACI30CT50<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      1700000 | PA      | $1899886.03     | 0.01%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | VALE OVERSEAS LIMITED COMPANY GUAR 06/54 6.4               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |      3800000 | PA      | $3852060.00     | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA REGS 12/99 VAR              | CUSIP: ACI3077N6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     11000000 | PA      | $14419960.23    | 0.05%             | 2035-09-30      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 04/54 5.375            | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     16349000 | PA      | $15047998.90    | 0.05%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     14524000 | PA      | $14001158.08    | 0.05%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICHIGAN STATE UNIVERSITY                                                        | MICHIGAN ST UNIV REVENUES MISHGR 08/22 FIXED 4.165         | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     16800000 | PA      | $11971481.76    | 0.04%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CITY OF RENO NV                                                                  | RENO NV CAPITAL IMPT REVENUE RENGEN 06/36 ZEROCPNOID 0     | CUSIP: 759831DJ6<br>LEI: 549300M4R5WWSUWY8D52 | Long             | DBT              | MUN               | US        |      3400000 | PA      | $2027224.84     | 0.01%             | 2036-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSECURED 06/29 VAR                  | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3542370.27     | 0.01%             | 2029-06-13      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                           | UNION ELECTRIC CO UNION ELECTRIC CO                        | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $7527120.10     | 0.03%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR              | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |      2700000 | NS      | $2660067.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                           | UNION ELECTRIC CO 1ST MORTGAGE 04/52 3.9                   | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     31000000 | PA      | $23347574.05    | 0.08%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                           | UNION ELECTRIC CO 1ST MORTGAGE 03/53 5.45                  | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     15600000 | PA      | $14810289.16    | 0.05%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION GLOBAL FUNDING                                                     | CONSTELLATION GLO FNDG SR SECURED 144A 10/30 4.85          | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2747677.13     | 0.01%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                    | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400449334 | PA      | $1379543370.32  | 4.86%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/38 3.402                | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     26700000 | PA      | $23274412.70    | 0.08%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/52 2.25                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     84300000 | PA      | $50831912.00    | 0.18%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORPORATION                                                     | TRUIST FINANCIAL CORP SR UNSECURED 10/33 VAR               | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $12710463.12    | 0.04%             | 2033-10-28      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875               | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     17583000 | PA      | $14712393.79    | 0.05%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 06/33 6.625                       | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     15000000 | PA      | $16275293.70    | 0.06%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 09/33 5.808          | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      6800000 | PA      | $7107494.16     | 0.03%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 04/48 4.7                             | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2277781.77     | 0.01%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 06/42 5.6            | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     21664000 | PA      | $21326583.63    | 0.08%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UCABA3 PIMCO SWAPTION 4.069 PUT USD 2026043             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -67900000 | NC      | $-204562.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PINNACOL ASSURANCE                                                               | PINNACOL ASSURANCE SUBORDINATE 06/34 8.625                 | CUSIP: 72349LAA0<br>LEI: 549300D37RE2C54DGD62 | Long             | DBT              | CORP              | US        |     24000000 | PA      | $25483174.08    | 0.09%             | 2034-06-25      | Fixed         | 8.62%                 | Yes           |                  3 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP GST                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $46319.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 02/45 4.5            | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |       580000 | PA      | $491023.30      | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/56 4.75                                 | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    257000000 | PA      | $250695468.75   | 0.88%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375              | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      2917000 | PA      | $2282911.99     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CHENIERE CORP CHRISTI HD SR SECURED 12/39 2.742            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     21010000 | PA      | $17776459.94    | 0.06%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-5468.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                                 | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95         | CUSIP: ACI1V9JH2<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |     21000000 | PA      | $15855000.00    | 0.06%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                                                             | EMERA US FINANCE LLC COMPANY GUAR 04/33 5.2                | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2288071.00     | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELECTRIC                                                        | LOUISVILLE GAS + ELEC 1ST MORTGAGE 04/49 4.25              | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |      1530000 | PA      | $1219160.79     | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM43 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-2571.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 02/33 13.25                     | CUSIP: ACI2C9W52<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 163837700000 | PA      | $43926869.09    | 0.15%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 08/33 4.988                 | CUSIP: 902613AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      5000000 | PA      | $4978296.40     | 0.02%             | 2033-08-05      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $57942.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 01/28 4.282                 | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10750000 | PA      | $10714016.96    | 0.04%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -10909114 | PA      | $-10916750.38   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 01/35 11.75                     | CUSIP: ACI2Z7LJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 336443500000 | PA      | $83416447.70    | 0.29%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST                              | AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875           | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17221160 | PA      | $15433115.82    | 0.05%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/42 3.75             | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     18181000 | PA      | $13628126.34    | 0.05%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-41604.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 10/44 4.4               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |       500000 | PA      | $424054.97      | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                        | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046       | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19778795.60    | 0.07%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                              | ENTERGY CORP SR UNSECURED 06/50 3.75                       | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     13000000 | PA      | $9199805.16     | 0.03%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                  | BACARDI LTD COMPANY GUAR 144A 05/48 5.3                    | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     20975000 | PA      | $18319664.21    | 0.06%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                        | COREBRIDGE GLOB FUNDING SECURED 144A 01/28 4.9             | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3725096.84     | 0.01%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/32 6.15              | CUSIP: P78024AF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     34150000 | PA      | $10262762.44    | 0.04%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 12/28 VAR                | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     81151000 | PA      | $79748883.57    | 0.28%             | 2028-12-20      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | HASBRO INC SR UNSECURED 11/29 3.9                          | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |         1000 | PA      | $976.33         | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT JUN26 XCBT 20260618                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        25456 | NC      | $-100688457.81  | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4859294.85     | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KREF 2022-FL3 LTD                                                                | KREF 2022 FL3 LTD KREF 2022 FL3 A 144A                     | CUSIP: 48275EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1266305 | PA      | $1266973.47     | 0.00%             | 2039-02-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 06/52 4.5             | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $3757845.06     | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -35100000 | NC      | $-100923.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260803                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-392.77        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 01/32 VAR                      | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11200000 | PA      | $11014920.90    | 0.04%             | 2032-01-16      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 09/50 2.65                 | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     11800000 | PA      | $6923964.12     | 0.02%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 09/34 4.625                      | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      7226000 | PA      | $7057002.65     | 0.02%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 02/31 5.3                          | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $3853061.72     | 0.01%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 02/66 5.6            | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9640947.90     | 0.03%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 06/49 4.2                    | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $3812266.30     | 0.01%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 04/44 5.45           | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       155000 | PA      | $138135.35      | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 06/53 5.875                   | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $4359675.62     | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                                                         | SCE RECOVERY FUNDING LLC SR SECURED 03/47 5.341            | CUSIP: 78433LAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9600000 | PA      | $9541028.26     | 0.03%             | 2047-03-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 02/33 5.25                    | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2853000 | PA      | $2886857.75     | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.25000 06/18/25-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $9961310.54     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.97500 03/31/26-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1174299.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/52 4.95                            | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     45604000 | PA      | $37894010.82    | 0.13%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $148661.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST                                       | JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75            | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1798911 | PA      | $1598167.03     | 0.01%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 02/43 5.15                 | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     26785000 | PA      | $23806058.82    | 0.08%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 07/49 4.25              | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $4254642.42     | 0.01%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSECURED 05/32 4.75           | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      2661000 | PA      | $2642031.09     | 0.01%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA 144A 06/54 VAR                         | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     26000000 | PA      | $29672276.92    | 0.10%             | 2054-06-20      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                                         | ENEL FINANCE AMERICA LLC COMPANY GUAR 144A 07/41 2.875     | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1408376.92     | 0.00%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LABRADOR AVIATION FINANCE LTD 2016-1A                                            | LABRADOR AVIATION FINANCE LIMI LAFL 2016 1A A1 144A        | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5475828 | PA      | $5618492.54     | 0.02%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MORGAN STANLEY SNR S* ICE                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $106014.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 01/35 VAR                | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     22300000 | PA      | $22771001.42    | 0.08%             | 2035-01-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/35 5.7              | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10141075.80    | 0.04%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $209370.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-18398.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/34 5.2                 | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      9400000 | PA      | $9334443.08     | 0.03%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC 1ST MORTGAGE 07/44 5                 | CUSIP: 29364WAT5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $3851094.84     | 0.01%             | 2044-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 06/50 2.9                        | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $4695141.34     | 0.02%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | MOTOROLA SOLUTIONS INC SR UNSECURED 09/44 5.5              | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      5686000 | PA      | $5452997.67     | 0.02%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $89736.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                               | PLAINS ALL AMER PIPELINE SR UNSECURED 09/34 5.7            | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15750000 | PA      | $16108780.91    | 0.06%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/45 4.625                                | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    253000000 | PA      | $244065937.50   | 0.86%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 02/61 3.45      | CUSIP: 80413TAW9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     13100000 | PA      | $8116087.05     | 0.03%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2020-1 CLASS A PASS THROUGH TRUST                                        | JETBLUE AIRWAYS CORP PASS THRU CE 05/34 4                  | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9352130 | PA      | $8879367.67     | 0.03%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260803                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-1945.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | LLOYDS BANKING GROUP PLC SNR SE ICE                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | GB        |            1 | NC      | $275038.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 06/51 3.65                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     31200000 | PA      | $21409901.14    | 0.08%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/35 VAR                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     13500000 | PA      | $13356759.06    | 0.05%             | 2035-10-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                        | BRIGHTHOUSE FINANCIAL IN SR UNSECURED 12/51 3.85           | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |      8600000 | PA      | $4803365.22     | 0.02%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $202863.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                        | BANCO BILBAO VIZCAYA ARG SR UNSECURED 03/35 VAR            | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     15000000 | PA      | $15594714.30    | 0.05%             | 2035-03-13      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -8924000 | PA      | $-8925859.17    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                         | UNIV OF CALIFORNIA CA REVENUES UNVHGR 05/12 FIXED 4.858    | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     27844000 | PA      | $22751209.89    | 0.08%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 05/32 5.7                | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      2940000 | PA      | $3049467.40     | 0.01%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 04/36 6.375              | CUSIP: 037735CG0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      5146000 | PA      | $5512776.88     | 0.02%             | 2036-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                         | COLUMBIA PIPELINES OPCO SR UNSECURED 144A 10/54 5.695      | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9464821.50     | 0.03%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/31 4.7       | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      5200000 | PA      | $5098044.12     | 0.02%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA8425 G2 11/52 FIXED 3.5                     | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6647519 | PA      | $6149713.03     | 0.02%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 11.5YR                             | CUSIP: 902EZUII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4973128.80     | 0.02%             | 2035-10-05      | Fixed         | 5.68%                 | Yes           |                  3 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 04/26 4.55                       | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     13000000 | PA      | $13000008.84    | 0.05%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                               | PLAINS ALL AMER PIPELINE SR UNSECURED 01/37 6.65           | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2329000 | PA      | $2517692.81     | 0.01%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-20502.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC BROOKFIELD FINANCE INC              | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     32700000 | PA      | $31747800.53    | 0.11%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/61 3.7              | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1334413.82     | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/43 5.6                           | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      8692000 | PA      | $8580806.81     | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY 2026-FL4 ISSUER LLC                                      | ACRES PLC ACRES 2026 FL4 A 144A                            | CUSIP: 00501XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4600000 | PA      | $4597036.45     | 0.02%             | 2044-08-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                | AIRCASTLE LTD COMPANY GUAR 144A 01/28 2.85                 | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     11500000 | PA      | $11147156.31    | 0.04%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                           | NSTAR ELECTRIC CO SR UNSECURED 09/52 4.95                  | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |      9200000 | PA      | $8150615.89     | 0.03%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-2 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2014 2 A PTT PASS THRU CE 03/28 3.75            | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3917613 | PA      | $3908926.47     | 0.01%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK PARTNERS LP COMPANY GUAR 02/41 6.125                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     21327000 | PA      | $21672435.76    | 0.08%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC                                             | CHARTER COMM OPETING LLC 2024 TERM LOAN B5                 | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     13950810 | PA      | $13965667.51    | 0.05%             | 2031-12-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES COMPANY GUAR 12/26 4.75                     | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       100000 | PA      | $99962.03       | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC SR SECURED 05/37 6.55                | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      7306000 | PA      | $7371579.09     | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-113549.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 03/39 6.05                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $12224595.84    | 0.04%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                | INTEL CORP SR UNSECURED 02/53 5.7                          | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       990000 | PA      | $912311.53      | 0.00%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL                                                            | TOTALENERGIES CAPITAL SA COMPANY GUAR 09/64 5.425          | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     10500000 | PA      | $9771081.18     | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 03/35 VAR                   | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     10453000 | PA      | $10809108.10    | 0.04%             | 2035-03-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                           | BERKSHIRE HATHAWAY FIN COMPANY GUAR 03/32 2.875            | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |      7900000 | PA      | $7319878.59     | 0.03%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 11/41 3.95                    | CUSIP: 797440BP8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      1968000 | PA      | $1607092.08     | 0.01%             | 2041-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                               | NLG GLOBAL FUNDING SECURED 144A 01/30 5.4                  | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |      6100000 | PA      | $6245743.52     | 0.02%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.0593* 03/13/26-30Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $134387.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/52 3.45                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $9172669.80     | 0.03%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                          | CENTERPOINT ENER HOUSTON GENL REF MOR 07/50 2.9            | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $2782167.74     | 0.01%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | KYNDRYL HOLDINGS INC SR UNSECURED 10/31 3.15               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      4600000 | PA      | $3836914.83     | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | COTERRA ENERGY INC SR UNSECURED 02/55 5.9                  | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      4200000 | PA      | $4002305.16     | 0.01%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/35 5.75                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     14400000 | PA      | $14810635.01    | 0.05%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND                                | CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 6.2       | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       869564 | PA      | $919478.12      | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SUBORDINATED 06/38 6.8                   | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      4300000 | PA      | $4639324.09     | 0.02%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| NAPA VALLEY UNIFIED SCHOOL DISTRICT                                              | NAPA VLY CA UNIF SCH DIST NPVSCD 08/43 FIXED 6.507         | CUSIP: 6303614J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2000000 | PA      | $2143202.40     | 0.01%             | 2043-08-01      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     26000000 | NS      | $25899900.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 06/63 6                       | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2089035.23     | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | ARROW ELECTRONICS INC SR UNSECURED 02/32 2.95              | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |       600000 | PA      | $530390.33      | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | DUKE ENERGY INDIANA LLC 1ST MORTGAGE 04/53 5.4             | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      7350000 | PA      | $6829328.13     | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL FM1269 FN 06/49 FIXED VAR                        | CUSIP: 3140X4MT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        65662 | PA      | $62859.48       | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A                   | 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A F 144A       | CUSIP: 682439AQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1600000 | PA      | $1436856.16     | 0.01%             | 2037-10-13      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP ORACLE CORP                                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     13040000 | PA      | $10118639.28    | 0.04%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/29 VAR                | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      4825000 | PA      | $4894406.80     | 0.02%             | 2029-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE (CANADA) LIMITED                                                | GLENCORE FINANCE CANADA COMPANY GUAR 144A 10/42 5.55       | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      8730000 | PA      | $8364816.07     | 0.03%             | 2042-10-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | ENTERGY MISSISSIPPI LLC 1ST MORTGAGE 06/51 3.5             | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1037220.75     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 11/45 5.75             | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     12100000 | PA      | $11792400.82    | 0.04%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/31 2.608               | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     12400000 | PA      | $11064170.69    | 0.04%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 01/29 5.375              | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      3200000 | PA      | $3174400.00     | 0.01%             | 2029-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.99798 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $401742.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC SR UNSECURED 04/28 4.35             | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      2689000 | PA      | $2683408.22     | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 01/14 6         | CUSIP: 268317AL8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     17924000 | PA      | $17079495.50    | 0.06%             | 2114-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR FUT  DEC26 XCME 20270316                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         4153 | NC      | $3679978.46     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC SR SECURED 06/26 3.85               | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2395048.80     | 0.01%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/51 3.55             | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       100000 | PA      | $69835.26       | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 11/49 4                      | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     39410000 | PA      | $28674459.44    | 0.10%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM35 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $290.61         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&G PLC                                                                          | M+G PLC SUBORDINATED REGS 07/55 VAR                        | CUSIP: BYYTRZII0<br>LEI: 254900TWUJUQ44TQJY84 | Long             | DBT              | CORP              | GB        |      1900000 | PA      | $2348106.47     | 0.01%             | 2055-07-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $5511.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                            | GEORGIA POWER COMPANY SR UNSECURED 06/40 5.4               | CUSIP: 373334JR3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      9085000 | PA      | $9129599.17     | 0.03%             | 2040-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 12/34 5.7         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3020379.00     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR                 | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |     11000000 | NS      | $10938840.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                                          | PUB SVC NEW HAMP 1ST MORTGAGE 07/49 3.6                    | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $3414790.64     | 0.01%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/30 VAR                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7300000 | PA      | $7407961.67     | 0.03%             | 2030-07-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR                 | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      3800000 | PA      | $3823820.76     | 0.01%             | 2027-07-02      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 144A 01/33 VAR                                 | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      9400000 | PA      | $9720122.55     | 0.03%             | 2033-01-13      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | CITIBANK NA SR UNSECURED 04/34 5.57                        | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $2073001.76     | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 04/60 3.85                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     64412000 | PA      | $37944910.17    | 0.13%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPM CHASE REVERSE REPO GBP ZCP                             | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -3806671 | PA      | $-5045110.34    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SA                                                          | TELEFONICA EMISIONES SAU COMPANY GUAR 06/36 7.045          | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     11697000 | PA      | $12907218.29    | 0.05%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP SR UNSECURED 04/29 4.2                 | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      1915000 | PA      | $1862698.15     | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                    | SUN COMMUNITIES OPER LP COMPANY GUAR 07/31 2.7             | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $6085390.11     | 0.02%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 01/30 6.943            | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13243848 | PA      | $13638507.03    | 0.05%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 04/32 3.9                         | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     49725000 | PA      | $46965949.20    | 0.17%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 01/56 VAR             | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     25900000 | PA      | $25304478.97    | 0.09%             | 2056-01-28      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                  | CSL FINANCE PLC COMPANY GUAR 144A 04/52 4.75               | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     12170000 | PA      | $10339933.82    | 0.04%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 03/29 VAR              | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4158107.95     | 0.01%             | 2029-03-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                         | COLUMBIA PIPELINES OPCO SR UNSECURED 144A 08/43 6.497      | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4675000 | PA      | $4900383.71     | 0.02%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1868746 | PA      | $-1871019.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $721.82         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | ENTERGY TEXAS INC 1ST MORTGAGE 09/53 5.8                   | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2178603.92     | 0.01%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 04/55 5.95                            | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     19200000 | PA      | $18298362.43    | 0.06%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 11/40 12.75                     | CUSIP: ACI2WQVJ3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 236960400000 | PA      | $62806293.87    | 0.22%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/27 3.3              | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      4910000 | PA      | $4852789.22     | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON CO                                                                 | TOLEDO EDISON COMPANY SR SECURED 05/37 6.15                | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4900000 | PA      | $5284615.60     | 0.02%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MICHIGAN                                                           | UNIV OF MICHIGAN MI UNVHGR 12/99 FIXED 4.454               | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7400000 | PA      | $5745789.20     | 0.02%             | 2099-12-31      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $39394.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/77 VAR            | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7997257.60     | 0.03%             | 2077-08-16      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                      | LOCKHEED MARTIN CORP SR UNSECURED 02/64 5.2                | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      7412000 | PA      | $6735225.99     | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/36 5.8528      | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      4600000 | PA      | $4621564.80     | 0.02%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 06/50 5.5                | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3041650.95     | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1629875 | PA      | $-1629875.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -18100000 | NC      | $-102514.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 01/29 VAR                   | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6450000 | PA      | $6377483.75     | 0.02%             | 2029-01-12      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260727                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-23024.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -35100000 | NC      | $-97697.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -4399688 | PA      | $-4445395.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.67900 03/10/26-10Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $214977.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                                | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8        | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11263516 | PA      | $11272921.45    | 0.04%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                        | UNION PACIFIC CORP SR UNSECURED 02/50 3.25                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |       593000 | PA      | $402015.46      | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP GST                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $6837.48        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | PUGET SOUND ENERGY INC 1ST MORTGAGE 06/53 5.448            | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $4178456.08     | 0.01%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANGLIAN WATER SERVICES FINANCING PLC                                             | ANGLIAN WATER SERV FIN SR SECURED REGS 06/39 6             | CUSIP: ACI2GR269<br>LEI: 213800DL377MH46PDY63 | Long             | DBT              | CORP              | GB        |      2900000 | PA      | $3587961.15     | 0.01%             | 2039-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/54 5.75      | CUSIP: 80413TBH1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     34400000 | PA      | $32517880.71    | 0.11%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE-BACKED SECURITIES TRUST 2026-1                                       | GS MORTGAGE BACKED SECURITIES GSMBS 2026 1 PT 144A         | CUSIP: 36274KDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32200000 | PA      | $31996341.12    | 0.11%             | 2055-11-25      | Fixed         | 5.62%                 | No            |                  3 | On Loan: No      |
| WEST STREET GLOBAL GROWTH PARTNERS LP                                            | PROJECT HUDSON II FIXED TERM LOAN                          | CUSIP: BA0004RR0<br>LEI: 549300VKOBL0QVVJAP44 | Long             | ABS-MBS          | CORP              | US        |     12500000 | PA      | $12544133.25    | 0.04%             | 2026-05-29      | Fixed         | 7.73%                 | No            |                  3 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                | CAPITAL ONE FINANCIAL CO JR SUBORDINA 12/99 VAR            | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      5700000 | NS      | $5616096.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 10/39 6.25           | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     12875000 | PA      | $13587748.16    | 0.05%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125               | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $5663812.47     | 0.02%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSECURED 08/50 2                              | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      1907000 | PA      | $1009599.92     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5              | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     17800000 | PA      | $18688745.10    | 0.07%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHERN SANTA FE LLC                                                 | BURLINGTN NORTH SANTA FE SR UNSECURED 03/55 5.5            | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11700000 | PA      | $11287615.01    | 0.04%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                           | SPIRIT AEROSYSTEMS INC COMPANY GUAR 06/28 4.6              | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       800000 | PA      | $800786.40      | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                            | GEORGIA POWER CO SR UNSECURED 05/52 5.125                  | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     30600000 | PA      | $27823302.14    | 0.10%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                                    | DISCOVERY HOLDINGS INC COMPANY GUAR 03/52 5.141            | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      1391000 | PA      | $846771.25      | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                              | PHILLIPS 66 COMPANY GUAR 02/45 4.68                        | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |      1994000 | PA      | $1686321.59     | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 144A 01/29 4.85      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2906033.85     | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                               | AMFAM HOLDINGS INC SR UNSECURED 144A 03/31 2.805           | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11960000 | PA      | $10510164.19    | 0.04%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED 144A 09/70 2.7           | CUSIP: 29135LAN0<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     37100000 | PA      | $19312259.20    | 0.07%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | LAZARD GROUP LLC SR UNSECURED 09/28 4.5                    | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |       400000 | PA      | $398314.15      | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-1237.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 02/30 3.05                   | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      1069000 | PA      | $974983.25      | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/49 2.875                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    633400000 | PA      | $450505750.00   | 1.59%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY                                                              | WALT DISNEY COMPANY/THE COMPANY GUAR 05/60 3.8             | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      8354000 | PA      | $5962205.61     | 0.02%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/42 4.95           | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $2100663.16     | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 03/32 7.375                   | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     39647000 | PA      | $44216784.19    | 0.16%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 02/33 VAR                   | CUSIP: 902613AK4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     10900000 | PA      | $9643624.04     | 0.03%             | 2033-02-11      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $1183170.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC COMPANY GUAR 05/47 4.5            | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      8100000 | PA      | $6607002.33     | 0.02%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                      | LOCKHEED MARTIN CORP SR UNSECURED 02/55 5.2                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     19835000 | PA      | $18461725.56    | 0.07%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/36 3.15                           | CUSIP: ACI0VNB57<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2958627.83     | 0.01%             | 2036-09-04      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 01/38 6.95            | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |       800000 | PA      | $893643.60      | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                                   | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 11/28 3.375            | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |      9100000 | PA      | $8749941.11     | 0.03%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/55 5.55           | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      3953000 | PA      | $3821676.08     | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                                  | RTX CORP SR UNSECURED 05/45 4.15                           | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $981928.58      | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LIMITED                                                     | APTIV SWISS HOLDINGS LTD COMPANY GUAR 03/49 5.4            | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      9200000 | PA      | $8464235.70     | 0.03%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 01/49 4.45           | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     24790000 | PA      | $20126088.73    | 0.07%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR             | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     14644000 | PA      | $14517027.29    | 0.05%             | 2028-06-05      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                                  | RTX CORP SR UNSECURED 03/34 6.1                            | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     37200000 | PA      | $40073352.18    | 0.14%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-7683.99       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 01/32 VAR             | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8900000 | PA      | $8766963.69     | 0.03%             | 2032-01-21      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELEC POWER SR UNSECURED 10/26 2.75            | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       900000 | PA      | $892969.22      | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 3 MONTH SOFR FUT  DEC27 XCME 20280314                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         7248 | NC      | $12147321.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 09/54 5.7                | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     20800000 | PA      | $19594424.72    | 0.07%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/27 3.75                   | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      5020000 | PA      | $4989874.73     | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST II                                                             | PINE STREET TRUST II SR UNSECURED 144A 02/49 5.568         | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23800000 | PA      | $21747128.14    | 0.08%             | 2049-02-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS AUD 4.25000 03/19/25-5Y LCH                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | AU        |            1 | NC      | $-15054458.41   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 01/33 4.95                | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      8100000 | PA      | $7914302.72     | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP / LADDER CAPITAL FINANCE CORP               | LADDER CAP FIN LLLP/CORP COMPANY GUAR 08/30 5.5            | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1400000 | PA      | $1403526.56     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                     | NOVARTIS CAPITAL CORP COMPANY GUAR 09/54 4.7               | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       100000 | PA      | $87426.80       | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FINANCE AMERICA MTGE LOAN TRUST 2004-3                                           | FINANCE AMERICA MORTGAGE LOAN FINA 2004 3 M1               | CUSIP: 317350BT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1856442 | PA      | $1927283.46     | 0.01%             | 2034-11-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC SR UNSECURED 11/32 6.25                 | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      2650000 | PA      | $2833730.54     | 0.01%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSECURED 08/48 4.45                         | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      6740000 | PA      | $5684456.62     | 0.02%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US INC                                                             | SEKISUI HOUSE US COMPANY GUAR 08/61 3.966                  | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     10300000 | PA      | $6818213.24     | 0.02%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                   | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     19400000 | PA      | $17394059.40    | 0.06%             | 2031-06-28      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8              | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36600000 | PA      | $27078784.50    | 0.10%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/51 2.65               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      9375000 | PA      | $5475200.06     | 0.02%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 03/31 VAR              | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3284622.18     | 0.01%             | 2031-03-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7          | CUSIP: ACI2GGZ75<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    192055000 | PA      | $60472572.37    | 0.21%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2019 1 A PTT PASS THRU CE 08/31 4.55            | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10483765 | PA      | $10125218.14    | 0.04%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12100000 | PA      | $11908934.35    | 0.04%             | 2029-01-23      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 11/45 VAR                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     40340000 | PA      | $39647849.10    | 0.14%             | 2045-11-29      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                                              | OMNIS FUNDING TRUST SR UNSECURED 144A 05/55 6.722          | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10119590.30    | 0.04%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 09/40 6.55            | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     30300000 | PA      | $32475463.64    | 0.11%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPERATING PARTNERSHIP LP                                              | BRANDYWINE OPER PARTNERS COMPANY GUAR 10/29 4.55           | CUSIP: 105340AP8<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $3103953.19     | 0.01%             | 2029-10-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 10/51 4.125              | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $6958866.92     | 0.02%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL MA2864 FN 01/47 FIXED 3.5                        | CUSIP: 31418CFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        16240 | PA      | $15113.55       | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSECURED 12/45 4.3                            | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1358968.02     | 0.00%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP                                    | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/41 FIXED 5.169     | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25300000 | PA      | $25647978.73    | 0.09%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| GLOBAL SPORTS GROUP (GSG BIDCO LIMITED)                                          | GSG BIDCO LTD SR SECURED 144A 06/51 6.375                  | CUSIP: ACI38RD49<br>LEI: 984500F49D98F3GDZ668 | Long             | DBT              | CORP              | JE        |    104300000 | PA      | $119729977.78   | 0.42%             | 2051-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR               | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $9078887.57     | 0.03%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 01/54 5.4               | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       776000 | PA      | $736667.66      | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 09/35 5.2                  | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       347000 | PA      | $342592.03      | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                        | FARM CREDIT BK OF TEXAS JR SUBORDINA 12/99 VAR             | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |      4000000 | NS      | $4181720.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED 07/50 3.875                   | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     18000000 | PA      | $12714028.02    | 0.04%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                              | PECO ENERGY CO 1ST MORTGAGE 06/50 2.8                      | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $4027303.87     | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       136589 | PA      | $73211.70       | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 05/52 4.55                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     12100000 | PA      | $9755424.99     | 0.03%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 11/50 2.875            | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1127000 | PA      | $684113.83      | 0.00%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  JUN26 XEUR 20260608                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |          255 | NC      | $-923544.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 04/32 3.9            | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     18900000 | PA      | $17738186.19    | 0.06%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO DEUTSCHE REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -3522761 | PA      | $-3526459.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                     | REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125          | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     11800000 | PA      | $10454828.56    | 0.04%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 09/35 5.45                    | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     13510000 | PA      | $13567396.02    | 0.05%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260526                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $152111.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 3.5 JUMBOS                               | CUSIP: 21H032647<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       200000 | PA      | $183473.57      | 0.00%             | 2056-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/50 3.95              | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      8127000 | PA      | $6077427.41     | 0.02%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575          | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5427180 | PA      | $5355442.26     | 0.02%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 03/36 5.625           | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       726000 | PA      | $706777.84      | 0.00%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 05/62 4.95             | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4201614.90     | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSECURED 12/30 4.45                  | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3651154.45     | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                            | ELI LILLY + CO SR UNSECURED 08/34 4.6                      | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       126000 | PA      | $124769.95      | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 11/45 5.5                  | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1540000 | PA      | $1458313.03     | 0.01%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/34 VAR                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     11400000 | PA      | $12261141.64    | 0.04%             | 2034-10-23      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 07/51 3.5                             | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     22767000 | PA      | $15081780.36    | 0.05%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | MOODY S CORPORATION SR UNSECURED 11/61 3.1                 | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $3554453.76     | 0.01%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                 | ESSENT GROUP LTD SR UNSECURED 07/29 6.25                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |      1920000 | PA      | $1987194.01     | 0.01%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV SR UNSECURED 144A 04/52 4.5                | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     60700000 | PA      | $46329378.19    | 0.16%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSECURED 03/53 5.4             | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     10300000 | PA      | $9698421.08     | 0.03%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 01/31 2.25                   | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      4253000 | PA      | $3757773.66     | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 4.5 JUMBOS                               | CUSIP: 21H042646<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41600000 | PA      | $40194488.26    | 0.14%             | 2056-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/43 3.875                                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    176200000 | PA      | $156219194.87   | 0.55%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 03/43 3.95            | CUSIP: 744448CJ8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1181836.41     | 0.00%             | 2043-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8462 FR 09/54 FIXED 5.5                | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2723975 | PA      | $2739191.83     | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | FREEPORT MCMORAN INC COMPANY GUAR 11/34 5.4                | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      2650000 | PA      | $2690362.36     | 0.01%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 09/64 5.5                         | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10316000 | PA      | $7907661.71     | 0.03%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 02/56 5.65                          | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     12200000 | PA      | $11835329.92    | 0.04%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 03/35 5.2                          | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     11103000 | PA      | $11304224.55    | 0.04%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE                                                                 | CALIFORNIA ST CAS 03/40 FIXED 7.625                        | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      7575000 | PA      | $9022899.14     | 0.03%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 03/54 5.4                          | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4490976.95     | 0.02%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 04/49 5         | CUSIP: ACI121KG1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     15000000 | PA      | $12937887.75    | 0.05%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 09/54 6.05                 | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1976000 | PA      | $1883167.70     | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | VOYA FINANCIAL INC COMPANY GUAR 01/48 VAR                  | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $6457887.92     | 0.02%             | 2048-01-23      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260916                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $143165.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 04/54 5.6               | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      9785000 | PA      | $9333283.01     | 0.03%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                    | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/28 5.918          | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4052210.84     | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/63 5.75                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     35965000 | PA      | $34620673.26    | 0.12%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 05/41 3.05             | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20011000 | PA      | $14847201.07    | 0.05%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/52 3.55              | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $5654620.88     | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | WILLIS NORTH AMERICA INC COMPANY GUAR 09/49 3.875          | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     13550000 | PA      | $9851074.52     | 0.03%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 03/55 5.4            | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     34709000 | PA      | $32574755.04    | 0.11%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                            | KENTUCKY UTILITIES CO 1ST MORTGAGE 11/40 5.125             | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     14500000 | PA      | $13997707.53    | 0.05%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 02/50 3.45                       | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $13127627.40    | 0.05%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE SUBSIDIARY LLC                                                   | CARLYLE FINANCE SUB LLC COMPANY GUAR 144A 09/29 3.5        | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3470646.67     | 0.01%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-1 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2016 1 A PTT PASS THRU CE 01/30 3.45            | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       586236 | PA      | $570028.40      | 0.00%             | 2030-01-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | ENTERGY ARKANSAS LLC 1ST MORTGAGE 04/49 4.2                | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $4591284.52     | 0.02%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | ENTERGY TEXAS INC 1ST MORTGAGE 09/52 5                     | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     11900000 | PA      | $10417246.67    | 0.04%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC COMPANY GUAR 06/28 4.875            | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      5427000 | PA      | $5483778.25     | 0.02%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 02/34 VAR              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     11600000 | PA      | $11862338.41    | 0.04%             | 2034-02-22      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 08/59 3.875            | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       700000 | PA      | $488857.74      | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.77500 03/03/26-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $264867.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 12/34 5.3                   | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       840000 | PA      | $846937.85      | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/35 6                | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $16539009.92    | 0.06%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MILWAUKEE WIS REDEV AUTH REV                                                     | MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/39 ZEROCPNOID 0   | CUSIP: 60242NDP3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2500000 | PA      | $1246758.50     | 0.00%             | 2039-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG44 5Y ICE                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $460895.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                         | ARCH CAPITAL FINANCE LLC COMPANY GUAR 12/46 5.031          | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $3721399.36     | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS MUTUAL LIFE INSURANCE COMPANY                                      | MASS MUTUAL LIFE INS CO SUBORDINATED 144A 02/69 VAR        | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     27500000 | PA      | $24474735.45    | 0.09%             | 2069-02-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                             | FIRST AMERICAN FINANCIAL SR UNSECURED 05/30 4              | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3149574.91     | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -91306200 | PA      | $-92324439.80   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUCTURE RECEIVABLE PURCHASER PLC                                   | PANAMA INFRASTRUCTURE SR SECURED 144A 04/32 0.00000        | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |     17987000 | PA      | $14084540.48    | 0.05%             | 2032-04-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                | DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9             | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13398000 | PA      | $13417840.03    | 0.05%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260708                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $515550.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5            | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2980331 | PA      | $2899707.38     | 0.01%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                     | GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5            | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21200000 | PA      | $19485772.88    | 0.07%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                               | VENTURE CDO LTD VENTR 2019 36A A1AR 144A                   | CUSIP: 92332LAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2682806 | PA      | $2686039.33     | 0.01%             | 2032-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT EUR SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-45810.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC JR SUBORDINA 03/55 VAR              | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     13000000 | PA      | $13159523.00    | 0.05%             | 2055-03-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 11/60 3                | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       500000 | PA      | $287734.75      | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC (AKA: ACE INA HOLDINGS INC)                               | CHUBB INA HOLDINGS INC COMPANY GUAR 12/51 2.85             | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $2363553.94     | 0.01%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BANK OF AMERICA REVERSE REPO                  | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -113052857 | PA      | $-113107375.45  | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-186535.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -902041 | PA      | $-906250.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | PAYCHEX INC SR UNSECURED 04/32 5.35                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3619778.47     | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP HIGHWOODS REALTY LP                    | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      1822000 | PA      | $2022938.92     | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                | DELL INT LLC / EMC CORP SR UNSECURED 10/29 5.3             | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9611000 | PA      | $9810745.89     | 0.03%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                     | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 12/39 4.317       | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     55500000 | PA      | $46725090.36    | 0.16%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                      | GARTNER INC SR UNSECURED 11/35 5.6                         | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |     10100000 | PA      | $9587053.62     | 0.03%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 09/45 5.875                       | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $12950730.60    | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 05/50 2.65                          | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       240000 | PA      | $146963.23      | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BN6230 FN 04/49 FIXED 3.5                        | CUSIP: 3140JN4Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       136279 | PA      | $126510.15      | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/27 5.04                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8046405.12     | 0.03%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/47 2.75                                 | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100512000 | PA      | $70927706.00    | 0.25%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED 08/54 5.875                  | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      1400000 | PA      | $1353100.00     | 0.00%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 09/36 VAR               | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     23200000 | PA      | $22581027.02    | 0.08%             | 2036-09-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM41 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-4968.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 05/34 VAR                        | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     12195000 | PA      | $12808991.66    | 0.05%             | 2034-05-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US BANCORP JR SUBORDINA 12/99 VAR                          | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EP               | CORP              | US        |     13555000 | NS      | $13491291.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ARES FINANCE CO III LLC                                                          | ARES FINANCE CO COMPANY GUAR 144A 06/51 VAR                | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12400000 | PA      | $12217795.64    | 0.04%             | 2051-06-30      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 03/32 2.7                    | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      7674000 | PA      | $6829380.76     | 0.02%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375          | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     30500000 | PA      | $27508172.65    | 0.10%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -11582232 | PA      | $-11590339.29   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/36 VAR                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10308745.40    | 0.04%             | 2036-04-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA/TAXAS BRANCH                                                    | BBVA MEX BANCA GRUPO TX SUBORDINATED 144A 06/38 VAR        | CUSIP: 07336UAA1<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |       400000 | PA      | $430380.00      | 0.00%             | 2038-06-29      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T                             | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A      | CUSIP: 46652WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6910000 | PA      | $6497147.54     | 0.02%             | 2042-03-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC COMPANY GUAR 04/31 2.95             | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |      8364000 | PA      | $7678874.98     | 0.03%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) JUN26 XCBT 20260630                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |          700 | NC      | $178077.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260406                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $47278.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 04/31 4.5         | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     10100000 | PA      | $9917847.11     | 0.03%             | 2031-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MERRILL LYNCH                                 | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -7130700 | PA      | $-7133473.05    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                                     | SIERRA PACIFIC POWER CO GENL REF MOR 03/54 5.9             | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     13656000 | PA      | $13469451.80    | 0.05%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 05/51 3.1                      | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     18552000 | PA      | $12136379.64    | 0.04%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 01/34 2.7                 | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $6516701.72     | 0.02%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                                             | NEVADA POWER CO GENL REF MOR 03/54 6                       | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5020454.75     | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                        | KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125         | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      1043000 | PA      | $1140306.67     | 0.00%             | 2039-08-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 11/36 VAR                   | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9785892.10     | 0.03%             | 2036-11-06      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP COMPANY GUAR 05/44 5                    | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     44517000 | PA      | $38796971.05    | 0.14%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -693043 | PA      | $-696748.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR PROPERTIES SR UNSECURED 11/31 3.6                      | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |      2700000 | PA      | $2452144.10     | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 11/44 5.35           | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $18950014.40    | 0.07%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GOVT                                                              | UNITED KINGDOM GILT BONDS REGS 07/54 4.375                 | CUSIP: ACI2MLPN3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    153827000 | PA      | $169538217.45   | 0.60%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                                           | CASTLELAKE LP FIRST LIEN TERM LOAN                         | CUSIP: 937CJTII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     27232394 | PA      | $25517079.83    | 0.09%             | 2031-05-12      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| DAIICHI LIFE INSURANCE CO LTD                                                    | DAI ICHI LIFE INSURANCE SUBORDINATED 144A 12/99 VAR        | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |      8400000 | PA      | $8453306.40     | 0.03%             | 2035-01-16      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP MYC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-12490.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      7000000 | PA      | $7886193.00     | 0.03%             | 2033-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE COMPANY OF AMERICA                                       | GUARDIAN LIFE INSURANCE SUBORDINATED 144A 01/77 4.85       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |      7903000 | PA      | $6424566.59     | 0.02%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 09/53 5.7            | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19608409.40    | 0.07%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 06/20/24-10Y LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $2505589.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SERVICES INC                                                | NATIONWIDE FINANCIAL SER COMPANY GUAR 144A 11/49 3.9       | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $7438885.50     | 0.03%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | BROADSTONE NET LEASE LLC COMPANY GUAR 11/32 5              | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2164970.85     | 0.01%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR                 | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3356000 | PA      | $3487671.32     | 0.01%             | 2029-10-23      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 09/47 4.7              | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     34350000 | PA      | $28564936.16    | 0.10%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP COMPANY GUAR 01/33 4.95             | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2768907.46     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | OVINTIV INC COMPANY GUAR 08/37 6.625                       | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      3310000 | PA      | $3529939.57     | 0.01%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONE NEW YORK PLAZA TRUST 2020-1NYP                                               | ONE NEW YORK PLAZA TRUST 2020 ONYP 2020 1NYP A 144A        | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7551268 | PA      | $7294052.61     | 0.03%             | 2036-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 04/54 5.95                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3300000 | PA      | $3284565.93     | 0.01%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SECURED 09/35 4.975                    | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $9079848.63     | 0.03%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 08/49 4.15                | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      4400000 | PA      | $3144611.05     | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                          | BAKER HUGHES LLC/CO OBL COMPANY GUAR 06/56 5.85            | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9792241.90     | 0.03%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                         | NATIONAL HEALTH INVESTOR COMPANY GUAR 02/33 5.35           | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |       900000 | PA      | $886110.71      | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL CA4574 FN 08/49 FIXED 4                          | CUSIP: 3140QCCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       301386 | PA      | $288332.82      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVISTA CORPORATION                                                               | AVISTA CORP 1ST MORTGAGE 04/52 4                           | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     12800000 | PA      | $9610748.54     | 0.03%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 02/53 5.125               | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1758191.10     | 0.01%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC VODAFONE GROUP PLC                      | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     17754000 | PA      | $16867580.95    | 0.06%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65             | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $12019702.44    | 0.04%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 04/34 6.25               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     13000000 | PA      | $12505785.24    | 0.04%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/42 3.375                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130974000 | PA      | $109450264.59   | 0.39%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 11/54 5.7                           | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     22854000 | PA      | $20868434.65    | 0.07%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 06/38 4.625      | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2143955.42     | 0.01%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/48 3.125                                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     91885000 | PA      | $69175765.59    | 0.24%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INF CAP COMPANY GUAR 07/35 6.75             | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     15100000 | PA      | $15539652.20    | 0.05%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FOOTBALL CLUB TERM NOTES 2024-XVII TRUST                                         | NATIONAL FOOTBAL LEAGUE 19.5YR                             | CUSIP: 902EZU005<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4829858.55     | 0.02%             | 2043-10-05      | Fixed         | 5.89%                 | Yes           |                  3 | On Loan: No      |
| AMERICAN TRANSMISSION SYSTEMS INCORPORATED                                       | AMERICAN TRANSMISSION SY SR UNSECURED 144A 09/44 5         | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13395000 | PA      | $12219133.86    | 0.04%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/64 5.875         | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |      6400000 | PA      | $5835208.00     | 0.02%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN MEDICAL SYSTEMS EUROPE BV                                               | AMERICAN MEDICAL SYST EU COMPANY GUAR 03/31 3              | CUSIP: ACI2V3MX4<br>LEI: 549300AA2JE6ZQ5D2493 | Long             | DBT              | CORP              | NL        |      5600000 | PA      | $6313775.46     | 0.02%             | 2031-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                    | DTE ELECTRIC CO 1ST MORTGAGE 04/53 5.4                     | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9556487.10     | 0.03%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 10/52 3.4                    | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     31800000 | PA      | $20847933.08    | 0.07%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV COMPANY GUAR 144A 11/30 2.2                | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      1571000 | PA      | $1403225.35     | 0.00%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOLDEN STATE TOBACCO SECURITIZATION                                              | GOLDEN ST TOBACCO SECURITIZATI GLDGEN 06/46 FIXED 3        | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       690000 | PA      | $631124.30      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITY OF NEWPORT BEACH CA                                                         | NEWPORT BEACH CA COPS NPBCTF 07/40 FIXED 7.168             | CUSIP: 651779BZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       875000 | PA      | $973050.75      | 0.00%             | 2040-07-01      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UCACA2 PIMCO SWAPTION 3.669 CALL USD 202604             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -67900000 | NC      | $-194995.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 09/53 6.625                         | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      5035000 | PA      | $5171689.07     | 0.02%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY DISTRIBUTION (EAST MIDLANDS) PLC                       | NAT GRID ELECTY EM SR UNSECURED REGS 09/32 3.949           | CUSIP: ACI2860L3<br>LEI: 549300KXFU5Q7NZE9L79 | Long             | DBT              | CORP              | GB        |      9700000 | PA      | $11311579.56    | 0.04%             | 2032-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5              | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     26074000 | PA      | $25893363.24    | 0.09%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING SECURED 144A 01/30 5.25                 | CUSIP: 76209PAG8<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $7021498.37     | 0.02%             | 2030-01-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALES & TRANSFER TAX RECEIPTS REVENUE                  | CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 6.899     | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      7128346 | PA      | $7965950.21     | 0.03%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| START IRELAND 2019-1                                                             | START LTD. STARR 2019 1 A 144A                             | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |      2001056 | PA      | $2002572.12     | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                   | WESTERN MIDSTREAM OPERAT SR UNSECURED 03/48 5.3            | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      8531000 | PA      | $7217543.52     | 0.03%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THE PORT AUTHORITY OF NEW YORK AND NEW JERSEY                                    | PORT AUTH OF NEW YORK   NEW JE PORTRN 11/40 FIXED 5.647    | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |       500000 | PA      | $523175.90      | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/53 5.35           | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $8718030.09     | 0.03%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 04/54 6                               | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10520000 | PA      | $10162748.90    | 0.04%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR             | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       136589 | PA      | $70479.92       | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.40694 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $97119.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                           | GE CAPITAL FUNDING LLC COMPANY GUAR 05/32 4.55             | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |      9751000 | PA      | $9727856.59     | 0.03%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-53269.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                  | BACARDI LTD COMPANY GUAR 144A 05/38 5.15                   | CUSIP: 067316AG4<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     22540000 | PA      | $20901268.29    | 0.07%             | 2038-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY OF MINNESOTA                                       | NORTHERN STATES PWR MINN 1ST MORTGAGE 04/52 3.2            | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      1400000 | PA      | $953900.02      | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                    | BOSTON SCIENTIFIC CORP SR UNSECURED 11/35 6.25             | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     36000000 | PA      | $39751121.16    | 0.14%             | 2035-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     15000000 | PA      | $14654914.50    | 0.05%             | 2030-08-05      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| SNAM SPA                                                                         | SNAM SPA SR UNSECURED 144A 05/55 6.5                       | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |      8900000 | PA      | $9175212.92     | 0.03%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORPORATION                                                      | LOCKHEED MARTIN CORP SR UNSECURED 11/54 5.7                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     25898000 | PA      | $25876244.39    | 0.09%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                       | ZIMMER BIOMET HOLDINGS SR UNSECURED 11/27 1.164            | CUSIP: ACI1GSHM8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3708485.03     | 0.01%             | 2027-11-15      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                     | BECTON DICKINSON + CO SR UNSECURED 02/34 5.11              | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      6646000 | PA      | $6690225.67     | 0.02%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                       | TRUST 2401 SR UNSECURED 144A 01/50 6.39                    | CUSIP: 89834MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     15582000 | PA      | $14232520.89    | 0.05%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC SR SECURED 11/40 5.875               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      5200000 | PA      | $4716782.41     | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 10/26 3.375               | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      2666000 | PA      | $2650897.14     | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | DELTA AIR LINES INC SR UNSECURED 10/29 3.75                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     26563000 | PA      | $25580669.18    | 0.09%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INSURANCE COMPANY                                               | PENN MUTUAL LIFE INS CO SUBORDINATED 144A 04/61 3.8        | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     40000000 | PA      | $26565340.40    | 0.09%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                    | SELECTIVE INSURANCE GROU SR UNSECURED 03/49 5.375          | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $7916051.00     | 0.03%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                         | ATMOS ENERGY CORP SR UNSECURED 02/52 2.85                  | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      7836000 | PA      | $4831809.87     | 0.02%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/47 4.625     | CUSIP: M6320UAF6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     14800000 | PA      | $12207175.86    | 0.04%             | 2047-10-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 12/41 4.25              | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     26500000 | PA      | $22751573.68    | 0.08%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/54 5.95                            | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9627504.30     | 0.03%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 06/53 5.9                             | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5050421.46     | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260513                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-253359.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/45 4.875                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     37357000 | PA      | $37243177.70    | 0.13%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                     | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2JH1W2<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      2400000 | PA      | $2963354.92     | 0.01%             | 2028-09-05      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSECURED 08/54 5.4                         | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      4005000 | PA      | $3881683.41     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                | PIONEER NATURAL RESOURCE SR UNSECURED 08/30 1.9            | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     14227000 | PA      | $12812338.82    | 0.05%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITED CO (AKA: PERRIGO FINANCE PLC)                          | PERRIGO FINANCE UNLIMITE COMPANY GUAR 06/30 5.15           | CUSIP: 71429MAC9<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |      8300000 | PA      | $7502014.26     | 0.03%             | 2030-06-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                 | ASSURED GUARANTY US HLDG COMPANY GUAR 09/51 3.6            | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     10300000 | PA      | $6970310.66     | 0.02%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 02/61 2.8                           | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $3999954.42     | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NSCALE SERVICES UK LIMITED                                                       | NSCALE DELAYED DRAW TERM LOAN                              | CUSIP: BA000WQD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     20000000 | PA      | $20000000.00    | 0.07%             | 2032-08-11      | Floating      | 0.36%                 | No            |                  3 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.862            | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      8470000 | PA      | $7386489.99     | 0.03%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR               | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |      8700000 | PA      | $8706603.65     | 0.03%             | 2026-06-10      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 2 PLC                                                         | TESCO PROPERTY FIN 2 PLC SR SECURED REGS 10/39 6.0517      | CUSIP: B41QB0II2<br>LEI: 2138008F9VZUZWUBZD27 | Long             | DBT              | CORP              | GB        |       270095 | PA      | $362445.58      | 0.00%             | 2039-10-13      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 04/33 VAR              | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     25000000 | PA      | $24159234.00    | 0.09%             | 2033-04-19      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDCO SARL                                                   | GREENSAIF PIPELINES BIDC SR SECURED 144A 02/38 6.129       | CUSIP: 39541EAA1<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |      2600000 | PA      | $2635833.38     | 0.01%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/42 4.5            | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      1333000 | PA      | $1125203.22     | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/32 VAR                | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     12355000 | PA      | $10910393.97    | 0.04%             | 2032-07-21      | Floating      | 2.30%                 | No            |                  2 | On Loan: No      |
| 1166 AVENUE OF THE AMERICAS COMMERCIAL MORTGAGE TRUST 2005-C6A                   | 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A G 144A       | CUSIP: 682439AS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5320000 | PA      | $4659164.50     | 0.02%             | 2037-10-13      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | SYNOPSYS INC SR UNSECURED 04/55 5.7                        | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      4256000 | PA      | $4071893.02     | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | MEXICAN UDIBONOS BONDS 11/28 4                             | CUSIP: ACI0TJTX9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     40895623 | PA      | $2264512.68     | 0.01%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 03/32 VAR            | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     17160000 | PA      | $15570858.22    | 0.05%             | 2032-03-15      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/34 VAR                | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5062668.80     | 0.02%             | 2034-04-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 01/30 VAR                                     | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $4306242.07     | 0.02%             | 2030-01-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ORANGE SA (AKA: FRANCE TELECOM SA)                                               | ORANGE SA SR UNSECURED 144A 01/33 4.75                     | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     11700000 | PA      | $11573430.80    | 0.04%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                          | CENTERPOINT ENER HOUSTON 1ST MORTGAGE 04/51 3.35           | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     19000000 | PA      | $12988716.73    | 0.05%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 03/48 5.05                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     43400000 | PA      | $37261820.39    | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA 144A 01/36 VAR                                     | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     16450000 | PA      | $17227604.33    | 0.06%             | 2036-01-14      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)            | FIRSTENERGY TRANSMISSION SR UNSECURED 144A 07/44 5.45      | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     10100000 | PA      | $9568049.67     | 0.03%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA UNSECURED 144A 07/30 1.75                          | CUSIP: ACI1Z3TC1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9100000 | PA      | $9268249.72     | 0.03%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/39 3.701                | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1213312.40     | 0.00%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/50 3                | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      8539000 | PA      | $5459511.35     | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 09/34 VAR                        | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     13720000 | PA      | $14851432.01    | 0.05%             | 2034-09-13      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELEC POWER SR UNSECURED 03/40 6.2             | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     14340000 | PA      | $14930936.20    | 0.05%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 09/50 3.55                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      1000000 | PA      | $675399.74      | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF INDUSTRIES INC COMPANY GUAR 03/34 5.15                  | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     19966000 | PA      | $19850768.03    | 0.07%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                             | WISCONSIN PUBLIC SERVICE SR UNSECURED 09/49 3.3            | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $2123095.73     | 0.01%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO MORGAN STANLEY                                | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |      -605903 | PA      | $-612568.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      8900000 | PA      | $9491451.46     | 0.03%             | 2028-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.56436 06/30/26-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $113420.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-58232.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 07/44 5.5              | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19313775.80    | 0.07%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/53 3.5                            | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     56938000 | PA      | $37364186.31    | 0.13%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-2687.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/49 4.8            | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      2675000 | PA      | $2332293.10     | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                      | ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/46 4.9             | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105682000 | PA      | $95297862.11    | 0.34%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.7547* 03/13/26-10Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $272366.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                                | SAUDI INTERNATIONAL BOND SR UNSECURED REGS 10/46 4.5       | CUSIP: M6320UAC3<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     47700000 | PA      | $38844386.24    | 0.14%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 01/56 6.3                  | CUSIP: 29273VBL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     17100000 | PA      | $16854007.10    | 0.06%             | 2056-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 07/31 2.5                    | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       385000 | PA      | $339328.07      | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC ENTERGY LOUISIANA LLC                | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      5517000 | PA      | $5559792.22     | 0.02%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELEC POWER SR UNSECURED 11/51 3.25            | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       550000 | PA      | $352067.87      | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 03/55 6                | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      4947000 | PA      | $4906608.68     | 0.02%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PFP 2024-11 LTD                                                                  | PFP III PFP 2024 11 A 144A                                 | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |      2090744 | PA      | $2095306.63     | 0.01%             | 2039-09-17      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 03/51 3.6                 | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1350000 | PA      | $938070.77      | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 05/42 4.625               | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $6748392.42     | 0.02%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                                   | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5       | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |     36000000 | PA      | $32808819.60    | 0.12%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | ECOPETROL SA SR UNSECURED 09/43 7.375                      | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     25700000 | PA      | $23368927.76    | 0.08%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NISSAN MOTOR ACCEPTANCE CO SNR S* SP JPM                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-182339.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | FERGUSON ENTERPRISES INC COMPANY GUAR 10/34 5              | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2768457.80     | 0.01%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1166000 | PA      | $1184478.77     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FUNDING LLC                                                        | PG+E RECOVERY FND LLC SR SECURED 06/42 5.231               | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4925298.70     | 0.02%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | AT&T INC SNR S* ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1165719.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 09/62 5.8                    | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $8924649.68     | 0.03%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 08/34 5.55                | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16600000 | PA      | $16320430.44    | 0.06%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 06/51 3.65                           | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      7197000 | PA      | $4945713.77     | 0.02%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KKR FINANCIAL HOLDINGS LLC                                                       | KKR FINANCIAL HOLDINGS SR UNSECURED 144A 05/33 5.4         | CUSIP: 48248AAG3<br>LEI: 549300U5WMP5TYFNKW68 | Long             | DBT              | CORP              | US        |     15900000 | PA      | $15024712.16    | 0.05%             | 2033-05-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST                                | BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35        | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |       909642 | PA      | $883687.34      | 0.00%             | 2030-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 04/31 VAR            | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      8900000 | PA      | $9156029.33     | 0.03%             | 2031-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/32 3.8            | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      8740000 | PA      | $8162071.87     | 0.03%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                    | DTE ELECTRIC CO GENL REF MOR 03/52 3.65                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      5600000 | PA      | $4067487.87     | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/32 3.5              | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     16951000 | PA      | $15596679.68    | 0.05%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 06/41 5.2                    | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |       200000 | PA      | $193299.91      | 0.00%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/36 VAR             | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        65449 | PA      | $30302.89       | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO INC                                                                 | EVERGY METRO SR SECURED 06/47 4.2                          | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $960023.98      | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP BPS                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $1400.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | STANFORD UNIVERSITY UNSECURED 06/50 2.413                  | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     12600000 | PA      | $7528948.94     | 0.03%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 09/53 6.1                    | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      2657000 | PA      | $2666836.53     | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP                  | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A       | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       939275 | PA      | $930308.44      | 0.00%             | 2037-04-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBLIGATED GROUP                                                   | ORLANDO HEALTH OBL GRP SR UNSECURED 10/50 3.327            | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8500000 | PA      | $5984886.38     | 0.02%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 06/45 5.55                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      2482000 | PA      | $2369412.76     | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35           | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2970416 | PA      | $2875087.54     | 0.01%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR            | CUSIP: ACI27Z980<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      4600000 | PA      | $6283753.80     | 0.02%             | 2027-09-27      | Floating      | 8.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HLDG S A COMMON STOCK                              | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |        17946 | NS      | $412758.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 04/54 6.125                | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3814463.24     | 0.01%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 08/33 VAR                        | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      2400000 | PA      | $2468281.58     | 0.01%             | 2033-08-09      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                  | FOX CORP SR UNSECURED 01/49 5.576                          | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |      7452000 | PA      | $6873221.64     | 0.02%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 05/50 5                    | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9876000 | PA      | $8201132.42     | 0.03%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BARCLAYS REV REPO EUR                                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | GB        |     -2745414 | PA      | $-3180670.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | COLOMBIA LA SP BPS                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $-2185.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MLCC MORTGAGE INVESTORS INC. 2003-A                                              | MLCC MORTGAGE INVESTORS INC MLCC 2003 A 2A2                | CUSIP: 589929G36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         1620 | PA      | $1489.70        | 0.00%             | 2028-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/35 VAR             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000000 | PA      | $49092038.00    | 0.17%             | 2035-10-23      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 08/52 4.45                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $787275.67      | 0.00%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 02/52 3.625            | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     33900000 | PA      | $23044873.54    | 0.08%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 09/32 3.94                   | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5286698.84     | 0.02%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                               | INTERSTATE POWER + LIGHT SR UNSECURED 07/39 6.25           | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5293116.85     | 0.02%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA REGS 12/99 VAR                   | CUSIP: H42097ES2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     11000000 | PA      | $11731007.42    | 0.04%             | 2028-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.08500 03/31/26-28Y* CME                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $1402336.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                             | FIRSTENERGY PENN ELECTRI SR UNSECURED 10/38 6.15           | CUSIP: 708696BV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2409000 | PA      | $2530585.43     | 0.01%             | 2038-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/99 6.125          | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     51558000 | PA      | $52145133.22    | 0.18%             | 2099-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 08/52 5.3              | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10250000 | PA      | $9246622.89     | 0.03%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260724                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $889879.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH & HOSPITALS CORP                                                 | ADVOCATE HEALTH CORP UNSECURED 06/30 2.211                 | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     11150000 | PA      | $10185250.71    | 0.04%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/36 5.2            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     18169000 | PA      | $18275445.27    | 0.06%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                                 | PIEDMONT NATURAL GAS CO SR UNSECURED 05/52 5.05            | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4405140.90     | 0.02%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $833.29         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.08244 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $82611.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC SR SECURED 09/41 5.5                 | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     14300000 | PA      | $12336356.46    | 0.04%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 144A 03/56 5.9          | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $8798900.44     | 0.03%             | 2056-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/42 3.25                                 | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    156686000 | PA      | $129149659.22   | 0.46%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-10266.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/30 VAR                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     30500000 | PA      | $30931056.81    | 0.11%             | 2030-01-23      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BM3688 FN 02/47 FIXED VAR                        | CUSIP: 3140J8C27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13331 | PA      | $12511.51       | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/51 3.125            | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     19200000 | PA      | $12434458.94    | 0.04%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FIRSTENERGY CORP SR UNSECURED 03/50 3.4                    | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $4994703.08     | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED REGS 09/49 3.125         | CUSIP: ACI1FS336<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |      5200000 | PA      | $3437997.26     | 0.01%             | 2049-09-30      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELEC POWER SR UNSECURED 02/48 3.85            | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     24272000 | PA      | $17723705.42    | 0.06%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                            | MCDONALD S CORP SR UNSECURED 03/47 4.45                    | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      2346000 | PA      | $1958267.10     | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 11/36 VAR            | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9655761.80     | 0.03%             | 2036-11-04      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 02/56 6.7                         | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     18600000 | PA      | $17276184.62    | 0.06%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP TARGA RESOURCES CORP                  | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      1390000 | PA      | $1402916.12     | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                            | MICROSOFT CORP SR UNSECURED 03/52 2.921                    | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     17518000 | PA      | $11275205.64    | 0.04%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS COMPANY GUAR 08/34 5.75           | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     17680000 | PA      | $18225589.77    | 0.06%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | SABRA HEALTH CARE LP COMPANY GUAR 10/29 3.9                | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |      3368000 | PA      | $3271047.37     | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 04/34 5.75                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2423115.07     | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 10/35 5.8                | CUSIP: 037735CE5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      2176000 | PA      | $2244802.62     | 0.01%             | 2035-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5               | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10016834.00    | 0.04%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 9YR OCT SR SEC                    | CUSIP: 958BJPII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22400000 | PA      | $22325629.54    | 0.08%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| QUEENSLAND TREASURY CORPORATION                                                  | QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/32 1    | CUSIP: ACI1VHWN6<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | CORP              | AU        |     43400000 | PA      | $23923629.41    | 0.08%             | 2032-08-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     35700000 | PA      | $33433606.92    | 0.12%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 11/48 4.1               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       421000 | PA      | $330239.67      | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 09/34 5.1                | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     15490000 | PA      | $15253025.93    | 0.05%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 09/34 5.4                  | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       340000 | PA      | $342964.32      | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 01/53 5.65                   | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     29000000 | PA      | $27444464.94    | 0.10%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE E COMPANY GUAR 10/35 5.5            | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5974815.84     | 0.02%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | DUKE ENERGY OHIO INC 1ST MORTGAGE 04/53 5.65               | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1946103.24     | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMASS MEMORIAL HEALTH CARE OBLIGATED GROUP                                       | UMASS MEM HEALTH CARE UNSECURED 07/52 5.363                | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1752165.71     | 0.01%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS B 144A                              | CUSIP: 990ABJRZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      9100000 | PA      | $6278546.69     | 0.02%             | 2057-12-30      | Floating      | 5.86%                 | No            |                  3 | On Loan: No      |
| OGLETHORPE POWER CORPORATION (AN ELECTRIC MEMBERSHIP CORPORATION)                | OGLETHORPE POWER CORP 1ST MORTGAGE 10/48 5.05              | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     28500000 | PA      | $24884853.95    | 0.09%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BRAZIL GOVT                                                                      | FED REPUBLIC OF BRAZIL SR UNSECURED 01/45 5                | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     46630000 | PA      | $36716462.00    | 0.13%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE FORD FOUNDATION                                                              | FORD FOUNDATION/THE UNSECURED 06/50 2.415                  | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |      3800000 | PA      | $2245293.46     | 0.01%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 05/33 5.05             | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |        65000 | PA      | $65879.89       | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/54 4.625                                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    351800000 | PA      | $335529250.00   | 1.18%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 04/50 3.6                         | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     28506000 | PA      | $17222813.23    | 0.06%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE II LLC                                                        | BROOKFLD FIN LLC/FIN INC COMPANY GUAR 04/50 3.45           | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000000 | PA      | $12563672.86    | 0.04%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                        | UNION PACIFIC CORP SR UNSECURED 02/70 3.75                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      7987000 | PA      | $5333844.32     | 0.02%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 05/36 4.3                          | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     19258000 | PA      | $18204803.86    | 0.06%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | REPUBLIC OF PERU SR UNSECURED REGS 08/34 5.4               | CUSIP: P78024AG4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    365300000 | PA      | $99736064.25    | 0.35%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/34 6.528                     | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14500000 | PA      | $15801515.36    | 0.06%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                             | NORINCHUKIN BANK SR UNSECURED 144A 10/29 5.094             | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |      2400000 | PA      | $2427379.61     | 0.01%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY OF MINNESOTA                                       | NORTHERN STATES PWR MINN 1ST MORTGAGE 06/52 4.5            | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $5682596.32     | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                                              | NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 04/50 4.35      | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $1709090.08     | 0.01%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | VERIZON COMMUNICATIONS INC SNR S* ICE                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $627359.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                                 | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 FL7 A 144A         | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2564084 | PA      | $2565819.36     | 0.01%             | 2036-10-16      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                                | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                   | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3461551.50     | 0.01%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 02/50 4.15                         | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     10445000 | PA      | $7634961.39     | 0.03%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | REPUBLIC OF COLOMBIA SR UNSECURED 01/33 6.5                | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |      5600000 | PA      | $5490800.00     | 0.02%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                                        | SOUTHWEST GAS CORP SR UNSECURED 03/32 4.05                 | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     11261000 | PA      | $10768365.93    | 0.04%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 03/29 5.05             | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         8000 | PA      | $8042.07        | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 11/46 4              | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10600000 | PA      | $8168089.91     | 0.03%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | ARTHUR J GALLAGHER + CO SR UNSECURED 05/51 3.5             | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     17500000 | PA      | $11984169.05    | 0.04%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX ITRAXX MAIN44 5Y ICE                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | N/A       |            1 | NC      | $5351643.79     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 05/55 5.85            | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     18541000 | PA      | $18391657.25    | 0.06%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & POWER COMPANY                                                | CONNECTICUT LIGHT + PWR 1ST MORTGAGE 07/31 2.05            | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      4845000 | PA      | $4283209.99     | 0.02%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MA8149 G2 07/52 FIXED 3.5                     | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       742257 | PA      | $686787.73      | 0.00%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                                  | S+P GLOBAL INC COMPANY GUAR 12/49 3.25                     | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1152655.30     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     17000000 | PA      | $16849944.91    | 0.06%             | 2030-02-10      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 10/49 3.45                   | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $2504776.61     | 0.01%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP COMPANY GUAR 04/29 3.9              | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2840517.17     | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -9357500 | PA      | $-9456143.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 03/30 5.25                       | CUSIP: ACI2TMXJ4<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     12700000 | PA      | $14900808.40    | 0.05%             | 2030-03-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVT                                                                     | UKRAINE GOVERNMENT SR UNSECURED 144A 02/34 VAR             | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |        92937 | PA      | $40055.85       | 0.00%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 05/37 6              | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       400000 | PA      | $420808.74      | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/52 4                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    210654300 | PA      | $181039267.22   | 0.64%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                | AIRCASTLE LTD COMPANY GUAR 144A 07/28 6.5                  | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      2088000 | PA      | $2165898.67     | 0.01%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 03/35 5              | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      9807000 | PA      | $9770445.09     | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                            | MCDONALD S CORP SR UNSECURED 09/49 3.625                   | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     10972000 | PA      | $7902315.61     | 0.03%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 01/30 VAR                   | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     42350000 | PA      | $42830241.80    | 0.15%             | 2030-01-27      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT AUD SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $-113371.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 03/31 2.5                        | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3670000 | PA      | $3081857.62     | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 144A 01/31 5.15      | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4726000.05     | 0.02%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 11/31 5.125                | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3178435.01     | 0.01%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI PROPERTIES LP SR UNSECURED 05/32 5.125                | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     11100000 | PA      | $10943817.23    | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BD2450 FN 01/47 FIXED 3.5                        | CUSIP: 3140F9WL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12460 | PA      | $11669.09       | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATARENERGY                                                                      | QATAR ENERGY SR UNSECURED 144A 07/41 3.125                 | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |       200000 | PA      | $145623.05      | 0.00%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB JR SUBORDINA REGS 12/99 VAR       | CUSIP: ACI1RWFN7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |      6000000 | PA      | $5573585.16     | 0.02%             | 2031-03-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 04/34 6           | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      4100000 | PA      | $4217842.20     | 0.01%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA COMPANY GUAR 11/49 3.25                        | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      5000000 | PA      | $3445073.60     | 0.01%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEROPORTI DI ROMA SPA                                                            | AEROPORTI DI ROMA SPA SR UNSECURED REGS 07/31 1.75         | CUSIP: BM9CM7II8<br>LEI: 8156007259ABDEA3F444 | Long             | DBT              | CORP              | IT        |      4600000 | PA      | $4804762.65     | 0.02%             | 2031-07-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 144A 01/31 VAR                                 | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10700000 | PA      | $10046769.39    | 0.04%             | 2031-01-13      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12974000 | PA      | $11578094.78    | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| E.ON INTERNATIONAL FINANCE BV                                                    | E.ON INTL FINANCE BV COMPANY GUAR 144A 04/38 6.65          | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |      1520000 | PA      | $1663670.52     | 0.01%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 11/33 5.9                 | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20707000 | PA      | $21695305.15    | 0.08%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 4.95      | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3514974.02     | 0.01%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FS RIALTO 2026-FL11 ISSUER LLC 2026-FL11                                         | FS RIALTO ISSUER LTD FSRIA 2026 FL11 A 144A                | CUSIP: 30343TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13100000 | PA      | $13102501.05    | 0.05%             | 2044-01-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 03/52 3.7             | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      7050000 | PA      | $5087396.54     | 0.02%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 05/32 VAR                   | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     46910000 | PA      | $42202748.03    | 0.15%             | 2032-05-24      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY (THE)                                                      | GEORGETOWN UNIVERSITY SR UNSECURED 04/53 5.115             | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3042389.43     | 0.01%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID ELECTRICITY TRANSMISSION PLC                                       | NATL GRID ELECT TRANS SR UNSECURED REGS 09/38 2            | CUSIP: ACI1FFZK1<br>LEI: 5XJXCCYG4SDKFJ5WLB02 | Long             | DBT              | CORP              | GB        |       919000 | PA      | $775295.83      | 0.00%             | 2038-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                 | KINDER MORGAN ENER PART COMPANY GUAR 03/41 6.375           | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     10715000 | PA      | $11304902.11    | 0.04%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                            | MIDWEST CONNECTOR CAPIT COMPANY GUAR 144A 04/29 4.625      | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12200000 | PA      | $12139922.93    | 0.04%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $10424.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/34 5.45                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4947498.40     | 0.02%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | XCEL ENERGY INC SR UNSECURED 07/36 6.5                     | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $7449567.34     | 0.03%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 06/30 2.1                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     17600000 | PA      | $15845547.34    | 0.06%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                        | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 06/28 2.3       | CUSIP: 78448TAF9<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      4200000 | PA      | $3998676.95     | 0.01%             | 2028-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS D 144A                              | CUSIP: 990ABJSD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |      3500000 | PA      | $2414825.65     | 0.01%             | 2057-12-30      | Floating      | 6.56%                 | No            |                  3 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 01/33 6.181               | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     30000000 | PA      | $31807329.30    | 0.11%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                           | TAMPA ELECTRIC CO SR UNSECURED 06/49 4.45                  | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     18500000 | PA      | $15090195.26    | 0.05%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 01/43 4.95                 | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     27800000 | PA      | $24132997.08    | 0.09%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PERU GOVT                                                                        | BONOS DE TESORERIA SR UNSECURED 08/34 5.4                  | CUSIP: ACI1CNG93<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     21100000 | PA      | $5760829.33     | 0.02%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 11/40 5.125             | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1252041.47     | 0.00%             | 2040-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 04/34 3.469                      | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     52013000 | PA      | $46861127.43    | 0.17%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP GST                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $2411.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                             | CANTOR FITZGERALD LP SR UNSECURED 144A 04/27 4.5           | CUSIP: 138616AK3<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |     14500000 | PA      | $14459584.88    | 0.05%             | 2027-04-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE                                                                 | PROJECT CASHMERE CLASS A1 144A                             | CUSIP: 990ABJRT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    389700000 | PA      | $268873587.33   | 0.95%             | 2057-12-30      | Floating      | 4.54%                 | No            |                  3 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260803                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $544347.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/54 5.75               | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9787017.30     | 0.03%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 03/36 VAR                       | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10200000 | PA      | $10234691.22    | 0.04%             | 2036-03-27      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                   | PROTECTIVE LIFE GLOBAL SECURED 144A 01/32 5.432            | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $20518355.80    | 0.07%             | 2032-01-14      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $2794816.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/42 VAR                | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8700000 | PA      | $6639993.82     | 0.02%             | 2042-04-22      | Floating      | 3.31%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/33 5.773       | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       737097 | PA      | $747618.06      | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST                             | AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3              | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       401575 | PA      | $389531.70      | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/46 4.625                                | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      9200000 | PA      | $8870093.70     | 0.03%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                      | NATIONAL FOOTBALL LEAGUE 9YR JUL SR SEC                    | CUSIP: 957IHHII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12200000 | PA      | $12172701.04    | 0.04%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| NBA (HARDWOOD FUNDING LLC)                                                       | HARDWOOD FUNDING LLC CORP0HRD7                             | CUSIP: 955NUHII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2603152.27     | 0.01%             | 2028-06-07      | Fixed         | 4.84%                 | Yes           |                  3 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4               | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3100000 | PA      | $2940877.93     | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO INBURSA SA                                                                 | BANCO INBURSA SR UNSECURED 144A 04/27 4.375                | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |      5100000 | PA      | $5101428.00     | 0.02%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                      | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7                 | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      1900000 | PA      | $1861069.53     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $-12072.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BLDG SOCIETY 144A 03/29 VAR                     | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1490592.39     | 0.01%             | 2029-03-08      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/50 2.8       | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $6236124.72     | 0.02%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/36 5.15       | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9974627.90     | 0.04%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 11/47 4.35            | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      2884000 | PA      | $2380016.70     | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/50 3.25          | CUSIP: 80414L2L8<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     14600000 | PA      | $9104352.68     | 0.03%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC ENBRIDGE INC                                  | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     21484000 | PA      | $23334908.26    | 0.08%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | STIFEL FINANCIAL CORP SR UNSECURED 05/30 4                 | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |      5600000 | PA      | $5444016.37     | 0.02%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                      | PROGRESSIVE CORP SR UNSECURED 04/47 4.125                  | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      1700000 | PA      | $1357993.76     | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | RAYONIER LP COMPANY GUAR 05/31 2.75                        | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $6744644.25     | 0.02%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    345200000 | PA      | $332836782.82   | 1.17%             | 2056-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.42145 07/06/26-4Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $108562.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                  | CSL FINANCE PLC COMPANY GUAR 144A 04/62 4.95               | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |      9200000 | PA      | $7850702.70     | 0.03%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 05/50 3.15           | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     18050000 | PA      | $11707877.09    | 0.04%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $152892.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT GBP SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $-16891.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/47 2.75                                 | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    216500000 | PA      | $153266777.89   | 0.54%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/32 2.85              | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3278542.43     | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $15104.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | LAZARD GROUP LLC SR UNSECURED 03/31 6                      | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4157156.20     | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 02/32 2.7                  | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     11400000 | PA      | $10180264.87    | 0.04%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 05/34 5.55                 | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      7280000 | PA      | $7415520.55     | 0.03%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 09/29 3.5               | CUSIP: ACI30CGM7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      5500000 | PA      | $6253109.24     | 0.02%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 05/54 6.4               | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     25000000 | PA      | $23471250.00    | 0.08%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 10/35 5.875                  | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     14200000 | PA      | $13698539.35    | 0.05%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 03/28 4.2              | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     20182000 | PA      | $20105874.10    | 0.07%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/48 3.65              | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $4400732.70     | 0.02%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 06/52 2.9                          | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     24856000 | PA      | $14171298.92    | 0.05%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 03/42 3.5              | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12700000 | PA      | $8702424.05     | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 04/50 3.32                    | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10305000 | PA      | $6922183.94     | 0.02%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| TEXAS NATURAL GAS SECURITIZATION FINANCE CORP                                    | TEXAS NATURAL GAS SECURITIZTN TNGUTL 04/35 FIXED 5.102     | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20932685 | PA      | $21452460.66    | 0.08%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 09/34 5.05              | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     17850000 | PA      | $17960666.79    | 0.06%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL COMPANY GUAR 01/27 2.9                    | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1081551.85     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL 250653 FN 08/26 FIXED 8.5                        | CUSIP: 31371FMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |            3 | PA      | $2.90           | 0.00%             | 2026-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 317UC4ZA1 PIMCO SWAPTION 2.92 PUT EUR 20260416             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -13700000 | NC      | $-50816.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN + BROWN INC SR UNSECURED 03/52 4.95                  | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      5970000 | PA      | $4980963.77     | 0.02%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 VAR             | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6018971.58     | 0.02%             | 2028-03-21      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                   | CUSIP: 902613BW7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3300000 | PA      | $3191761.68     | 0.01%             | 2036-01-08      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)                | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/47 4.27      | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $9093779.98     | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -1091372 | PA      | $-1099708.97    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                 | PACIFIC LIFECORP SR UNSECURED 144A 09/50 3.35              | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $3826948.37     | 0.01%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4         | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     14100000 | PA      | $9656971.56     | 0.03%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EMBOTELLADORA ANDINA SA                                                          | EMBOTELLADORA ANDINA SA SR UNSECURED 144A 01/50 3.95       | CUSIP: 29081PAF2<br>LEI: 254900NNPKP1J9XTSA53 | Long             | DBT              | CORP              | CL        |      3600000 | PA      | $2718000.00     | 0.01%             | 2050-01-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                                               | RWE FINANCE US LLC COMPANY GUAR 144A 09/55 5.875           | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |     10135000 | PA      | $9662081.95     | 0.03%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS COMPANY GUAR 06/33 5.95           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     15791000 | PA      | $16559294.05    | 0.06%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS 144A 01/29 VAR                                 | CUSIP: 09659W2V5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10100000 | PA      | $10206785.48    | 0.04%             | 2029-01-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 07/48 5.2                           | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     44323000 | PA      | $38987184.95    | 0.14%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                     | NORTHERN NATURAL GAS CO SR UNSECURED 144A 01/49 4.3        | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     18375000 | PA      | $14623856.39    | 0.05%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                             | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581           | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250370000 | PA      | $257613316.77   | 0.91%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                            | KENTUCKY UTILITIES CO 1ST MORTGAGE 10/45 4.375             | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $5884745.11     | 0.02%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | TECK RESOURCES LIMITED SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $135944.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/35 VAR                 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      9460000 | PA      | $9856563.58     | 0.03%             | 2035-04-22      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 03/48 4.55                | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $6204855.08     | 0.02%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK PARTNERS LP COMPANY GUAR 09/43 6.2                   | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     47644000 | PA      | $47739289.43    | 0.17%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC SR UNSECURED 144A 11/39 6.45                       | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |       500000 | PA      | $542268.22      | 0.00%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                       | EQUINIX EU 2 FINANCING C COMPANY GUAR 03/33 4.7            | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1945970.56     | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QATAR GOVT                                                                       | STATE OF QATAR SR UNSECURED 144A 04/50 4.4                 | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |      6800000 | PA      | $5644330.48     | 0.02%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTER COMPANY GUAR 05/63 5.34            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       125000 | PA      | $113647.69      | 0.00%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED REGS 04/32 VAR                 | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     62100000 | PA      | $46274675.71    | 0.16%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260526                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $103533.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                                      | SYSTEM ENERGY RESOURCES 1ST MORTGAGE 04/28 6               | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5139760.55     | 0.02%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                   | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      5000000 | PA      | $5414935.00     | 0.02%             | 2033-11-10      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/43 4.375                                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    191865000 | PA      | $181158783.35   | 0.64%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VIII LLC                                                    | KKR GROUP FINAN CO VIII COMPANY GUAR 144A 08/50 3.5        | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43777000 | PA      | $29092990.33    | 0.10%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS INC                                                       | TRANSATLANTIC HOLDINGS SR UNSECURED 11/39 8                | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |      7933000 | PA      | $9606341.48     | 0.03%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 03/44 4.3             | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3007458.00     | 0.01%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | COX COMMUNICATIONS INC SR UNSECURED 144A 06/43 4.5         | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     21841000 | PA      | $16681518.48    | 0.06%             | 2043-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 03/54 5.75           | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      8637000 | PA      | $8384327.85     | 0.03%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $70769.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375            | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     16600000 | PA      | $16720590.04    | 0.06%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 04/52 4.4            | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     30500000 | PA      | $23782988.97    | 0.08%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 08/42 4.85           | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $10295821.32    | 0.04%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/40 5.35                           | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      4267000 | PA      | $4112610.38     | 0.01%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                          | BLACK HILLS CORP SR UNSECURED 09/46 4.2                    | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      4284000 | PA      | $3358648.07     | 0.01%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                                | MARS INC SR UNSECURED 144A 03/32 5                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3137617.94     | 0.01%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 01/51 2.8                        | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       250000 | PA      | $143171.45      | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/43 4.875            | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2500000 | PA      | $2254234.60     | 0.01%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1                                    | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2020 RPL1 A1 144A       | CUSIP: 64828XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6064820 | PA      | $5829993.43     | 0.02%             | 2059-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                              | ANTARES HOLDINGS SR UNSECURED 144A 01/27 2.75              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $7540630.48     | 0.03%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 09/65 6.25                    | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     32700000 | PA      | $31973748.70    | 0.11%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 02/32 4.375              | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $9806903.92     | 0.03%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA COLA COMPANY                                                                | COCA COLA CO/THE SR UNSECURED 03/51 2.5                    | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     12860000 | PA      | $7563712.91     | 0.03%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $-21006.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | COMMONSPIRIT HEALTH SECURED 09/55 5.662                    | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      3900000 | PA      | $3758639.98     | 0.01%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | IRS EUR 2.75000 09/16/26-10Y LCH                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | N/A       |            1 | NC      | $-4016458.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                     | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/33 FIXED OID 7.734 | CUSIP: 02765UEH3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      7325000 | PA      | $8409349.78     | 0.03%             | 2033-02-15      | Fixed         | 7.73%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 07/30 2.679               | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     11200000 | PA      | $10250273.71    | 0.04%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP JPM                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $16998.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95           | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2279057.69     | 0.01%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                        | UNION PACIFIC CORP SR UNSECURED 04/71 3.799                | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     12500000 | PA      | $8440479.50     | 0.03%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS JR SUBORDINA REGS 12/99 VAR                    | CUSIP: ACI2C5Q73<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      4200000 | PA      | $5157144.19     | 0.02%             | 2030-06-11      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/46 4                | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     22370000 | PA      | $16395125.34    | 0.06%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA SR UNSECURED 10/39 6                                | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     15145000 | PA      | $15497838.97    | 0.05%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 04/29 VAR                       | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     44000000 | PA      | $43683576.64    | 0.15%             | 2029-04-23      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| OHIO STATE UNIVERSITY                                                            | OHIO ST UNIV OHSHGR 06/11 FIXED OID 4.8                    | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |        67000 | PA      | $55024.53       | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC ENBRIDGE INC                                  | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      7283000 | PA      | $7514992.75     | 0.03%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC SR UNSECURED 06/54 5.75                 | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     13673000 | PA      | $12929012.56    | 0.05%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY                              | LOS ANGELES CNTY CA PUBLIC WKS LOSFAC 08/40 FIXED 7.618    | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      5200000 | PA      | $6113669.64     | 0.02%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/35 3.25                          | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      1755000 | PA      | $1505207.73     | 0.01%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 09/34 VAR                   | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     12900000 | PA      | $13719368.14    | 0.05%             | 2034-09-22      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     25000000 | PA      | $27241475.00    | 0.10%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC  / SPRINT SPECTRUM CO III LLC | SPRINT SPECTRUM / SPEC I SR SECURED 144A 03/28 5.152       | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8840000 | PA      | $8885336.29     | 0.03%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD EUR BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | N/A       |            1 | NC      | $551952.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 11/31 VAR            | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      4800000 | PA      | $4734135.17     | 0.02%             | 2031-11-04      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/60 5.93                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    107175000 | PA      | $102964497.23   | 0.36%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                                            | AIRCASTLE / IRELAND DAC COMPANY GUAR 144A 03/30 5.25       | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      1600000 | PA      | $1614404.18     | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC (AKA COACH INC)                                                     | TAPESTRY INC SR UNSECURED 03/30 5.1                        | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      3885000 | PA      | $3926637.33     | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/54 4.5                                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    502600000 | PA      | $469656138.11   | 1.65%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 03/55 5.6                          | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $13803951.84    | 0.05%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC GROUP INC SR UNSECURED 06/29 6.6                       | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3612602.67     | 0.01%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0993 G2 03/56 FIXED 3.5                     | CUSIP: 3618N6C70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       100000 | PA      | $91791.27       | 0.00%             | 2056-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | ENTERGY ARKANSAS LLC 1ST MORTGAGE 06/52 3.35               | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      7400000 | PA      | $4930648.71     | 0.02%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -9751249 | PA      | $-9761812.57    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 09/55 6.2                 | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     17400000 | PA      | $17273262.40    | 0.06%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSECURED 09/48 4.25            | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      1474000 | PA      | $1170853.43     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC JR SUBORDINA 12/99 VAR                       | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     26469000 | NS      | $26687633.94    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 04/35 5.4                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      9915000 | PA      | $10088159.53    | 0.04%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | SYSCO CORPORATION COMPANY GUAR 03/36 4.95                  | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9537213.50     | 0.03%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELECTRIC                                                        | LOUISVILLE GAS + ELEC 1ST MORTGAGE 04/33 5.45              | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15519597.00    | 0.05%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103               | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      2200000 | PA      | $2075071.50     | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEAMERICA FINANCIAL PARTNERS INC                                                | ONEAMERICA FINL PARTNERS SR UNSECURED 144A 10/50 4.25      | CUSIP: 682441AB6<br>LEI: 5493009S1SVD6UNUDB08 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $4010033.03     | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260507                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-807.15        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP MYI                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $10314.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                                              | ERSTE GROUP BANK AG JR SUBORDINA REGS 12/99 VAR            | CUSIP: BN13P8II9<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |      8000000 | PA      | $9101060.61     | 0.03%             | 2027-10-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.76877 09/03/24-7Y* LCH                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-711405.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                       | HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95           | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $6574089.24     | 0.02%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/47 5.2                             | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4425466.35     | 0.02%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORPORATION                                                      | MERCURY GENERAL CORP SR UNSECURED 03/27 4.4                | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |      4495000 | PA      | $4465518.51     | 0.02%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AIM AVIATION FINANCE LIMITED 2015-1A                                             | DCAL AVIATION FINANCE LIMITED DCAL 2015 1A A1 144A         | CUSIP: 001406AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |      3849890 | PA      | $3778121.22     | 0.01%             | 2040-02-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED 144A 04/30 3.125         | CUSIP: 29135LAH3<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     13700000 | PA      | $13042585.36    | 0.05%             | 2030-04-16      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 03/53 5.45           | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      9100000 | PA      | $8603506.64     | 0.03%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/42 2.75                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000000 | PA      | $76097656.00    | 0.27%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 03/42 4.2             | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4237629.25     | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                               | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7            | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2779178 | PA      | $2560138.04     | 0.01%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 09/54 6.25            | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000000 | PA      | $14567278.50    | 0.05%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR FUT OPTN  MAY26P 110 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         -359 | NC      | $-133595.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | PHILLIPS 66 COMPANY GUAR 05/42 5.875                       | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |       700000 | PA      | $701692.33      | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELEC POWER SR UNSECURED 04/33 5.3             | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $7102066.58     | 0.03%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 03/44 4.85           | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     32362000 | PA      | $29308572.16    | 0.10%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                                      | ENBRIDGE ENERGY PARTNERS COMPANY GUAR 09/40 5.5            | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2928911.91     | 0.01%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                            | PFIZER INVESTMENT ENTER COMPANY GUAR 05/43 5.11            | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      1165000 | PA      | $1100120.85     | 0.00%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                                        | FRESENIUS MED CARE III COMPANY GUAR 144A 12/31 3           | CUSIP: 35805BAE8<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     24600000 | PA      | $21907016.84    | 0.08%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE`S COMPANIES INC                                                             | LOWE S COS INC SR UNSECURED 04/46 3.7                      | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       400000 | PA      | $294973.02      | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                  | EASTERN ENERGY GAS EASTERN ENERGY GAS                      | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      7200000 | PA      | $6786292.46     | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                   | TITULOS DE TESORERIA BONDS 07/46 11.5                      | CUSIP: ACI2Q1VT3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     77000000 | PA      | $18575.87       | 0.00%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTITI SOCIETA PER AZIONI                                     | CASSA DEPOSITI E PRESTIT SR UNSECURED 144A 04/29 5.875     | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | MUN               | IT        |     11500000 | PA      | $12003305.67    | 0.04%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                        | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/35 5.7            | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      8350000 | PA      | $8420181.75     | 0.03%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                                | MARS INC SR UNSECURED 144A 05/55 5.7                       | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     18500000 | PA      | $18051421.07    | 0.06%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED REGS 12/69 4.5       | CUSIP: ACI1H57D8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      7600000 | PA      | $5355155.02     | 0.02%             | 2069-12-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 04/32 4.15                | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     14500000 | PA      | $13621215.61    | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | EXPEDIA GROUP INC COMPANY GUAR 02/30 3.25                  | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       450000 | PA      | $425359.88      | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 01/55 6.375     | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     10800000 | PA      | $11042931.74    | 0.04%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                                | MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A        | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1000483.92     | 0.00%             | 2039-03-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| KBC GROEP NV                                                                     | KBC GROUP NV JR SUBORDINA REGS 12/99 VAR                   | CUSIP: ACI2R4CX8<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |       600000 | PA      | $704833.42      | 0.00%             | 2031-09-17      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 07/54 5.625            | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     17700000 | PA      | $16881701.74    | 0.06%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                              | AMERICAN ELECTRIC POWER JR SUBORDINA 02/62 VAR             | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      7938000 | PA      | $7782702.56     | 0.03%             | 2062-02-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                            | MCDONALD S CORP SR UNSECURED 12/45 4.875                   | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |       227000 | PA      | $202475.85      | 0.00%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 07/49 5.125            | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     39500000 | PA      | $30353030.43    | 0.11%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                  | BLACKSTONE SECURED LEND SR UNSECURED 09/26 2.75            | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $8189463.75     | 0.03%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 10/30 VAR               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30900000 | PA      | $29158376.50    | 0.10%             | 2030-10-30      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INSURANCE COMPANY                                                | MUTUAL OF OMAHA INS CO SUBORDINATED 144A 01/64 VAR         | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |     25000000 | PA      | $25334912.25    | 0.09%             | 2064-01-16      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                      | STATE OF ISRAEL SR UNSECURED REGS 05/60 3.8                | CUSIP: ACI1M29S4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      2100000 | PA      | $1365160.86     | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COMPANIES INC                                                          | TRAVELERS COS INC SR UNSECURED 03/48 4.05                  | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3154986.88     | 0.01%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| REGENTS OF THE UNIVERSITY OF CALIFORNIA MEDICAL CENTER POOLED REVENUE            | UNIV OF CALIFORNIA CA RGTS MED UNVHGR 05/49 FIXED 6.583    | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      4305000 | PA      | $4577871.99     | 0.02%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $1156491.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL COMPANY GUAR 04/36 6.875                  | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       130000 | PA      | $114103.18      | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 05/54 5.5                          | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     15008000 | PA      | $13172354.56    | 0.05%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO DELAWARE FINANCE LP                                            | GREAT WEST LIFECO FINANC COMPANY GUAR 144A 06/47 4.15      | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $2533546.24     | 0.01%             | 2047-06-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 03/55 5.813            | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      6000000 | PA      | $5688538.44     | 0.02%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                           | BERKSHIRE HATHAWAY FIN COMPANY GUAR 03/52 3.85             | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     13600000 | PA      | $10274626.33    | 0.04%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 03/50 3.2             | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $6965167.44     | 0.02%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITY OF DALLAS TEXAS                                                             | DALLAS TX DAL 02/33 ZEROCPNOID 0                           | CUSIP: 235218M50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     19795000 | PA      | $14402644.05    | 0.05%             | 2033-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 03/43 4.125            | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      2575000 | PA      | $2130003.10     | 0.01%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FUNDING TRUST II                                                     | HIGH STREET FDG TRUST II SR UNSECURED 144A 02/48 4.682     | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8800000 | PA      | $7402564.93     | 0.03%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CASTLELAKE AIRCRAFT SECURITIZATION TRUST 26-1A                                   | CASTLELAKE AIRCRAFT SECURITIZA CLAST 2026 1A A 144A        | CUSIP: 148924AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14000000 | PA      | $13770344.00    | 0.05%             | 2051-03-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST REF MORT 09/42 4                 | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $2872878.30     | 0.01%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DALLAS CONVENTION CENTER HOTEL DEVELOPMENT CORPORATION                           | DALLAS TX CONVENTION CENTER HO DALFAC 01/42 FIXED 7.088    | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     13710000 | PA      | $15222429.62    | 0.05%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | HALEON US CAPITAL LLC COMPANY GUAR 03/32 3.625             | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3478272.28     | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MML DORCHESTER SCSP                                                              | PROJECT DORCHESTER EUR TERM LOAN                           | CUSIP: BA000T4M1<br>LEI: 213800PP3CKB6OTAPQ90 | Long             | LON              | CORP              | US        |     11200000 | PA      | $12945522.47    | 0.05%             | 2027-01-04      | Floating      | 4.61%                 | Yes           |                  3 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSECURED 06/38 8.15                         | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1172157.37     | 0.00%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR                | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     93500000 | NS      | $93775825.00    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                            | FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5                | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5613633 | PA      | $5646735.58     | 0.02%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | TIME WARNER CABLE LLC SR SECURED 06/39 6.75                | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     52495000 | PA      | $52132220.18    | 0.18%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 03/42 3.55            | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |       120000 | PA      | $94890.84       | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 04/39 VAR             | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      9100000 | PA      | $8155377.41     | 0.03%             | 2039-04-23      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER COMPANY                                                              | IDAHO POWER CO 1ST MORTGAGE 08/40 4.85                     | CUSIP: 45138LAY9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7350443.44     | 0.03%             | 2040-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                   | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35                | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5069549.60     | 0.02%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 10/50 4.25           | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      3400000 | PA      | $2647858.94     | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO 1ST MORTGAGE 04/49 4.35                | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     14000000 | PA      | $11449629.52    | 0.04%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/33 5.2               | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3568434.03     | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 11/47 4                           | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     62830000 | PA      | $41624770.70    | 0.15%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSECURED 08/30 5                    | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2196533.24     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/32 3.625                           | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     17875000 | PA      | $16616704.03    | 0.06%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260608                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $118136.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 08/52 2.7               | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $603737.82      | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO PREFERRED STOCK 4.625                  | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |       829000 | NS      | $15850480.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 03/41 3.65                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     13880000 | PA      | $9887614.96     | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5           | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     19600000 | PA      | $11730322.46    | 0.04%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/54 4.25                                 | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    189500000 | PA      | $169783857.19   | 0.60%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 05/48 4.15                    | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     12140000 | PA      | $9549226.76     | 0.03%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                              | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 04/48 VAR       | CUSIP: 585270AC5<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |      7100000 | PA      | $7048534.23     | 0.02%             | 2048-04-26      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/49 VAR                 | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4720000 | PA      | $3627460.66     | 0.01%             | 2049-01-23      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT                                                                   | ABU DHABI GOVT INT L SR UNSECURED REGS 04/50 3.875         | CUSIP: ACI1LP9H8<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     12600000 | PA      | $9469411.56     | 0.03%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 05/64 5.5                        | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |       169000 | PA      | $149799.26      | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 VAR             | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3308446.48     | 0.01%             | 2027-03-19      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -5437097 | PA      | $-5438908.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 02/54 5.5              | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      1602000 | PA      | $1515381.22     | 0.01%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | VERISK ANALYTICS INC SR UNSECURED 05/50 3.625              | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     11900000 | PA      | $8339970.65     | 0.03%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA POOL 434863 GN 09/30 FIXED 8.5                        | CUSIP: 36207LB80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         1884 | PA      | $1905.96        | 0.00%             | 2030-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |   -136400000 | NC      | $-185887.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROUP INC                                                    | SELECTIVE INSURANCE GROU SR UNSECURED 04/35 5.9            | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |       600000 | PA      | $618638.59      | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | LAS VEGAS SANDS CORP SR UNSECURED 08/29 3.9                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     70142000 | PA      | $67627563.61    | 0.24%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/30 2.048            | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     13900000 | PA      | $12511342.88    | 0.04%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/34 VAR                      | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6522618.83     | 0.02%             | 2034-04-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 10/32 4.95      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     15000000 | PA      | $14615564.10    | 0.05%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $117508.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 06/60 2.7                      | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      1194000 | PA      | $652859.58      | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | OHIO POWER COMPANY SR UNSECURED 06/33 5                    | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3583007.75     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/51 1.875                                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    221800000 | PA      | $123202968.75   | 0.43%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 01/36 5.33             | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      1400000 | PA      | $1371425.68     | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 12/48 4.6            | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      4744000 | PA      | $3928738.95     | 0.01%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260713                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-62903.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                   | OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/28 4.75           | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6996764.81     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | SEMPRA JR SUBORDINA 04/56 VAR                              | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     20700000 | PA      | $20799215.10    | 0.07%             | 2056-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| DRSLF-2017-54A                                                                   | DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A             | CUSIP: 26244RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       179148 | PA      | $179368.98      | 0.00%             | 2029-10-19      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC                                                 | PNC FINANCIAL SERVICES JR SUBORDINA 12/99 VAR              | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |      1100000 | NS      | $1112309.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 06/45 4.35                           | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      1147000 | PA      | $927464.31      | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                                                           | ARES FINANCE CO IV LLC COMPANY GUAR 144A 02/52 3.65        | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5100000 | PA      | $3437818.71     | 0.01%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COCA COLA COMPANY                                                                | COCA COLA CO/THE SR UNSECURED 05/64 5.4                    | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       975000 | PA      | $928197.16      | 0.00%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 07/47 4.95                          | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4183297.38     | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95             | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     32576500 | PA      | $27005883.97    | 0.10%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 03/35 5.75           | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     13761000 | PA      | $14280844.34    | 0.05%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 08/31 2                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3082998.96     | 0.01%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/THE                                                      | DAYTON POWER + LIGHT CO/ 1ST MORTGAGE 06/49 3.95           | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |     11000000 | PA      | $8198582.04     | 0.03%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 04/31 VAR                   | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      2250000 | PA      | $2202005.63     | 0.01%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 09/49 3.7                 | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      5640000 | PA      | $4024297.47     | 0.01%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625            | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      4364000 | PA      | $4365918.24     | 0.02%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 03/53 4.875                         | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       800000 | PA      | $694239.58      | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 04/30 5.75                  | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      5850000 | PA      | $6024383.94     | 0.02%             | 2030-04-23      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 06/33 5.5                             | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       850000 | PA      | $867305.25      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 07/49 4.875     | CUSIP: 71568PAK5<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     11200000 | PA      | $8986499.20     | 0.03%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA 06/29 3.306                             | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      3600000 | PA      | $3469931.03     | 0.01%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR                 | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |      6400000 | NS      | $6328064.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 08/29 6.875               | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      1330000 | PA      | $1307833.26     | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $386530.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                            | TD SYNNEX CORP SR UNSECURED 08/31 2.65                     | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |      2450000 | PA      | $2178069.21     | 0.01%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2019-4A                                                           | PIKES PEAK CLO PIPK 2019 4A ARR 144A                       | CUSIP: 72132WAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3000000 | PA      | $3004016.67     | 0.01%             | 2034-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING SECURED 144A 11/28 6                    | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3103439.40     | 0.01%             | 2028-11-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                   | ARIZONA PUBLIC SERVICE SR UNSECURED 12/49 3.5              | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $4874966.93     | 0.02%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 09/55 6.2                     | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     12244000 | PA      | $12138090.87    | 0.04%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ECONOMIC DEVELOPMENT FINANCING AUTHORITY                            | PENNSYLVANIA ST ECON DEV FING PASDEV 06/39 FIXED 6.532     | CUSIP: 70869PFT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     11500000 | PA      | $12492435.05    | 0.04%             | 2039-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 01/36 VAR             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $20338389.00    | 0.07%             | 2036-01-28      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 07/48 4.3                    | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      8700000 | PA      | $7052765.84     | 0.02%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CMBX.NA.AAA.10 SP SAL                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $3884.86        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS A PASS THROUGH TRUST                              | AMER AIRLINE 17 2 A PTT PASS THRU CE 04/31 3.6             | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2290182 | PA      | $2184515.21     | 0.01%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                        | HA SUSTAINABLE INF CAP COMPANY GUAR 03/36 6                | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2718596.44     | 0.01%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP COMPANY GUAR 02/53 6.5                | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3080570.22     | 0.01%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                          | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171             | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      4800000 | PA      | $4836474.53     | 0.02%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 03/59 3.825                         | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      4515000 | PA      | $3043150.95     | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/45 2.5                                  | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    498818000 | PA      | $349971486.96   | 1.23%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                                | MARS INC SR UNSECURED 144A 03/35 5.2                       | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     13500000 | PA      | $13633435.08    | 0.05%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 03/51 3.95                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     17100000 | PA      | $10842637.36    | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 05/44 4.4                | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      8350000 | PA      | $6853761.75     | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                     | SHERWIN WILLIAMS CO SR UNSECURED 06/47 4.5                 | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      1757000 | PA      | $1464016.67     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260504                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-6599.36       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | ITALY GOVT SW SP CBK                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $91610.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 12/28 2.375       | CUSIP: 233853AG5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6619209.87     | 0.02%             | 2028-12-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 01/36 5                | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     17025000 | PA      | $16678803.61    | 0.06%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 06/31 3.125              | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     28800000 | PA      | $24861383.14    | 0.09%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP / NEWCREST FINANCE PTY LTD                                          | NEWMONT / NEWCREST FIN COMPANY GUAR 11/41 5.75             | CUSIP: 65163LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3982000 | PA      | $3963375.87     | 0.01%             | 2041-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 03/33 5.375             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      4800000 | PA      | $4704000.00     | 0.02%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $2289.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC 1ST MORTGAGE 04/56 5.65              | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $5671967.18     | 0.02%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                          | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/29 4.15        | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1183681.01     | 0.00%             | 2029-01-12      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| THAMES WATER SUPER SENIOR ISSUER PLC                                             | THAMES WATER SUPER SEN SR SECURED 144A 10/27 9.75          | CUSIP: ACI2VXTH6<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |      2012486 | PA      | $2905326.43     | 0.01%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                  | EASTERN ENERGY GAS SR UNSECURED 01/55 6.2                  | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5081526.85     | 0.02%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 02/55 5.7                 | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2081241.54     | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/4.01528 06/30/26-27Y* LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $165339.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $1188.94        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                               | AMFAM HOLDINGS INC SR UNSECURED 144A 03/51 3.833           | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10315000 | PA      | $7100865.70     | 0.03%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 09/47 3.6            | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     44900000 | PA      | $32834810.10    | 0.12%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | UBER TECHNOLOGIES INC SR UNSECURED 09/34 4.8               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       908000 | PA      | $889434.40      | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SUBORDINATED 09/37 6.5                   | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     18115000 | PA      | $19068583.74    | 0.07%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                                | GOLDMAN SACHS PRIVATE CR SR UNSECURED 144A 01/31 5.875     | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $10194701.27    | 0.04%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSECURED 08/31 2.25                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      8877000 | PA      | $7833330.84     | 0.03%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                                     | AEP TRANSMISSION CO LLC SR UNSECURED 08/51 2.75            | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      5402000 | PA      | $3256436.56     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORP (AKA: PP&L INC)                                      | PPL ELECTRIC UTILITIES 1ST MORTGAGE 07/41 5.2              | CUSIP: 69351UAN3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5357620.73     | 0.02%             | 2041-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0742 G2 11/55 FIXED 3.5                     | CUSIP: 3618N5ZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8399996 | PA      | $7710462.51     | 0.03%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 3.04           | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      7000000 | PA      | $6659970.59     | 0.02%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/41 3.4              | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     10439000 | PA      | $8020436.84     | 0.03%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP                       | NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 03/27 4.5       | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6200000 | PA      | $6184239.85     | 0.02%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                               | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5               | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |      1850876 | PA      | $1818831.97     | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 11/33 VAR                        | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      7300000 | PA      | $8165850.01     | 0.03%             | 2033-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC ASHTEAD CAPITAL INC                    | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     12235000 | PA      | $12478556.64    | 0.04%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NEW MEXICO ST HOSP                                                               | NEW MEXICO ST HOSP EQUIPMENT L NMSMED 08/46 FIXED 4.406    | CUSIP: 647370HY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      6100000 | PA      | $5255276.27     | 0.02%             | 2046-08-01      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS POWER & LIGHT COMPANY                                               | INDIANAPOLIS PWR + LIGHT 1ST MORTGAGE 144A 12/32 5.65      | CUSIP: 455434BV1<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     30000000 | PA      | $31050573.30    | 0.11%             | 2032-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                       | ARES STRATEGIC INCOME FU SR UNSECURED 02/30 5.6            | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4673308.80     | 0.02%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS A PASS THROUGH TRUST                                | UNITED AIR 2016 2 A PTT PASS THRU CE 04/30 3.1             | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2549171 | PA      | $2444018.50     | 0.01%             | 2030-04-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| THE HARTFORD INSURANCE GROUP INC                                                 | HARTFORD INSUR GRP INC/T JR SUBORDINA 144A 02/47 VAR       | CUSIP: 416515BC7<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3454996.32     | 0.01%             | 2047-02-12      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS COMPANY                                                     | NORTHERN NATURAL GAS CO SR UNSECURED 144A 02/54 5.625      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1431454.64     | 0.01%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | KILROY REALTY LP COMPANY GUAR 08/29 4.25                   | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     12400000 | PA      | $11996069.75    | 0.04%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 04/42 4.3                     | CUSIP: 797440BQ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      5097000 | PA      | $4337828.66     | 0.02%             | 2042-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 02/35 5.2                 | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      7700000 | PA      | $7690547.33     | 0.03%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 04/26 3                 | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1997343.30     | 0.01%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 11/56 2.937                      | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125118000 | PA      | $69366387.61    | 0.24%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 09/42 3.75              | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      4900000 | PA      | $3817099.27     | 0.01%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                    | SIXTH STREET LENDING PAR SR UNSECURED 01/30 5.75           | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     11300000 | PA      | $11136409.67    | 0.04%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 05/28 VAR               | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     21300000 | PA      | $21102528.34    | 0.07%             | 2028-05-22      | Floating      | 3.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $2703.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY                                                              | WALT DISNEY COMPANY/THE COMPANY GUAR 09/44 4.75            | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      1600000 | PA      | $1422640.06     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                            | NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 09/47 3.85      | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |     10340000 | PA      | $7913364.75     | 0.03%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/36 VAR                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     23700000 | PA      | $23020563.66    | 0.08%             | 2036-10-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMWARE LLC SR UNSECURED 05/30 4.7                          | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     24400000 | PA      | $24557146.00    | 0.09%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FINANCE INC                                                 | ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/46 4.9            | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |       320000 | PA      | $287585.22      | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSECURED 08/40 1.9                        | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |        10000 | PA      | $6679.51        | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260408                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-1135822.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 11/35 4.95                   | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     12883000 | PA      | $12652919.54    | 0.04%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                     | GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7           | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     21450000 | PA      | $21115618.31    | 0.07%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD JPY BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-4064.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 11/30 4.15                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       826000 | PA      | $813398.59      | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                      | UNITED MEXICAN STATES SR UNSECURED 03/31 4.75              | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     15000000 | PA      | $14677500.00    | 0.05%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 11/37 5.75            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17300000 | PA      | $16760212.32    | 0.06%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-99392.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 02/47 VAR            | CUSIP: 53944YBJ1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9733447.80     | 0.03%             | 2047-02-10      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD AUD BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | AU        |            1 | NC      | $141641.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 02/31 VAR               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     16817000 | PA      | $15559490.49    | 0.05%             | 2031-02-11      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP TEXAS INC SR UNSECURED 10/55 5.85                      | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       100000 | PA      | $96513.11       | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MILWAUKEE WIS REDEV AUTH REV                                                     | MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/38 ZEROCPNOID 0   | CUSIP: 60242NDN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2800000 | PA      | $1488165.56     | 0.01%             | 2038-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                          | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.637         | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |      2212000 | PA      | $2373996.70     | 0.01%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | FRANKLIN RESOURCES INC SR UNSECURED 08/51 2.95             | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $1735766.62     | 0.01%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                     | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/44 FIXED 6.449     | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |      1000000 | PA      | $1049118.50     | 0.00%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 01/47 4.35           | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      4800000 | PA      | $3946384.99     | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP INC                                                      | SAMMONS FINANCIAL GROUP SR UNSECURED 144A 04/34 6.875      | CUSIP: 79588TAF7<br>LEI: 254900SHCOQLVJ21CT59 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8482680.32     | 0.03%             | 2034-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION PHARMACEUTICALS INC                                                | CONSTELLATION PHARMACEUTICAL 4                             | CUSIP: 948VXEII3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9430719 | PA      | $9661474.83     | 0.03%             | 2033-07-01      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 11/42 4.4                          | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     39350000 | PA      | $34594472.23    | 0.12%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 04/31 2.85             | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      8025000 | PA      | $7350837.65     | 0.03%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO JPM CHASE                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |    -12579500 | PA      | $-12586418.72   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 03/56 5.7            | CUSIP: 927804GY4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9652825.50     | 0.03%             | 2056-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                            | NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 03/40 6.063     | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |         1000 | PA      | $1040.42        | 0.00%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA BANCO SANTANDER SA                      | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     15000000 | PA      | $15824370.00    | 0.06%             | 2034-02-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 06/52 4.6               | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      8700000 | PA      | $7141800.77     | 0.03%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING SECURED 144A 01/30 5.875                | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5068759.15     | 0.02%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO NOMURA                                        | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -3739734 | PA      | $-3780300.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BMS IRELAND CAPITAL FUNDING DESIGNATED ACTIVITY COMPANY                          | BMS IRELAND CAP FUNDING COMPANY GUAR 11/55 4.581           | CUSIP: ACI34VDQ5<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      5000000 | PA      | $5619506.71     | 0.02%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/29 4.5           | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |      3809000 | PA      | $3794309.22     | 0.01%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | MOTOROLA SOLUTIONS INC MOTOROLA SOLUTIONS INC              | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       800000 | PA      | $810268.43      | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GOLDMAN SACHS GROUP INC SNR S* ICE                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $21825.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT COP SOLD USD 20260505                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-3478.94       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | WORKDAY INC SR UNSECURED 04/32 3.8                         | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     22784000 | PA      | $21158871.73    | 0.07%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 09/55 5.95                 | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      7600000 | PA      | $7398986.61     | 0.03%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 04/38 7                  | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      5478000 | PA      | $6098946.64     | 0.02%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 04/63 5.2              | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     77307000 | PA      | $67555525.94    | 0.24%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 10/45 6.484            | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        19000 | PA      | $17534.09       | 0.00%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 04/32 4.15                  | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     44100000 | PA      | $42688401.34    | 0.15%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 2                                       | SAUDI ELECTRICITY GLOBAL SR UNSECURED 144A 04/43 5.06      | CUSIP: 804133AB2<br>LEI: 549300NU3VI6NLNU1575 | Long             | DBT              | CORP              | KY        |     22700000 | PA      | $20709206.60    | 0.07%             | 2043-04-08      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                      | CHENIERE ENERGY PARTNERS COMPANY GUAR 10/35 5.55           | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     13600000 | PA      | $13855331.70    | 0.05%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD PEN BOUGHT USD 20260617                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | PE        |            1 | NC      | $676947.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | SOUTHERN CO SR UNSECURED 07/36 4.25                        | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      5100000 | PA      | $4693573.25     | 0.02%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 09/30 2.7                          | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1094206.27     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX EM36 ICE                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $85867.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | AKER BP ASA SR UNSECURED 144A 10/54 5.8                    | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      9900000 | PA      | $9055923.53     | 0.03%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 10/30 3                          | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4384746.50     | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC SR SECURED 06/41 4.2                | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1613330.82     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 12/31 5.375                 | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1923796.99     | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/35 5.25             | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      9100000 | PA      | $9056740.24     | 0.03%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & POWER COMPANY                                                | CONNECTICUT LIGHT + PWR 1ST REF MORT 04/48 4               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1009882.33     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STATE DORMITORY AUTHORITY                                               | NEW YORK ST DORM AUTH ST PERSO NYSHGR 03/40 FIXED 5.389    | CUSIP: 6499022F9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |       200000 | PA      | $199333.26      | 0.00%             | 2040-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | REVERSE REPO BARCLAYS REVERSE REPO                         | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |     -3746250 | PA      | $-3777728.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 05/32 VAR              | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      6556000 | PA      | $5747628.81     | 0.02%             | 2032-05-22      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD COP BOUGHT USD 20260713                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | CO        |            1 | NC      | $-62903.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 02/28 3.8                    | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     14359000 | PA      | $14158227.01    | 0.05%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                               | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR       | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      6100000 | PA      | $6239673.53     | 0.02%             | 2030-03-05      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR USD SOFR/3.75000 12/18/24-5Y LCH                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |            1 | NC      | $-3563839.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | BOUGHT JPY SOLD USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | JP        |            1 | NC      | $-15685.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | TSY INFL IX N/B 02/55 2.375                                | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     10203237 | PA      | $9493292.10     | 0.03%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      9400000 | PA      | $8674133.97     | 0.03%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II TBA 30 YR 5 JUMBOS                                 | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123400000 | PA      | $121976753.76   | 0.43%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                             | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE                  | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    136900000 | PA      | $132141361.48   | 0.47%             | 2056-04-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                             | FNMA POOL BD3666 FN 07/46 FIXED 3.5                        | CUSIP: 3140FBCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2042563 | PA      | $1904971.65     | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | STORE CAPITAL LLC SR UNSECURED 11/30 2.75                  | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      1900000 | PA      | $1711527.18     | 0.01%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                        | BLOCK INC SR UNSECURED 144A 08/33 6                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       800000 | PA      | $787610.82      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO/THE SR UNSECURED 05/27 6.259                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3663168.37     | 0.01%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | RFR GBP SONIO/4.00000 09/16/26-10Y LCH                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |            1 | NC      | $13655473.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 06/42 5.3               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       600000 | PA      | $571330.74      | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SOLD GBP BOUGHT USD 20260402                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              |  | GB        |            1 | NC      | $5417165.22     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV SR UNSECURED 03/35 VAR                        | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     13696000 | PA      | $13916684.88    | 0.05%             | 2035-03-19      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                             | GNMA II POOL MB0201 G2 02/55 FIXED 3.5                     | CUSIP: 3618N5GK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65099969 | PA      | $59771343.36    | 0.21%             | 2055-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB HOLDINGS BV COMPANY GUAR 144A 05/51 3.75               | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      5200000 | PA      | $3548068.73     | 0.01%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FARMERS INSURANCE EXCHANGE                                                       | FARMERS INS EXCH SUBORDINATED 144A 10/64 VAR               | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     11100000 | PA      | $11139731.34    | 0.04%             | 2064-10-15      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 08/51 2.95                    | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     17824000 | PA      | $11203063.09    | 0.04%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                           | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507       | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42089043 | PA      | $44454404.18    | 0.16%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 03/43 3.9                 | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      6655000 | PA      | $5045853.14     | 0.02%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 07/31 5.526             | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     14600000 | PA      | $14614859.15    | 0.05%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                             | WISCONSIN PUBLIC SERVICE SR UNSECURED 12/42 3.671          | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |      5210000 | PA      | $4077297.18     | 0.01%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 09/49 4.45                          | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      5900000 | PA      | $4677832.76     | 0.02%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND OPTION  MAY26C 128 EXP 04/24/2026                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | DE        |         -157 | NC      | $-19961.53      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | SUNCOR ENERGY INC SR UNSECURED 11/28 7                     | CUSIP: 71644EAF9<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |     17772000 | PA      | $18810282.36    | 0.07%             | 2028-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 04/40 3.6                         | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     22300000 | PA      | $16175228.07    | 0.06%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | SOUTHERN CO JR SUBORDINA 09/51 VAR                         | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     13400000 | PA      | $13314895.26    | 0.05%             | 2051-09-15      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                      | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 04/53 6.7              | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     37196000 | PA      | $38538953.77    | 0.14%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR                 | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |     41000000 | NS      | $42098390.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/45 4.75                                 | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     18800000 | PA      | $18477609.33    | 0.07%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVT                                                                     | ROMANIA SR UNSECURED 144A 04/42 2.875                      | CUSIP: ACI1Z3VF1<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      9100000 | PA      | $6596301.97     | 0.02%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 04/36 5.8                          | CUSIP: 695114DQ8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      8000000 | PA      | $8067396.24     | 0.03%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E 1ST MORTGAGE 06/39 6                       | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |      3357000 | PA      | $3506345.31     | 0.01%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                         | SOUTHERN CO GAS CAPITAL COMPANY GUAR 03/41 5.875           | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7641259.73     | 0.03%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                                 | PIEDMONT NATURAL GAS CO SR UNSECURED 02/35 5.1             | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       401000 | PA      | $400313.79      | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 10/30 VAR                      | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14800000 | PA      | $14796553.52    | 0.05%             | 2030-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/27 4.625          | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     16500000 | PA      | $16524727.73    | 0.06%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     31000000 | PA      | $28135091.60    | 0.10%             | 2033-01-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 08/56 6.05                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      3607000 | PA      | $3554981.79     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 08/49 3.2               | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $10736024.48    | 0.04%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/30 2.13           | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     37100000 | PA      | $33376451.08    | 0.12%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY PREFERRED STOCK 7.5                  | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |        20200 | NS      | $23331000.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 12/61 4.4              | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65120000 | PA      | $41861891.23    | 0.15%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 11/47 3.969                      | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     34422000 | PA      | $25356763.55    | 0.09%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                                | MARS INC SR UNSECURED 144A 05/45 5.65                      | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      9500000 | PA      | $9386816.62     | 0.03%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/45 2.875                                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170392000 | PA      | $126562651.99   | 0.45%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                               | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327           | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     15000000 | PA      | $15380368.65    | 0.05%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 06/55 5.95             | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       703000 | PA      | $708728.56      | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 05/55 4.75                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    182890000 | PA      | $178139146.94   | 0.63%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 08/51 3.4                        | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     29987000 | PA      | $20228623.26    | 0.07%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 08/57 4.25                     | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     19550000 | PA      | $15264931.10    | 0.05%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE SR UNSECURED 06/28 5.45                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      2019000 | PA      | $2037940.32     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                  | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528     | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     16946000 | PA      | $16377137.18    | 0.06%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL PRESBYTERIAN                                              | HOAG MEMORIAL HOSPITAL UNSECURED 07/52 3.803               | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |      8800000 | PA      | $6599322.49     | 0.02%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC UNITEDHEALTH GROUP INC              | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     31088000 | PA      | $29624542.97    | 0.10%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STORAGE TECHNOLOGY PTE LTD                                          | SEAGATE DATA STOR COMPANY GUAR 144A 01/31 4.125            | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      1263000 | PA      | $1186036.54     | 0.00%             | 2031-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                                        | CNA FINANCIAL CORP CNA FINANCIAL CORP                      | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3447275.27     | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC COMPANY GUAR 05/35 5.15               | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |        70000 | PA      | $68253.75       | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MILWAUKEE WIS REDEV AUTH REV                                                     | MILWAUKEE WI REDEV AUTH REVENU MLWDEV 04/37 ZEROCPNOID 0   | CUSIP: 60242NDM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      2150000 | PA      | $1215538.41     | 0.00%             | 2037-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 05/52 4.75             | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       400000 | PA      | $337012.89      | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 11/52 6.9                         | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8500000 | PA      | $8032106.37     | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 07/27 4.4              | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      3080000 | PA      | $3073854.29     | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | MEXICO LA SP MYC                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |            1 | NC      | $112440.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK + CO INC COMPANY GUAR 09/55 5.7                      | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       497000 | PA      | $493915.41      | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSECURED 05/21 4.1               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |      9700000 | PA      | $6564817.90     | 0.02%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                     | BECTON DICKINSON + CO SR UNSECURED 05/50 3.794             | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      4086000 | PA      | $2957271.22     | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 11/32 4.3                        | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     20625000 | PA      | $20092781.98    | 0.07%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTALEXCHANGE SR UNSECURED 03/33 4.6            | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     17886000 | PA      | $17662612.80    | 0.06%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 12/51 2.875          | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $684628.80      | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STRIPE GLOBAL HOLDINGS INC                                                       | 86333 AB9                                                  | CUSIP: 990ADAYN7<br>LEI: 254900VYCQ4K0SLSXF22 | Long             | DBT              | CORP              | US        |     28300000 | PA      | $27651591.25    | 0.10%             | 2031-03-26      | Fixed         | 5.17%                 | Yes           |                  3 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 12/57 3.8                            | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    215680000 | PA      | $145959222.81   | 0.51%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE                                                                 | CALIFORNIA ST CAS 11/26 FIXED OID 6.875                    | CUSIP: 13063BKD3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      2550000 | PA      | $2586630.75     | 0.01%             | 2026-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 02/42 2.375                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    514700000 | PA      | $375268572.93   | 1.32%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER COMPANY                                                        | MISSISSIPPI POWER CO SR UNSECURED 07/51 3.1                | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     18550000 | PA      | $12043477.13    | 0.04%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-26

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer