# EDGAR Filing Document

**Accession Number:** 0000898745
**File Stem:** 0000898745-25-000887
**Filing Date:** 2025-12
**Character Count:** 386688
**Document Hash:** 74c3a9fed3ff98b616cb014f87e5a832
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000898745-25-000887.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000898745-25-000887

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PRINCIPAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000898745

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07572
- **FILM NUMBER:** 251596307

**BUSINESS ADDRESS:**
- **STREET 1:** 711 HIGH STREET
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392
- **BUSINESS PHONE:** 515-235-9328

**MAIL ADDRESS:**
- **STREET 1:** PRINCIPAL FINANCIAL GROUP
- **CITY:** DES MOINES
- **STATE:** IA
- **ZIP:** 50392

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS, INC
- **DATE OF NAME CHANGE:** 20211220

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL FUNDS INC
- **DATE OF NAME CHANGE:** 20080616

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRINCIPAL INVESTORS FUND INC
- **DATE OF NAME CHANGE:** 20001012

## Series and Classes Contracts Data

### Core Plus Bond Fund fka Bond & Mortgage Securities Fund (Series ID: S000006952)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000018958 | R-3                 | PBMMX           |
| C000018959 | R-5                 | PBMPX           |
| C000018961 | Institutional Class | PMSIX           |
| C000018962 | J Class             | PBMJX           |
| C000018963 | A Class             | PRBDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Principal Funds, Inc

- **b. Investment Company Act file number:** 811-07572

- **c. CIK number of Registrant:** 0000898745

- **d. LEI of Registrant:** 549300HZGBXSW6DSXF23

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

  - **Street Address 1:** 801 Grand Ave

  - **City:** Des Moines

  - **State:** IA

  - **Foreign country:** US

  - **Zip / Postal Code:** 50309

  - **Telephone number:** 515-235-1719

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

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

- **b. EDGAR series identifier (if any):** S000006952

- **c. LEI of Series:** KIJ3S7K8DD1O6JZ8TF70

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $559973237.26

**Total Liabilities:** $40908454.64

**Net Assets:** $519064782.62

**Delayed Delivery Securities:** $4181791.25

**Cash Not Reported:** $35101.08

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1154.97330000 | **1-Year:** 6519.73230000 | **5-Year:** 70117.89800000 | **10-Year:** 57233.11900000 | **30-Year:** 68505.57590000

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

- **3-Month:** 182.05420000 | **1-Year:** 1027.68170000 | **5-Year:** 11052.42900000 | **10-Year:** 9021.44820000 | **30-Year:** 10798.28460000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018958 | 1.24%                | 1.12%                | 0.33%                |
| Class ID C000018963 | 1.24%                | 1.12%                | 0.45%                |
| Class ID C000018962 | 1.23%                | 1.22%                | 0.34%                |
| Class ID C000018959 | 1.26%                | 1.14%                | 0.36%                |
| Class ID C000018961 | 1.16%                | 1.15%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1005935.92             | $4993689.41                                |
| Month 2  | $1058282.73              | $2261660.71                                |
| Month 3  | $9132.10                 | $126526.22                                 |

**Designated Index Information**

- **Index Name:** Bloomberg US Agg Bond TR USD

- **Index Identifier:** LBUSTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    590000 | PA      | $557664.28    | 0.11%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                                                  | Grupo Aeromexico SAB de CV                                                                  | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200561.39    | 0.04%             | 2031-11-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: —       |
| SREIT Trust 2021-MFP                                                                        | SREIT Trust 2021-MFP                                                                        | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    838842 | PA      | $837530.83    | 0.16%             | 2038-11-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31371KKL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       409 | PA      | $430.77       | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HWM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     13608 | PA      | $13946.53     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                                    | Cooperatieve Rabobank UA                                                                    | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    330000 | PA      | $337018.20    | 0.06%             | 2031-05-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31402C2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    165696 | PA      | $168955.83    | 0.03%             | 2033-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $318920.00    | 0.06%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GUKM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    636634 | PA      | $670898.30    | 0.13%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292GVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       300 | PA      | $306.47       | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                                   | Garda World Security Corp                                                                   | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $330680.68    | 0.06%             | 2032-11-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                                        | Saudi Arabian Oil Co                                                                        | CUSIP: 80414L2X2<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $203237.48    | 0.04%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31390YLR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2152 | PA      | $2195.68      | 0.00%             | 2032-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc                                                             | Kronos Acquisition Holdings Inc                                                             | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    148000 | PA      | $109783.88    | 0.02%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3715997 | PA      | $3036688.96   | 0.59%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31283HHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       328 | PA      | $338.34       | 0.00%             | 2030-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    340000 | PA      | $353470.53    | 0.07%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    655000 | PA      | $686996.32    | 0.13%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HQC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      2084 | PA      | $2170.78      | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                                                                     | Zayo Group Holdings Inc                                                                     | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |    131878 | PA      | $125394.88    | 0.02%             | 2030-03-09      | Variable      | 9.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230345.15    | 0.04%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vibrantz Technologies Inc                                                                   | Vibrantz Technologies Inc                                                                   | CUSIP: 69357VAA3<br>LEI: 549300GYZ1T3S8OPH343 | Long             | DBT              | CORP              | US        |    481000 | PA      | $255890.93    | 0.05%             | 2030-02-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    237000 | PA      | $190247.01    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YHR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2199999 | PA      | $2202769.15   | 0.42%             | 2053-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    542000 | PA      | $561665.39    | 0.11%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36225BNR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2019 | PA      | $2109.65      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128M6QM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    110932 | PA      | $115464.96    | 0.02%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                                   | Garda World Security Corp                                                                   | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $395070.21    | 0.08%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    235000 | PA      | $242857.73    | 0.05%             | 2030-01-24      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QRCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1241750 | PA      | $1296029.54   | 0.25%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                             | CSL Finance PLC                                                                             | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $661495.20    | 0.13%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y6TZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    580732 | PA      | $591527.04    | 0.11%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DMYD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2347849 | PA      | $2042884.54   | 0.39%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1393759.59   | 0.27%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    355000 | PA      | $362003.27    | 0.07%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNF99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2646403 | PA      | $2188385.67   | 0.42%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83562.56     | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38381REB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2269807 | PA      | $222316.68    | 0.04%             | 2043-12-16      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $694492.32    | 0.13%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31414MNP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    126554 | PA      | $133947.02    | 0.03%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418DTR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1379544 | PA      | $1173926.28   | 0.23%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B0LN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1518290 | PA      | $191294.08    | 0.04%             | 2048-01-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                             | Zayo Issuer LLC                                                                             | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1407423.92   | 0.27%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    625000 | PA      | $650506.88    | 0.13%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    450000 | PA      | $484318.35    | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3132J6PR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    476426 | PA      | $441807.97    | 0.09%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2550000 | PA      | $2488369.71   | 0.48%             | 2055-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1338134 | PA      | $226979.54    | 0.04%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Maxim Crane Works Holdings Capital LLC                                                      | Maxim Crane Works Holdings Capital LLC                                                      | CUSIP: 57779EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $491746.73    | 0.09%             | 2028-09-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                            | AmeriTex HoldCo Intermediate LLC                                                            | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    640000 | PA      | $669489.05    | 0.13%             | 2033-08-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                                     | KeyBank NA/Cleveland OH                                                                     | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006936.63   | 0.19%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4045000 | PA      | $4218871.90   | 0.81%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31410LUN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     42497 | PA      | $41370.56     | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                               | Santander Drive Auto Receivables Trust 2025-1                                               | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    294189 | PA      | $294295.88    | 0.06%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                                          | Saavi Energia Sarl                                                                          | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |    455000 | PA      | $489125.00    | 0.09%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Chase Funding Trust Series 2003-5                                                           | Chase Funding Trust Series 2003-5                                                           | CUSIP: 161546GR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    383941 | PA      | $388608.40    | 0.07%             | 2033-07-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1027347 | PA      | $937536.50    | 0.18%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                               | Aircastle Ltd                                                                               | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    165000 | PA      | $171823.50    | 0.03%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128MJC24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     16250 | PA      | $17039.13     | 0.00%             | 2035-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFE Fibra E                                                                                 | CFE Fibra E                                                                                 | CUSIP: 125276AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $402080.00    | 0.08%             | 2040-09-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    265000 | PA      | $281042.87    | 0.05%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Aircraft Leasing Co Ltd                                                              | Global Aircraft Leasing Co Ltd                                                              | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    738000 | PA      | $759800.52    | 0.15%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                             | Permian Resources Operating LLC                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202754.66    | 0.04%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp                                       | Archrock Partners LP / Archrock Partners Finance Corp                                       | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $286212.96    | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1178650 | PA      | $1154870.97   | 0.22%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 3620AC2B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124483 | PA      | $124631.02    | 0.02%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1168177.25   | 0.23%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                              | BBCMS Mortgage Trust 2024-5C29                                                              | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1797762.05   | 0.35%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36213JQA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9261 | PA      | $9509.06      | 0.00%             | 2031-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc                                                                       | Williams Scotsman Inc                                                                       | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177640.60    | 0.03%             | 2028-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QR4G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2416365 | PA      | $2472350.15   | 0.48%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                      | Citadel Securities Global Holdings LLC                                                      | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    900000 | PA      | $944247.60    | 0.18%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                            | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                            | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    594304 | PA      | $628548.25    | 0.12%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379EAU6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    852180 | PA      | $106000.22    | 0.02%             | 2044-08-20      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Jane Street Group / JSG Finance Inc                                                         | Jane Street Group / JSG Finance Inc                                                         | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1269537.62   | 0.24%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                               | TransDigm Inc                                                                               | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277339.95    | 0.05%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1345000 | PA      | $1298694.70   | 0.25%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                             | CMS Energy Corp                                                                             | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1113179.85   | 0.21%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $153610.50    | 0.03%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36177PPF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    379095 | PA      | $357152.11    | 0.07%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102BT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19000 | PA      | $18989.20     | 0.00%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Phinia Inc                                                                                  | Phinia Inc                                                                                  | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98003.24     | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                                          | Discover Card Execution Note Trust                                                          | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   3055000 | PA      | $3056717.52   | 0.59%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202DBX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       806 | PA      | $830.46       | 0.00%             | 2029-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NCL Finance Ltd                                                                             | NCL Finance Ltd                                                                             | CUSIP: 62888HAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    340000 | PA      | $347188.48    | 0.07%             | 2028-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1550000 | PA      | $1552906.25   | 0.30%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3239537.71   | 0.62%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10745000 | PA      | $10747518.41  | 2.07%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQBV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    836887 | PA      | $867496.88    | 0.17%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    715000 | PA      | $713067.51    | 0.14%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GTE51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1000982 | PA      | $1003958.64   | 0.19%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187640.17    | 0.04%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1772993.06   | 0.34%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQ7L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1259367 | PA      | $1302138.10   | 0.25%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LBZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1842669 | PA      | $311255.52    | 0.06%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31389K5Z0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      9555 | PA      | $9981.66      | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2438426.62   | 0.47%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                                   | Block Inc                                                                                   | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    363000 | PA      | $371166.05    | 0.07%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                                       | Mercedes-Benz Auto Lease Trust 2024-A                                                       | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321047 | PA      | $321667.77    | 0.06%             | 2027-02-16      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133BH2H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1073591 | PA      | $1053818.66   | 0.20%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31296QV64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    163561 | PA      | $166852.77    | 0.03%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                                    | Philippine Government International Bond                                                    | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    550000 | PA      | $588170.31    | 0.11%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DMX59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3619544 | PA      | $3020003.16   | 0.58%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1365000 | PA      | $895815.22    | 0.17%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                                         | JPMBB Commercial Mortgage Securities Trust 2014-C24                                         | CUSIP: 46643GAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    959094 | PA      | $9.59         | 0.00%             | 2047-11-15      | Variable      | 0.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YU77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1594337 | PA      | $1628429.14   | 0.31%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380GGX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   3772394 | PA      | $533246.71    | 0.10%             | 2047-08-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                                    | Vistra Operations Co LLC                                                                    | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181647.02    | 0.03%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36297GES5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    561335 | PA      | $563421.38    | 0.11%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                                    | Warnermedia Holdings Inc                                                                    | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    324000 | PA      | $320740.56    | 0.06%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                               | AIB Group PLC                                                                               | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    815000 | PA      | $858192.64    | 0.17%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31415LP84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     25431 | PA      | $26201.76     | 0.01%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YDH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3045908 | PA      | $2981439.25   | 0.57%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1070912 | PA      | $1069516.46   | 0.21%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LCA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2108329 | PA      | $388678.41    | 0.07%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                             | Danske Bank A/S                                                                             | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    345000 | PA      | $347281.05    | 0.07%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                                 | Citigroup Commercial Mortgage Trust 2019-C7                                                 | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1423512.15   | 0.27%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                             | AmeriCredit Automobile Receivables Trust 2024-1                                             | CUSIP: 023947AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231928 | PA      | $231997.43    | 0.04%             | 2028-02-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HP32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       544 | PA      | $551.75       | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                               | Santander Drive Auto Receivables Trust 2024-1                                               | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340310 | PA      | $340740.17    | 0.07%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                                        | International Business Machines Corp                                                        | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275086.40    | 0.05%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $337158.36    | 0.06%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2025-1                                                          | Ally Auto Receivables Trust 2025-1                                                          | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1340000 | PA      | $1339759.60   | 0.26%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339092.24    | 0.07%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Rfna LP                                                                                     | Rfna LP                                                                                     | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537713.21    | 0.10%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Antofagasta PLC                                                                             | Antofagasta PLC                                                                             | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308214.00    | 0.06%             | 2035-09-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71864.52     | 0.01%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    260000 | PA      | $292235.27    | 0.06%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GT2R6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2174303 | PA      | $2214721.26   | 0.43%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                         | Cheniere Energy Inc                                                                         | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    235000 | PA      | $243059.62    | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                            | DT Midstream Inc                                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1629463.52   | 0.31%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128LDQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    124271 | PA      | $129074.24    | 0.02%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |    515000 | PA      | $512616.22    | 0.10%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128P7Q89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    106138 | PA      | $107949.31    | 0.02%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QTEX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    465380 | PA      | $487244.07    | 0.09%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                             | AdaptHealth LLC                                                                             | CUSIP: 00653VAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $289896.30    | 0.06%             | 2028-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $24275.89     | 0.00%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                                | Synopsys Inc                                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333385.61    | 0.06%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                            | Burlington Northern Santa Fe LLC                                                            | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $158925.45    | 0.03%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382GT77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    496617 | PA      | $78456.27     | 0.02%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1962219 | PA      | $1923419.17   | 0.37%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140M7PW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4091657 | PA      | $3373313.47   | 0.65%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403769.83    | 0.08%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX 2025-BIO3 Mortgage Trust                                                                 | BX 2025-BIO3 Mortgage Trust                                                                 | CUSIP: 123911AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1033806.20   | 0.20%             | 2042-02-10      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                               | Olympus Water US Holding Corp                                                               | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199822.29    | 0.04%             | 2029-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| VoltaGrid LLC                                                                               | VoltaGrid LLC                                                                               | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320371.35    | 0.06%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     52046 | PA      | $51783.75     | 0.01%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36213UKT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83 | PA      | $83.60        | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264894.13    | 0.05%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                                              | 1261229 BC Ltd                                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    310000 | PA      | $324045.95    | 0.06%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313476.03    | 0.06%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-XL2                                                       | BX Commercial Mortgage Trust 2021-XL2                                                       | CUSIP: 05609KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    754293 | PA      | $753349.66    | 0.15%             | 2038-10-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1656376 | PA      | $1437853.54   | 0.28%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                                    | Marsh & McLennan Cos Inc                                                                    | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    160000 | PA      | $176163.64    | 0.03%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                                                                      | EquipmentShare.com Inc                                                                      | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |    381000 | PA      | $373499.02    | 0.07%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ALA Trust 2025-OANA                                                                         | ALA Trust 2025-OANA                                                                         | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003750.00   | 0.19%             | 2040-06-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                              | Carmax Auto Owner Trust 2024-3                                                              | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457072 | PA      | $458191.41    | 0.09%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $430221.66    | 0.08%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QTG86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1723809 | PA      | $1760011.39   | 0.34%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     75501 | PA      | $80095.20     | 0.02%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                              | Louisville Gas and Electric Co                                                              | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195715.76    | 0.04%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140F47L4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2167549 | PA      | $1975426.12   | 0.38%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140ARHY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1037743 | PA      | $1032783.89   | 0.20%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-3                                                         | Hilton Grand Vacations Trust 2024-3                                                         | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    659263 | PA      | $665925.22    | 0.13%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $285969.35    | 0.06%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $202319.36    | 0.04%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                                       | Tenet Healthcare Corp                                                                       | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    261000 | PA      | $265838.94    | 0.05%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                           | DISH Network Corp                                                                           | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    255000 | PA      | $268459.67    | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                             | Southern Co/The                                                                             | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    640000 | PA      | $675474.50    | 0.13%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                                           | Post Holdings Inc                                                                           | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175087.85    | 0.03%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc                                                                    | Mercer International Inc                                                                    | CUSIP: 588056BB6<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71125.51     | 0.01%             | 2029-02-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                                       | Delta Air Lines Inc / SkyMiles IP Ltd                                                       | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    705000 | PA      | $709851.70    | 0.14%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ILFC E-Capital Trust II                                                                     | ILFC E-Capital Trust II                                                                     | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $209393.32    | 0.04%             | 2065-12-21      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                                | Discovery Communications LLC                                                                | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    195000 | PA      | $188635.20    | 0.04%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XCXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1223302 | PA      | $1062873.18   | 0.20%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    855000 | PA      | $586298.72    | 0.11%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BSTN Commercial Mortgage Trust 2025-1C                                                      | BSTN Commercial Mortgage Trust 2025-1C                                                      | CUSIP: 05615EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3093347.10   | 0.60%             | 2044-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202EDQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17203 | PA      | $17793.17     | 0.00%             | 2035-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC Term Loan B                                                           | Directv Financing LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    446107 | PA      | $439972.62    | 0.08%             | 2031-02-15      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The                                                                       | ADT Security Corp/The                                                                       | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71011.29     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249451.20    | 0.05%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128KRML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    209298 | PA      | $216361.75    | 0.04%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC Tern Loan Extended                                                    | Directv Financing LLC Tern Loan Extended                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    207395 | PA      | $207589.97    | 0.04%             | 2029-08-02      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    800979 | PA      | $693763.33    | 0.13%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                                      | WF Card Issuance Trust                                                                      | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $809098.24    | 0.16%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AIB Group PLC                                                                               | AIB Group PLC                                                                               | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    355000 | PA      | $365565.72    | 0.07%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    540000 | PA      | $511971.02    | 0.10%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107922.89    | 0.02%             | 2030-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $990787.38    | 0.19%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                                       | American Airlines Inc                                                                       | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    236000 | PA      | $246214.55    | 0.05%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| K Hovnanian Enterprises Inc                                                                 | K Hovnanian Enterprises Inc                                                                 | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189391.74    | 0.04%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468044.82    | 0.09%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4014687.52   | 0.77%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd                                                                      | AS Mileage Plan IP Ltd                                                                      | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    405000 | PA      | $403119.13    | 0.08%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43712.92     | 0.01%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HGZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1481 | PA      | $1533.71      | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        65 | NC      | $145461.81    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2025-167G Mortgage Trust                                                               | COMM 2025-167G Mortgage Trust                                                               | CUSIP: 12674VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $803281.12    | 0.15%             | 2040-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38376UBJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1067411 | PA      | $139136.86    | 0.03%             | 2047-03-20      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Altice France SA                                                                            | Altice France SA                                                                            | CUSIP: 02090DAA6<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    408321 | PA      | $416026.13    | 0.08%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                              | Bombardier Inc                                                                              | CUSIP: 097751BZ3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $156268.58    | 0.03%             | 2029-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Scotiabank Peru SAA                                                                         | Scotiabank Peru SAA                                                                         | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $207600.00    | 0.04%             | 2035-10-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA Term Loan B                                                  | Consolidated Energy Finance SA Term Loan B                                                  | CUSIP: N/A<br>LEI: 549300PUNIS0USNSL750       | Long             | LON              | CORP              | LU        |     49622 | PA      | $41496.55     | 0.01%             | 2030-11-15      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp Inc                                                      | Chobani LLC / Chobani Finance Corp Inc                                                      | CUSIP: 17027NAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $358801.73    | 0.07%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Vedanta Resources Finance II PLC                                                            | Vedanta Resources Finance II PLC                                                            | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $273990.35    | 0.05%             | 2030-07-24      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179QYR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    309450 | PA      | $282578.17    | 0.05%             | 2045-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QP2F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1949864 | PA      | $1866971.47   | 0.36%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Digicel International Finance Ltd / Difl US LLC                                             | Digicel International Finance Ltd / Difl US LLC                                             | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    636000 | PA      | $633135.13    | 0.12%             | 2032-08-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding 1 LLC                                                            | Wheels Fleet Lease Funding 1 LLC                                                            | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   1590000 | PA      | $1592850.23   | 0.31%             | 2040-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BPR Trust 2024-PMDW                                                                         | BPR Trust 2024-PMDW                                                                         | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2675984.59   | 0.52%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                      | Colombia Government International Bond                                                      | CUSIP: 195325ES0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    300000 | PA      | $338085.00    | 0.07%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511947.81    | 0.10%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC Term Loan B                                                        | NGL Energy Operating LLC Term Loan B                                                        | CUSIP: N/A<br>LEI: 5493008CQD36WWZJ3O79       | Long             | LON              | CORP              | US        |    213343 | PA      | $213343.20    | 0.04%             | 2031-02-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                               | Chase Auto Owner Trust 2024-4                                                               | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286916 | PA      | $287346.96    | 0.06%             | 2027-09-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140H1WH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15391 | PA      | $14414.16     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202C7L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3702 | PA      | $3797.41      | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                 | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                                 | CUSIP: 91327AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    465000 | PA      | $416871.60    | 0.08%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                                        | Westpac Banking Corp                                                                        | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    625000 | PA      | $612814.72    | 0.12%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital             | Charter Communications Operating LLC / Charter Communications Operating Capital             | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $784051.31    | 0.15%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAW9<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $242572.56    | 0.05%             | 2030-10-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XGXU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2843508 | PA      | $2444926.70   | 0.47%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                                    | LABL Inc                                                                                    | CUSIP: 50168QAE5<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    310000 | PA      | $231132.37    | 0.04%             | 2028-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                                         | Drive Auto Receivables Trust 2024-2                                                         | CUSIP: 26207AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348780 | PA      | $348942.76    | 0.07%             | 2027-12-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    425000 | PA      | $415878.31    | 0.08%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    835000 | PA      | $839816.15    | 0.16%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                                                 | United States Treasury Bill                                                                 | CUSIP: 912797QZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1020000 | PA      | $1015067.66   | 0.20%             | 2025-12-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                           | Iron Mountain Inc                                                                           | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46022.72     | 0.01%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4720000 | PA      | $4426843.73   | 0.85%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                                  | Ecolab Inc                                                                                  | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $677588.11    | 0.13%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QQBY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3008206 | PA      | $2959729.37   | 0.57%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1280801.78   | 0.25%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                                                           | OneSky Flight LLC                                                                           | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9550.52      | 0.00%             | 2029-12-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225764.55    | 0.04%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LABL Inc Term Loan B                                                                        | LABL Inc Term Loan B                                                                        | CUSIP: N/A<br>LEI: 5493004FUZN8R6Y3VB98       | Long             | LON              | CORP              | US        |    552196 | PA      | $414538.85    | 0.08%             | 2028-10-22      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138EPGX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    661401 | PA      | $676133.27    | 0.13%             | 2044-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CaixaBank SA                                                                                | CaixaBank SA                                                                                | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    490000 | PA      | $503310.65    | 0.10%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-1                                                             | JP Morgan Mortgage Trust 2024-1                                                             | CUSIP: 46657PAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1329871 | PA      | $1331801.02   | 0.26%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $23256.42     | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38378TWD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    666218 | PA      | $109633.37    | 0.02%             | 2043-05-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MNL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1017074 | PA      | $1054507.16   | 0.20%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    575000 | PA      | $589158.49    | 0.11%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| LABL Inc                                                                                    | LABL Inc                                                                                    | CUSIP: 50168QAF2<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64281.67     | 0.01%             | 2031-10-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Global Infrastructure Solutions Inc                                                         | Global Infrastructure Solutions Inc                                                         | CUSIP: 37960XAA5<br>LEI: 2549003BGLQITAJ6ZT28 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294888.61    | 0.06%             | 2029-06-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                                                                | Enerflex Ltd                                                                                | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    236000 | PA      | $240844.14    | 0.05%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403357.47    | 0.08%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer            | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $262239.09    | 0.05%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KRPQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1344130 | PA      | $1374538.72   | 0.26%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                | CCO Holdings LLC / CCO Holdings Capital Corp                                                | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    379000 | PA      | $355279.98    | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                               | Public Service Co of Colorado                                                               | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214229.03    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                         | Hotwire Funding LLC                                                                         | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1218606.50   | 0.23%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Banco de Credito del Peru S.A.                                                              | Banco de Credito del Peru S.A.                                                              | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |    600000 | PA      | $602874.00    | 0.12%             | 2037-01-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                         | Petroleos Mexicanos                                                                         | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    685000 | PA      | $621158.34    | 0.12%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380UHT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1899725 | PA      | $244265.92    | 0.05%             | 2046-11-20      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    410000 | PA      | $419432.31    | 0.08%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DTMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1213164 | PA      | $1237992.90   | 0.24%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                                                                        | LifePoint Health Inc                                                                        | CUSIP: 53219LAY5<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    526000 | PA      | $567969.54    | 0.11%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                                        | Kioxia Holdings Corp                                                                        | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206496.40    | 0.04%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM              | EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM              | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    495000 | PA      | $496291.74    | 0.10%             | 2030-09-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    637797 | PA      | $594321.06    | 0.11%             | 2048-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                                    | World Omni Auto Receivables Trust 2023-C                                                    | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493097 | PA      | $495589.95    | 0.10%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DROP Mortgage Trust 2021-FILE                                                               | DROP Mortgage Trust 2021-FILE                                                               | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1455000.00   | 0.28%             | 2043-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                                               | Boston Gas Co                                                                               | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $265430.98    | 0.05%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    665000 | PA      | $590921.32    | 0.11%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd / Aircastle Ireland DAC                                                       | Aircastle Ltd / Aircastle Ireland DAC                                                       | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    910000 | PA      | $947001.12    | 0.18%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                                       | Gildan Activewear Inc                                                                       | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $388316.91    | 0.07%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317592.90    | 0.06%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                               | CommScope LLC                                                                               | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    238000 | PA      | $238717.57    | 0.05%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp                                                                           | Chord Energy Corp                                                                           | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330785.36    | 0.06%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    283000 | PA      | $287871.21    | 0.06%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $233060.03    | 0.04%             | 2046-08-11      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31414FNE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     45742 | PA      | $47336.20     | 0.01%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class B Pass Through Trust                                         | American Airlines 2021-1 Class B Pass Through Trust                                         | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7300 | PA      | $6965.10      | 0.00%             | 2032-01-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZipRecruiter Inc                                                                            | ZipRecruiter Inc                                                                            | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $234832.80    | 0.05%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5136.02      | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                           | ConocoPhillips Co                                                                           | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    460000 | PA      | $448277.14    | 0.09%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136A8JY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    227148 | PA      | $4122.29      | 0.00%             | 2027-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                           | Brown & Brown Inc                                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    235000 | PA      | $241872.92    | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31294BH99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1368 | PA      | $1430.83      | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133B9MG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2340617 | PA      | $2169135.25   | 0.42%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                                  | Ford Credit Floorplan Master Owner Trust A                                                  | CUSIP: 34528QJK1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502002.20    | 0.10%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                   | Occidental Petroleum Corp                                                                   | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336903.27    | 0.06%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    350000 | PA      | $365762.65    | 0.07%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HJ96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        29 | PA      | $29.94        | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $351317.75    | 0.07%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aethon United BR LP / Aethon United Finance Corp                                            | Aethon United BR LP / Aethon United Finance Corp                                            | CUSIP: 00810GAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    681000 | PA      | $706509.13    | 0.14%             | 2029-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                           | Southern Power Co                                                                           | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    495000 | PA      | $489741.36    | 0.09%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137B7TV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    101090 | PA      | $1377.62      | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                  | Allianz SE                                                                                  | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $414201.60    | 0.08%             | N/A             | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                           | Huntington Ingalls Industries Inc                                                           | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263653.30    | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130728.18    | 0.03%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    625000 | PA      | $595740.34    | 0.11%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                                           | Abu Dhabi National Energy Co PJSC                                                           | CUSIP: 00388WAM3<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $203612.91    | 0.04%             | 2033-04-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $178305.79    | 0.03%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414175.27    | 0.08%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31296SBJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     14474 | PA      | $14847.36     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                                      | Credit Acceptance Corp                                                                      | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    355000 | PA      | $372292.76    | 0.07%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202DCR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       827 | PA      | $854.12       | 0.00%             | 2029-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201TKE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7773 | PA      | $8015.73      | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7200000 | PA      | $5529093.77   | 1.07%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP Term Loan B                                                              | WestJet Loyalty LP Term Loan B                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    145281 | PA      | $145736.06    | 0.03%             | 2031-02-14      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140HD5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    467100 | PA      | $474057.16    | 0.09%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                                                          | Volkswagen Auto Lease Trust 2025-B                                                          | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1145000 | PA      | $1144223.92   | 0.22%             | 2028-04-20      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                             | CVS Health Corp                                                                             | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485020.44    | 0.09%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    322000 | PA      | $300962.39    | 0.06%             | N/A             | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38377WKK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    432171 | PA      | $60431.22     | 0.01%             | 2041-04-20      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                       | Directv Financing LLC                                                                       | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $248535.70    | 0.05%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31413AJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    100769 | PA      | $106480.74    | 0.02%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165337.43    | 0.03%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                                        | Beignet Investor LLC                                                                        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $634690.90    | 0.12%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $442942.08    | 0.09%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132A4Q68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    528440 | PA      | $502955.03    | 0.10%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    485000 | PA      | $482332.78    | 0.09%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                                       | Reynolds American Inc                                                                       | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    635000 | PA      | $661248.48    | 0.13%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AFR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1031905 | PA      | $111334.01    | 0.02%             | 2043-08-25      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31402NF52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     33508 | PA      | $33998.88     | 0.01%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                                   | Duke Energy Carolinas LLC                                                                   | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    500000 | PA      | $398593.82    | 0.08%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                                 | MetLife Inc                                                                                 | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135382.00    | 0.03%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC/NV Term Loan B                                                   | Fertitta Entertainment LLC/NV Term Loan B                                                   | CUSIP: N/A<br>LEI: 984500A0805D8V551D35       | Long             | LON              | CORP              | US        |    764392 | PA      | $763467.21    | 0.15%             | 2029-01-27      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                                  | Smurfit Kappa Treasury ULC                                                                  | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |   1125000 | PA      | $1159502.18   | 0.22%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3132HRKN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1022363 | PA      | $948083.57    | 0.18%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $995037.89    | 0.19%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Mercer International Inc                                                                    | Mercer International Inc                                                                    | CUSIP: 588056BC4<br>LEI: 549300Z5IAG39VRTY874 | Long             | DBT              | CORP              | US        |    125000 | PA      | $103780.90    | 0.02%             | 2028-10-01      | Fixed         | 12.88%                | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund - Institutional Class                                           | BlackRock Liquidity FedFund - Institutional Class                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    589572 | NS      | $589572.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1395893.60   | 0.27%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1444794.46   | 0.28%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36213FEK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2417 | PA      | $2479.49      | 0.00%             | 2032-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                   | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    455000 | PA      | $478309.00    | 0.09%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102BZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $152318.39    | 0.03%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-NXS5                                             | Wells Fargo Commercial Mortgage Trust 2016-NXS5                                             | CUSIP: 95000CBA0<br>LEI: 549300SGFUCMB43V8P22 | Long             | ABS-MBS          | CORP              | US        |    331628 | PA      | $330878.33    | 0.06%             | 2059-01-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                                  | VMware LLC                                                                                  | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1277273.74   | 0.25%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    220000 | PA      | $138828.86    | 0.03%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                               | Freedom Mortgage Holdings LLC                                                               | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    455000 | PA      | $483676.83    | 0.09%             | 2031-05-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AYGG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    106481 | PA      | $1760.29      | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77211.00     | 0.01%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                            | Paramount Global                                                                            | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    375000 | PA      | $346888.08    | 0.07%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Term Loan B                                             | Clydesdale Acquisition Holdings Inc Term Loan B                                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |    436753 | PA      | $435578.37    | 0.08%             | 2032-03-26      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                    | iHeartCommunications Inc                                                                    | CUSIP: 45174HBG1<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |     96000 | PA      | $87129.46     | 0.02%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QSG21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2293926 | PA      | $2302977.55   | 0.44%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1681086 | PA      | $1704525.86   | 0.33%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-A                                                       | Mercedes-Benz Auto Lease Trust 2025-A                                                       | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1922273.51   | 0.37%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    800000 | PA      | $782864.84    | 0.15%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                                    | Cloud Software Group Inc                                                                    | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191352.90    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                                                     | BFLD Commercial Mortgage Trust 2025-5MW                                                     | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749455.58    | 0.14%             | 2042-10-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136A5EL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    126877 | PA      | $1831.87      | 0.00%             | 2027-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chobani Holdco II LLC                                                                       | Chobani Holdco II LLC                                                                       | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398305 | PA      | $421926.88    | 0.08%             | 2029-10-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| Lightning Power LLC                                                                         | Lightning Power LLC                                                                         | CUSIP: 53229KAA7<br>LEI: 254900BWCHJ03XRL8K59 | Long             | DBT              | CORP              | US        |    526000 | PA      | $557169.71    | 0.11%             | 2032-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379QD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    873928 | PA      | $109011.79    | 0.02%             | 2045-10-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                      | XHR LP                                                                                      | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15310.79     | 0.00%             | 2030-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                                        | Kioxia Holdings Corp                                                                        | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $208621.66    | 0.04%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HMV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5495 | PA      | $5663.39      | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2025-1                                                             | JP Morgan Mortgage Trust 2025-1                                                             | CUSIP: 46658UAL5<br>LEI: 529900DB310G9HU4BP72 | Long             | ABS-MBS          | CORP              | US        |   1484766 | PA      | $1498284.36   | 0.29%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-3                                                               | Sequoia Mortgage Trust 2024-3                                                               | CUSIP: 81749JAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1857960 | PA      | $1862731.86   | 0.36%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc                                                                        | Fiesta Purchaser Inc                                                                        | CUSIP: 31659AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $269145.87    | 0.05%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1092357.72   | 0.21%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC Term Loan B                                                             | Shift4 Payments LLC Term Loan B                                                             | CUSIP: N/A<br>LEI: 254900GTEMR7L40VPI74       | Long             | LON              | CORP              | US        |    440000 | PA      | $442384.80    | 0.09%             | 2032-05-07      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group Inc                                                               | Sinclair Television Group Inc                                                               | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |    546000 | PA      | $556423.14    | 0.11%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                                 | Exelon Corp                                                                                 | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246140.80    | 0.05%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Advancion Holdings LLC Term Loan                                                            | Advancion Holdings LLC Term Loan                                                            | CUSIP: N/A<br>LEI: 254900GMIYFF4FZ0A357       | Long             | LON              | CORP              | US        |    375055 | PA      | $337549.48    | 0.07%             | 2028-11-24      | Floating      | 11.81%                | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    877243 | PA      | $836710.84    | 0.16%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avation PLC - Warrants                                                                      | Avation PLC - Warrants                                                                      | CUSIP: N/A<br>LEI: 213800KA972GUP1B6I78       | Long             | EC               | CORP              | GB        |      3500 | NS      | $1839.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                              | NRG Energy Inc                                                                              | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    283000 | PA      | $284995.28    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                               | Olympus Water US Holding Corp                                                               | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    375000 | PA      | $359233.05    | 0.07%             | 2028-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                                     | Duke Energy Florida LLC                                                                     | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $302511.28    | 0.06%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11000.52     | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                                       | Norfolk Southern Corp                                                                       | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230096.80    | 0.04%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380KAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    638353 | PA      | $83293.65     | 0.02%             | 2047-11-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $973097.07    | 0.19%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31298DX44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       180 | PA      | $180.71       | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                             | California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                             | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    551000 | PA      | $556710.56    | 0.11%             | 2032-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQAT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    992261 | PA      | $971422.60    | 0.19%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                                                     | Windstream Services LLC                                                                     | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25952.94     | 0.00%             | 2033-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RXO Inc                                                                                     | RXO Inc                                                                                     | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163000.00    | 0.03%             | 2027-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    322000 | PA      | $325609.85    | 0.06%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Principal Government Money Market Fund - Class R-6                                          | Principal Government Money Market Fund - Class R-6                                          | CUSIP: 74257B639<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  24597762 | NS      | $24597761.77  | 4.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    925000 | PA      | $774136.75    | 0.15%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Q8NS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7387 | PA      | $7297.76      | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308914.02    | 0.06%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205727.44    | 0.04%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $239913.61    | 0.05%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        29 | NC      | $1001.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                                  | Verizon Communications Inc                                                                  | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1131000 | PA      | $1027129.23   | 0.20%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WJQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    856018 | PA      | $712255.13    | 0.14%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ADC8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354628.55    | 0.07%             | 2029-06-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp                                        | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $112756.67    | 0.02%             | 2031-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XNCR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1807586 | PA      | $1852502.16   | 0.36%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                                                                         | Viavi Solutions Inc                                                                         | CUSIP: 925550AF2<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179137.45    | 0.03%             | 2029-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202CZ48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       645 | PA      | $665.14       | 0.00%             | 2028-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    680000 | PA      | $676679.08    | 0.13%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                               | Citigroup Inc                                                                               | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1383793.52   | 0.27%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KNAH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1876186 | PA      | $1546808.69   | 0.30%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XLGS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1571932 | PA      | $1547768.15   | 0.30%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                                      | OCP SA                                                                                      | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    320000 | PA      | $334769.92    | 0.06%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                             | Cemex SAB de CV                                                                             | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $207790.00    | 0.04%             | N/A             | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                                   | GM Financial Consumer Automobile Receivables Trust 2023-3                                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525414 | PA      | $529124.46    | 0.10%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EVV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2070194 | PA      | $1964662.56   | 0.38%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       266 | NC      | $-44313.07    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc                                                            | American International Group Inc                                                            | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    485000 | PA      | $504489.67    | 0.10%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1090690.01   | 0.21%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                     | Charles Schwab Corp/The                                                                     | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $353020.11    | 0.07%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                           | NatWest Group PLC                                                                           | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308031.29    | 0.06%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                                      | Credit Acceptance Corp                                                                      | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $369822.40    | 0.07%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                      | Romanian Government International Bond                                                      | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    250000 | PA      | $257072.04    | 0.05%             | 2036-05-16      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC / Cogent Finance Inc                                        | Cogent Communications Group LLC / Cogent Finance Inc                                        | CUSIP: 19240WAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $44856.33     | 0.01%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137FLUT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1995167 | PA      | $1955753.24   | 0.38%             | 2049-05-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Asurion LLC Term Loan B4                                                                    | Asurion LLC Term Loan B4                                                                    | CUSIP: N/A<br>LEI: 549300KNQVXGIOXWK278       | Long             | LON              | CORP              | US        |    525000 | PA      | $499768.50    | 0.10%             | 2029-01-20      | Floating      | 9.33%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                                                                     | Park River Holdings Inc                                                                     | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    410000 | PA      | $422072.08    | 0.08%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Eletson Holdings Inc - Escrow                                                               | Eletson Holdings Inc - Escrow                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LR        |   1748608 | PA      | $0.00         | 0.00%             | 2022-01-15      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                                              | BMW Vehicle Owner Trust 2024-A                                                              | CUSIP: 096919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199481 | PA      | $199727.48    | 0.04%             | 2027-02-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380GRS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    421088 | PA      | $67657.88     | 0.01%             | 2047-08-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                                   | Mid-America Apartments LP                                                                   | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    646000 | PA      | $416113.88    | 0.08%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                            | Black Hills Corp                                                                            | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    360000 | PA      | $359265.15    | 0.07%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010715.20   | 0.19%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408130.74    | 0.08%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380HZL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1620190 | PA      | $261746.51    | 0.05%             | 2047-10-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    820000 | PA      | $745793.44    | 0.14%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc Term Loan B                                                             | United Airlines Inc Term Loan B                                                             | CUSIP: N/A<br>LEI: K1OQBWM7XEOO08LDNP29       | Long             | LON              | CORP              | US        |    477859 | PA      | $478542.69    | 0.09%             | 2031-02-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-D                                                    | World Omni Auto Receivables Trust 2025-D                                                    | CUSIP: 98165HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499931.55    | 0.10%             | 2029-02-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                    | Acadia Healthcare Co Inc                                                                    | CUSIP: 00404AAQ2<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    127000 | PA      | $131288.03    | 0.03%             | 2033-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Centene Corp                                                                                | Centene Corp                                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    125000 | PA      | $123199.23    | 0.02%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                                  | AbbVie Inc                                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    615000 | PA      | $517671.88    | 0.10%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    965000 | PA      | $936275.81    | 0.18%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379FQW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    218964 | PA      | $6682.65      | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AQTT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     86063 | PA      | $4470.17      | 0.00%             | 2043-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HH56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       518 | PA      | $531.54       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4484179.71   | 0.86%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216407.82    | 0.04%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                           | United Airlines 2024-1 Class A Pass Through Trust                                           | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700003 | PA      | $716137.50    | 0.14%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                                  | Alliant Energy Finance LLC                                                                  | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633031.21    | 0.12%             | 2027-06-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                                      | International Flavors & Fragrances Inc                                                      | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    130000 | PA      | $90579.59     | 0.02%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137FV4Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2092975 | PA      | $264801.33    | 0.05%             | 2050-06-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HJD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       828 | PA      | $861.36       | 0.00%             | 2031-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First NLC Trust 2005-1                                                                      | First NLC Trust 2005-1                                                                      | CUSIP: 32113JAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    143485 | PA      | $128516.17    | 0.02%             | 2035-05-25      | Floating      | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B5VS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   5345635 | PA      | $611178.24    | 0.12%             | 2049-08-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR Inc                                                                         | Arbor Realty SR Inc                                                                         | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325622.37    | 0.06%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp Term Loan B                                                       | Garda World Security Corp Term Loan B                                                       | CUSIP: N/A<br>LEI: 549300ZF1NDXLMCHNO20       | Long             | LON              | CORP              | CA        |    627407 | PA      | $626886.52    | 0.12%             | 2029-02-01      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170780.78    | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382MHT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2485145 | PA      | $396085.67    | 0.08%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31410KTQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    117620 | PA      | $124783.59    | 0.02%             | 2038-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    460000 | PA      | $456640.47    | 0.09%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HSY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      5928 | PA      | $6137.57      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588783.15    | 0.11%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1794267 | PA      | $1719574.86   | 0.33%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                 | Vistra Corp                                                                                 | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    366000 | PA      | $369627.79    | 0.07%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38380GHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1230097 | PA      | $162819.08    | 0.03%             | 2047-08-20      | Floating      | 2.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    465000 | PA      | $481390.73    | 0.09%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1242162.45   | 0.24%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230000.30    | 0.04%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Q7XN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    767989 | PA      | $724534.98    | 0.14%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                                    | AT&T Inc                                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1278238.14   | 0.25%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31402HPQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     14697 | PA      | $15150.02     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175987.78    | 0.03%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3132Y4B50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1891425 | PA      | $1842958.45   | 0.36%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12240000 | PA      | $12340939.12  | 2.38%             | 2055-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                                       | Truist Financial Corp                                                                       | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    290000 | PA      | $313449.60    | 0.06%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                                                       | Mauser Packaging Solutions Holding Co                                                       | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    414000 | PA      | $415087.58    | 0.08%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1550377 | PA      | $1553446.03   | 0.30%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EquipmentShare.com Inc                                                                      | EquipmentShare.com Inc                                                                      | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27247.89     | 0.01%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201M3E0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12074 | PA      | $12259.07     | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AUKE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    404672 | PA      | $10889.03     | 0.00%             | 2041-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC / HAT Holdings II LLC                                                    | HAT Holdings I LLC / HAT Holdings II LLC                                                    | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000 | PA      | $21782.41     | 0.00%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                                    | iHeartCommunications Inc                                                                    | CUSIP: 45174HBM8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |    131000 | PA      | $109477.77    | 0.02%             | 2030-08-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                                      | GS Mortgage Securities Trust 2020-GSA2                                                      | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1759223.40   | 0.34%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC / SBP Finance Corp                                 | Specialty Building Products Holdings LLC / SBP Finance Corp                                 | CUSIP: 84749AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    532000 | PA      | $535287.76    | 0.10%             | 2029-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| SLM Corp                                                                                    | SLM Corp                                                                                    | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    335000 | PA      | $329146.00    | 0.06%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                      | Diamondback Energy Inc                                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    735000 | PA      | $708287.70    | 0.14%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EYD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    679823 | PA      | $647269.36    | 0.12%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140J7PG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     28570 | PA      | $26962.20     | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Istanbul Metropolitan Municipality                                                          | Istanbul Metropolitan Municipality                                                          | CUSIP: 46522TAC2<br>LEI: 213800T1VDQSNKA2MD76 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $328722.60    | 0.06%             | 2028-12-06      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| American Homes 4 Rent LP                                                                    | American Homes 4 Rent LP                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    425000 | PA      | $438580.62    | 0.08%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    505000 | PA      | $492491.53    | 0.09%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $106672.83    | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31388GTN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      1330 | PA      | $1408.55      | 0.00%             | 2031-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    485000 | PA      | $493148.00    | 0.10%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $667063.36    | 0.13%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                            | Markel Group Inc                                                                            | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216334.45    | 0.04%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                                | Huntington Bancshares Inc/OH                                                                | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2022337.60   | 0.39%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    710000 | PA      | $729926.84    | 0.14%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2025-A                                                       | Mercedes-Benz Auto Lease Trust 2025-A                                                       | CUSIP: 58768YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501464.45   | 0.29%             | 2028-04-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                                        | Israel Government International Bond                                                        | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $159295.20    | 0.03%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                           | Kinder Morgan Inc                                                                           | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    650000 | PA      | $668863.05    | 0.13%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                                         | Clydesdale Acquisition Holdings Inc                                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115459.43    | 0.02%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $187367.11    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138EM6R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    279030 | PA      | $278584.94    | 0.05%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $427461.98    | 0.08%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XCZA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    647125 | PA      | $587481.47    | 0.11%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                                            | Equitable America Global Funding                                                            | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254769.93    | 0.05%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136A9SX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     56888 | PA      | $985.58       | 0.00%             | 2027-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    530000 | PA      | $351064.09    | 0.07%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y6TY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1627638 | PA      | $1661144.04   | 0.32%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                             | Philip Morris International Inc                                                             | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    522000 | PA      | $529542.64    | 0.10%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-4                                                      | JP Morgan Mortgage Trust Series 2024-4                                                      | CUSIP: 46657WAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111388 | PA      | $1113804.35   | 0.21%             | 2054-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $291397.98    | 0.06%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                                  | Southern California Gas Co                                                                  | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    345000 | PA      | $352060.91    | 0.07%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2090701 | PA      | $2089017.35   | 0.40%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                       | Bath & Body Works Inc                                                                       | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93186.45     | 0.02%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF                                                      | Vanguard Short-Term Corporate Bond ETF                                                      | CUSIP: 92206C409<br>LEI: N/A                  | Long             | EC               | RF                | US        |     98000 | NS      | $7830200.00   | 1.51%             |  |  |  | No            |                  1 | On Loan: —       |
| SMRT 2022-MINI                                                                              | SMRT 2022-MINI                                                                              | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $799000.00    | 0.15%             | 2039-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                                         | Tesla Electric Vehicle Trust 2023-1                                                         | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53311 | PA      | $53341.48     | 0.01%             | 2026-12-21      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                                    | EQT Corp                                                                                    | CUSIP: 26884LBH1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274614.56    | 0.05%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| iShares Broad USD High Yield Corporate Bond ETF                                             | iShares Broad USD High Yield Corporate Bond ETF                                             | CUSIP: 46435U853<br>LEI: 549300X7H67ZLUE3IZ46 | Long             | EC               | RF                | US        |    568000 | NS      | $21345440.00  | 4.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                             | Uniti Group LP / Uniti Group Finance 2019 Inc / CSL Capital LLC                             | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $98334.96     | 0.02%             | 2032-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 312946ZU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1247923 | PA      | $1254337.79   | 0.24%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                                   | Packaging Corp of America                                                                   | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    760000 | PA      | $772805.22    | 0.15%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 85172FAQ2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35888.86     | 0.01%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1549000 | PA      | $1544063.52   | 0.30%             | 2026-12-10      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| Jazz Financing Lux Sarl Term Loan B2                                                        | Jazz Financing Lux Sarl Term Loan B2                                                        | CUSIP: N/A<br>LEI: 635400WUEO2NSG5OIU34       | Long             | LON              | CORP              | LU        |    190329 | PA      | $190697.79    | 0.04%             | 2028-05-05      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KQUT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2095532 | PA      | $2097958.85   | 0.40%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                   | Sunoco LP                                                                                   | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    478000 | PA      | $477921.61    | 0.09%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| McAfee Corp Term Loan B1                                                                    | McAfee Corp Term Loan B1                                                                    | CUSIP: N/A<br>LEI: 2549009UKR8UEZYVCR93       | Long             | LON              | CORP              | US        |    438894 | PA      | $415119.56    | 0.08%             | 2029-03-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Russell Investments US Institutional Holdco Inc PIK Term Loan B                             | Russell Investments US Institutional Holdco Inc PIK Term Loan B                             | CUSIP: N/A<br>LEI: 5493008YG7V0FQCJQI74       | Long             | LON              | CORP              | US        |    514752 | PA      | $498346.51    | 0.10%             | 2027-05-30      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                                               | Smyrna Ready Mix Concrete LLC                                                               | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    847000 | PA      | $844259.79    | 0.16%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AA8<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27899.66     | 0.01%             | 2030-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137B5AG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     20641 | PA      | $20254.40     | 0.00%             | 2036-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                                | Berkshire Hathaway Energy Co                                                                | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    540000 | PA      | $466266.12    | 0.09%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    305000 | PA      | $322632.15    | 0.06%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138XRAE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     15604 | PA      | $15298.82     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                                        | Mexico Government International Bond                                                        | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $199840.00    | 0.04%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    885000 | PA      | $878842.12    | 0.17%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Ltd                                                                            | Taseko Mines Ltd                                                                            | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $676647.68    | 0.13%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sitios Latinoamerica SAB de CV                                                              | Sitios Latinoamerica SAB de CV                                                              | CUSIP: 03217KAB4<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |    575000 | PA      | $576279.38    | 0.11%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                                        | OneMain Finance Corp                                                                        | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    318000 | PA      | $329519.23    | 0.06%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                             | Sands China Ltd                                                                             | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $349409.20    | 0.07%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31288FQM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     28407 | PA      | $29057.37     | 0.01%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31417F3F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    163033 | PA      | $151011.97    | 0.03%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC / Victra Finance Corp                                                   | Victra Holdings LLC / Victra Finance Corp                                                   | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $535821.67    | 0.10%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                | Ecopetrol SA                                                                                | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $270596.75    | 0.05%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1748043.90   | 0.34%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379WE24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    252144 | PA      | $30855.15     | 0.01%             | 2046-05-20      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38379NCL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1141868 | PA      | $150625.78    | 0.03%             | 2045-06-20      | Floating      | 2.10%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    540000 | PA      | $508028.06    | 0.10%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2025-1                                             | Capital One Prime Auto Receivables Trust 2025-1                                             | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2499944.25   | 0.48%             | 2029-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                                  | Alliant Energy Finance LLC                                                                  | CUSIP: 01882YAE6<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |    305000 | PA      | $319216.40    | 0.06%             | 2029-03-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                      | Citadel Securities Global Holdings LLC                                                      | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511700.79    | 0.10%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31414TU25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    118503 | PA      | $123075.67    | 0.02%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XR3G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1665882 | PA      | $1671489.01   | 0.32%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jazz Securities DAC                                                                         | Jazz Securities DAC                                                                         | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |    285000 | PA      | $279241.89    | 0.05%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    790500 | PA      | $830656.85    | 0.16%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc Delayed Draw Term Loan B-DD                             | Clydesdale Acquisition Holdings Inc Delayed Draw Term Loan B-DD                             | CUSIP: N/A<br>LEI: 254900QKSDYFR3K5YD98       | Long             | LON              | CORP              | US        |      1006 | PA      | $1003.21      | 0.00%             | 2032-04-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                                  | Zoetis Inc                                                                                  | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    725000 | PA      | $732459.96    | 0.14%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382HLM0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2268407 | PA      | $331706.02    | 0.06%             | 2050-08-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AD2Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     65124 | PA      | $951.60       | 0.00%             | 2028-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Watco Cos LLC / Watco Finance Corp                                                          | Watco Cos LLC / Watco Finance Corp                                                          | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $160572.25    | 0.03%             | 2032-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                                   | Endo Finance Holdings Inc                                                                   | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $540560.73    | 0.10%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc Term Loan                                                          | iHeartCommunications Inc Term Loan                                                          | CUSIP: N/A<br>LEI: 54930076J6KDZL504O62       | Long             | LON              | CORP              | US        |    706821 | PA      | $629954.03    | 0.12%             | 2029-05-01      | Floating      | 9.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                              | Consolidated Energy Finance SA                                                              | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    555000 | PA      | $376889.40    | 0.07%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Atlas Warehouse Lending Co LP                                                               | Atlas Warehouse Lending Co LP                                                               | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257100.43    | 0.05%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Saxon Asset Securities Trust 2004-1                                                         | Saxon Asset Securities Trust 2004-1                                                         | CUSIP: 805564PP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    207429 | PA      | $117360.39    | 0.02%             | 2035-03-25      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-5C33                                                              | BBCMS Mortgage Trust 2025-5C33                                                              | CUSIP: 072924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2620160.50   | 0.50%             | 2058-03-15      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc PIK Term Loan                                                       | Zayo Group Holdings Inc PIK Term Loan                                                       | CUSIP: N/A<br>LEI: 529900Z6OTS7RT0V0I47       | Long             | LON              | CORP              | US        |    396878 | PA      | $378895.93    | 0.07%             | 2030-03-11      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DUA49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    876449 | PA      | $908463.29    | 0.18%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1069101 | PA      | $1073362.36   | 0.21%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    753000 | PA      | $746179.85    | 0.14%             | 2056-02-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155728.02    | 0.03%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| TrueNoord Capital DAC                                                                       | TrueNoord Capital DAC                                                                       | CUSIP: 89785GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    305000 | PA      | $321322.99    | 0.06%             | 2030-03-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd Term Loan B                                                       | AAdvantage Loyalty IP Ltd Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |     85321 | PA      | $85389.50     | 0.02%             | 2028-04-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B2AC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2010856 | PA      | $245061.64    | 0.05%             | 2048-06-25      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382WR58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1502599 | PA      | $217465.76    | 0.04%             | 2051-08-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co Term Loan B                                                            | Veritiv Operating Co Term Loan B                                                            | CUSIP: N/A<br>LEI: 5493004G8OK5L1UTIY12       | Long             | LON              | CORP              | US        |    506165 | PA      | $485442.98    | 0.09%             | 2030-11-30      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514004.18    | 0.10%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp                                                                        | Bank of America Corp                                                                        | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    861000 | PA      | $786825.46    | 0.15%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136AARZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   3877221 | PA      | $423415.78    | 0.08%             | 2042-12-25      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                               | Santander Drive Auto Receivables Trust 2025-3                                               | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2830000 | PA      | $2835379.83   | 0.55%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Cinemark USA Inc                                                                            | Cinemark USA Inc                                                                            | CUSIP: 172441BH9<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56997.38     | 0.01%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $409931.12    | 0.08%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                                          | Trans-Allegheny Interstate Line Co                                                          | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    785000 | PA      | $806026.23    | 0.16%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140Y7EH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    960484 | PA      | $993412.02    | 0.19%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd                                                    | Atlantica Sustainable Infrastructure Ltd                                                    | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $280800.74    | 0.05%             | 2028-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                                       | Switch ABS Issuer LLC                                                                       | CUSIP: 871044AS2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1251151.25   | 0.24%             | 2055-10-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC Term Loan B                                                          | Arsenal AIC Parent LLC Term Loan B                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    597669 | PA      | $598416.10    | 0.12%             | 2030-08-18      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                               | Boeing Co/The                                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    340000 | PA      | $389133.30    | 0.07%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Indianapolis Power & Light Co                                                               | Indianapolis Power & Light Co                                                               | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348900.03    | 0.07%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                                                      | BofA Auto Trust 2025-1                                                                      | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390358 | PA      | $390651.48    | 0.08%             | 2027-11-22      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                                 | McAfee Corp                                                                                 | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    440000 | PA      | $402793.82    | 0.08%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                              | Wynn Macau Ltd                                                                              | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $804222.29    | 0.15%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                                  | Carvana Co                                                                                  | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    390000 | PA      | $407304.51    | 0.08%             | 2030-06-01      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31294FUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1911 | PA      | $1997.92      | 0.00%             | 2030-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                                | Comcast Corp                                                                                | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $521495.49    | 0.10%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                                 | Cheniere Energy Partners LP                                                                 | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    375000 | PA      | $383757.79    | 0.07%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                           | Benchmark 2021-B25 Mortgage Trust                                                           | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $448827.30    | 0.09%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co               | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $419438.20    | 0.08%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                             | AutoNation Finance Trust 2025-1                                                             | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $564425.07    | 0.11%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    670000 | PA      | $477673.82    | 0.09%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140HJXW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      6241 | PA      | $6034.51      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BS6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    485000 | PA      | $500074.45    | 0.10%             | 2029-04-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140X4F68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     55392 | PA      | $50277.23     | 0.01%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XQND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1014713 | PA      | $999112.72    | 0.19%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                                          | Verizon Master Trust Series 2025-2                                                          | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $241684.34    | 0.05%             | 2033-01-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                                                       | Directv Financing LLC                                                                       | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $217703.30    | 0.04%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31298AHY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     24883 | PA      | $25573.61     | 0.00%             | 2030-09-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        16 | NC      | $-408.92      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319566.48    | 0.06%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                 | Oracle Corp                                                                                 | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163301.23    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427NHJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    977859 | PA      | $997575.32    | 0.19%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                                   | Amgen Inc                                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    780000 | PA      | $791818.34    | 0.15%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128L9BD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     43948 | PA      | $45542.87     | 0.01%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38383RFM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   2235669 | PA      | $238971.56    | 0.05%             | 2052-04-20      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                | Barclays PLC                                                                                | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $547873.43    | 0.11%             | 2035-09-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| LABL Inc                                                                                    | LABL Inc                                                                                    | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |    185000 | PA      | $131881.21    | 0.03%             | 2028-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                    | Ford Motor Credit Co LLC                                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1445049.41   | 0.28%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                                   | Fannie Mae or Freddie Mac                                                                   | CUSIP: 01F0526C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1715000 | PA      | $1731452.90   | 0.33%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                              | Morgan Stanley Private Bank NA                                                              | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    530000 | PA      | $538320.90    | 0.10%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                                                 | USB Auto Owner Trust 2025-1                                                                 | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404864.48    | 0.08%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ziggo BV                                                                                    | Ziggo BV                                                                                    | CUSIP: 98955DAA8<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |    261000 | PA      | $246344.72    | 0.05%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $435912.54    | 0.08%             | N/A             | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                                  | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1421000 | PA      | $1119662.74   | 0.22%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Claire's Holdings LLC                                                                       | Claire's Holdings LLC                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       232 | NS      | $6.96         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36200AJA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19206 | PA      | $19906.67     | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                              | Eli Lilly & Co                                                                              | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336344.92    | 0.06%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Information Management Services Inc                                           | Iron Mountain Information Management Services Inc                                           | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $202990.58    | 0.04%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1277420 | PA      | $1277852.70   | 0.25%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TK Elevator US Newco Inc Term Loan B                                                        | TK Elevator US Newco Inc Term Loan B                                                        | CUSIP: N/A<br>LEI: 549300C2AFWPAYWS5574       | Long             | LON              | CORP              | US        |     24875 | PA      | $25015.20     | 0.00%             | 2030-04-30      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                              | Lowe's Cos Inc                                                                              | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457055.48    | 0.09%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452131.28    | 0.09%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DVMA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2403856 | PA      | $2167759.77   | 0.42%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128P7QT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    151164 | PA      | $152130.15    | 0.03%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382ATA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |    759420 | PA      | $153903.18    | 0.03%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                                         | Drive Auto Receivables Trust 2025-2                                                         | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1860000 | PA      | $1859855.48   | 0.36%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    825000 | PA      | $943046.57    | 0.18%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC Term Loan B                                                       | Deep Blue Operating I LLC Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    435000 | PA      | $435817.80    | 0.08%             | 2032-09-17      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                            | United States Treasury Note/Bond                                                            | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2425000 | PA      | $2455312.50   | 0.47%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                                       | Waste Connections Inc                                                                       | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    235000 | PA      | $242595.64    | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    510000 | PA      | $545067.10    | 0.11%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                                       | Aon North America Inc                                                                       | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $691789.89    | 0.13%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                                | Broadcom Inc                                                                                | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    675000 | PA      | $695308.03    | 0.13%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                               | Interstate Power and Light Co                                                               | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1282798.77   | 0.25%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GRLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1275359 | PA      | $1324344.33   | 0.26%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1159441.60   | 0.22%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201FSZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1411 | PA      | $1456.22      | 0.00%             | 2032-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                                        | Pertamina Persero PT                                                                        | CUSIP: 69370PAH4<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $187839.40    | 0.04%             | 2030-08-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJ7J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    650290 | PA      | $642725.51    | 0.12%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                                      | Puget Sound Energy Inc                                                                      | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234522.69    | 0.05%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                                  | Intel Corp                                                                                  | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    575000 | PA      | $486650.69    | 0.09%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136BBUT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1821492 | PA      | $292008.99    | 0.06%             | 2050-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                                      | XHR LP                                                                                      | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |    441000 | PA      | $431091.13    | 0.08%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                                   | ONEOK Inc                                                                                   | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    570000 | PA      | $570029.96    | 0.11%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                                         | Teachers Insurance & Annuity Association of America                                         | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $167042.96    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $435751.68    | 0.08%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    340000 | PA      | $349266.76    | 0.07%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    480000 | PA      | $497695.20    | 0.10%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Patrick Industries Inc                                                                      | Patrick Industries Inc                                                                      | CUSIP: 703343AD5<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73802.24     | 0.01%             | 2029-05-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3132DNMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1054153 | PA      | $1037905.79   | 0.20%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                                      | UnitedHealth Group Inc                                                                      | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    625000 | PA      | $551222.23    | 0.11%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                                     | Arthur J Gallagher & Co                                                                     | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $171647.90    | 0.03%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    551000 | PA      | $558047.84    | 0.11%             | N/A             | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-2                                                             | JP Morgan Mortgage Trust 2024-2                                                             | CUSIP: 46657TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400669 | PA      | $399660.49    | 0.08%             | 2054-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       173 | NC      | $515980.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427QFZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1015000 | PA      | $995763.74    | 0.19%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                     | Hyundai Capital America                                                                     | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    490000 | PA      | $495096.39    | 0.10%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1179103 | PA      | $1021047.49   | 0.20%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                   | Caesars Entertainment Inc                                                                   | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    395000 | PA      | $398289.17    | 0.08%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Open Text Corp                                                                              | Open Text Corp                                                                              | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $66245.73     | 0.01%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                                 | Canpack SA / Canpack US LLC                                                                 | CUSIP: 13805AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $200000.00    | 0.04%             | 2025-11-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                         | Citadel Finance LLC                                                                         | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010164.48   | 0.19%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                               | Clearway Energy Operating LLC                                                               | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313236.47    | 0.06%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LBA Trust 2024-7IND                                                                         | LBA Trust 2024-7IND                                                                         | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682116 | PA      | $682541.89    | 0.13%             | 2041-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179W2X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    315877 | PA      | $301283.28    | 0.06%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mesquite Energy Inc                                                                         | Mesquite Energy Inc                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       407 | NS      | $28857.68     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                               | Hewlett Packard Enterprise Co                                                               | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    900000 | PA      | $890506.08    | 0.17%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                               | EchoStar Corp                                                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    741365 | PA      | $816149.79    | 0.16%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3138WKQQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     65884 | PA      | $62365.12     | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                                | American Express Credit Account Master Trust                                                | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $326399.84    | 0.06%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36291AM89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7360 | PA      | $7491.17      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36201CLT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       620 | PA      | $636.58       | 0.00%             | 2032-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                                                             | Toyota Lease Owner Trust 2024-B                                                             | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   1880000 | PA      | $1881380.11   | 0.36%             | 2027-09-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3142GVBQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1049984 | PA      | $1067083.78   | 0.21%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                           | State Street Corp                                                                           | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388417.01    | 0.07%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc Term Loan J                                                                   | TransDigm Inc Term Loan J                                                                   | CUSIP: N/A<br>LEI: 88Q84GB3X55CF5OC7582       | Long             | LON              | CORP              | US        |    483176 | PA      | $483707.79    | 0.09%             | 2031-02-28      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137BBG61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    232776 | PA      | $3351.86      | 0.00%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140W2PR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    910046 | PA      | $924094.31    | 0.18%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                                  | First Quantum Minerals Ltd                                                                  | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $584530.65    | 0.11%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                                          | NGL Energy Operating LLC / NGL Energy Finance Corp                                          | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174027.98    | 0.03%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $557882.18    | 0.11%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-2                                               | Santander Drive Auto Receivables Trust 2025-2                                               | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    852297 | PA      | $853914.61    | 0.16%             | 2028-06-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| TMS International Corp/DE                                                                   | TMS International Corp/DE                                                                   | CUSIP: 87261QAC7<br>LEI: 549300L4K0F1YF8WKF23 | Long             | DBT              | CORP              | US        |    285000 | PA      | $279549.57    | 0.05%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                         | Futures                                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       249 | NC      | $-55553.14    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                                       | Micron Technology Inc                                                                       | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    790000 | PA      | $816600.04    | 0.16%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC Term Loan B                                                           | Jane Street Group LLC Term Loan B                                                           | CUSIP: N/A<br>LEI: 5493002N1IVX6KHGYO08       | Long             | LON              | CORP              | US        |    552401 | PA      | $546910.44    | 0.11%             | 2031-12-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1088205 | PA      | $905447.67    | 0.17%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                         | NextEra Energy Capital Holdings Inc                                                         | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    915000 | PA      | $951580.79    | 0.18%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-2                                                               | Sequoia Mortgage Trust 2024-2                                                               | CUSIP: 81749HAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1372167 | PA      | $1375623.97   | 0.27%             | 2054-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                                | GM Financial Automobile Leasing Trust 2024-3                                                | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    843675 | PA      | $844048.87    | 0.16%             | 2027-01-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31298PTR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        49 | PA      | $51.78        | 0.00%             | 2031-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XAC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1965656 | PA      | $1627891.33   | 0.31%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                                    | Corebridge Financial Inc                                                                    | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    235000 | PA      | $246028.09    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137AUWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     53391 | PA      | $912.83       | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140QVR48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2142376 | PA      | $2218645.97   | 0.43%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                              | Morgan Stanley                                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $305364.49    | 0.06%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $253039.66    | 0.05%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiesta Purchaser Inc Term Loan B                                                            | Fiesta Purchaser Inc Term Loan B                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    679026 | PA      | $675861.43    | 0.13%             | 2031-02-12      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 3128KE4E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     60785 | PA      | $64175.94     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XJGL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1251804 | PA      | $1260436.12   | 0.24%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31417GHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    307732 | PA      | $285041.69    | 0.05%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                         | Citibank Credit Card Issuance Trust                                                         | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1301996.67   | 0.25%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1079138 | PA      | $1056186.32   | 0.20%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4095000 | PA      | $4082072.90   | 0.79%             | 2055-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    495000 | PA      | $500539.94    | 0.10%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ams-OSRAM AG                                                                                | ams-OSRAM AG                                                                                | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    150000 | PA      | $161410.80    | 0.03%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36295NAZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200624 | PA      | $210462.21    | 0.04%             | 2038-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292HNN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       480 | PA      | $499.89       | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Medical Response Inc                                                                 | Global Medical Response Inc                                                                 | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183110.38    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XB2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2639903 | PA      | $2285444.91   | 0.44%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                             | Madison IAQ LLC                                                                             | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264375.74    | 0.05%             | 2028-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Viasat Inc                                                                                  | Viasat Inc                                                                                  | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    590000 | PA      | $553620.48    | 0.11%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    910000 | PA      | $858448.96    | 0.17%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA                                                       | Sociedad Quimica y Minera de Chile SA                                                       | CUSIP: 833636AP8<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    460000 | PA      | $464084.80    | 0.09%             | 2034-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                                        | Matador Resources Co                                                                        | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    726000 | PA      | $724926.75    | 0.14%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                | UBS Group AG                                                                                | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    405000 | PA      | $419077.41    | 0.08%             | 2030-02-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | American Airlines Inc/AAdvantage Loyalty IP Ltd                                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    285000 | PA      | $287549.90    | 0.06%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                                      | Consolidated Edison Co of New York Inc                                                      | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    185000 | PA      | $194134.04    | 0.04%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292GY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       665 | PA      | $688.42       | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31283HN43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |       217 | PA      | $226.48       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners Colombia SAS | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    440000 | PA      | $451653.40    | 0.09%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                                | NiSource Inc                                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    835000 | PA      | $871178.05    | 0.17%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 3140XHV38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    899198 | PA      | $906492.93    | 0.17%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Nutresa SA                                                                            | Grupo Nutresa SA                                                                            | CUSIP: 40055CAA1<br>LEI: 254900KKAX7B7RJUE255 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $322275.00    | 0.06%             | 2030-05-12      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202C3X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2276 | PA      | $2336.11      | 0.00%             | 2028-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31389XRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       918 | PA      | $967.12       | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31412RJQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     78206 | PA      | $79979.25     | 0.02%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                                    | RTX Corp                                                                                    | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    545000 | PA      | $598883.41    | 0.12%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc                          | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $234412.25    | 0.05%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                                    | Mars Inc                                                                                    | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1026656.68   | 0.20%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                         | Citibank Credit Card Issuance Trust                                                         | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $975977.63    | 0.19%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    915000 | PA      | $919599.40    | 0.18%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                          | Energy Transfer LP                                                                          | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    435000 | PA      | $447565.71    | 0.09%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                                  | US Bancorp                                                                                  | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411200.96    | 0.08%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ORL Trust 2024-GLKS                                                                         | ORL Trust 2024-GLKS                                                                         | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000937.50   | 0.19%             | 2039-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                         | JPMorgan Chase & Co                                                                         | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2095381.61   | 0.40%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                           | Ginnie Mae I Pool                                                                           | CUSIP: 36176XE70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    373174 | PA      | $351109.83    | 0.07%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                          | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                          | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    506000 | PA      | $496122.58    | 0.10%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38378FPD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1621637 | PA      | $258169.13    | 0.05%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                        | Royal Bank of Canada                                                                        | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $998253.04    | 0.19%             | 2085-11-24      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Aegea Finance Sarl                                                                          | Aegea Finance Sarl                                                                          | CUSIP: 00775CAC0<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |    550000 | PA      | $581101.52    | 0.11%             | 2031-01-20      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co Term Loan B1                                          | Mauser Packaging Solutions Holding Co Term Loan B1                                          | CUSIP: N/A<br>LEI: 549300DNGHXL0OMHW304       | Long             | LON              | CORP              | US        |    323493 | PA      | $323545.10    | 0.06%             | 2027-04-15      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                                        | PNC Financial Services Group Inc/The                                                        | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    571000 | PA      | $646599.22    | 0.12%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Northwestern Mutual Life Insurance Co/The                                                   | Northwestern Mutual Life Insurance Co/The                                                   | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322507.37    | 0.06%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | Directv Financing LLC / Directv Financing Co-Obligor Inc                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19917.67     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202DLH2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       829 | PA      | $865.93       | 0.00%             | 2031-01-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                             | Xcel Energy Inc                                                                             | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    805000 | PA      | $834496.01    | 0.16%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382LHP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1623319 | PA      | $246145.07    | 0.05%             | 2050-11-20      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd Term Loan B                                                                  | 1261229 BC Ltd Term Loan B                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    458850 | PA      | $455238.85    | 0.09%             | 2030-09-25      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                                  | Ginnie Mae                                                                                  | CUSIP: 38382JA89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | CORP              | US        |   1690979 | PA      | $262422.82    | 0.05%             | 2050-09-20      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                                 | Grupo Energia Bogota SA ESP                                                                 | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    400000 | PA      | $397060.00    | 0.08%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                             | AmeriCredit Automobile Receivables Trust 2024-1                                             | CUSIP: 023947AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82751 | PA      | $82829.55     | 0.02%             | 2028-02-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 3133KNGS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3735746 | PA      | $3070689.77   | 0.59%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433325.15    | 0.08%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                           | Fannie Mae REMICS                                                                           | CUSIP: 3136B1FY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1867082 | PA      | $240018.28    | 0.05%             | 2048-03-25      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                               | Santander Drive Auto Receivables Trust 2023-4                                               | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    539044 | PA      | $540117.60    | 0.10%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                               | Chase Auto Owner Trust 2024-5                                                               | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1672561.78   | 0.32%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                                      | Commonwealth Edison Co                                                                      | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    325000 | PA      | $261480.86    | 0.05%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co                                                                        | Veritiv Operating Co                                                                        | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    290000 | PA      | $301796.62    | 0.06%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                               | Ford Motor Co                                                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    330000 | PA      | $287779.82    | 0.06%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                                                               | B&G Foods Inc                                                                               | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    509000 | PA      | $478540.17    | 0.09%             | 2028-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd / Aircastle Ireland DAC                                                       | Aircastle Ltd / Aircastle Ireland DAC                                                       | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    790000 | PA      | $795974.17    | 0.15%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                     | KeyCorp                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    225000 | PA      | $243889.00    | 0.05%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kronos Acquisition Holdings Inc Term Loan B                                                 | Kronos Acquisition Holdings Inc Term Loan B                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    736854 | PA      | $534373.54    | 0.10%             | 2031-06-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co                                                       | Mauser Packaging Solutions Holding Co                                                       | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    362000 | PA      | $357442.53    | 0.07%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                       | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                       | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $284405.46    | 0.05%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Adams Homes Inc                                                                             | Adams Homes Inc                                                                             | CUSIP: 00623PAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $295945.14    | 0.06%             | 2028-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| B&G Foods Inc                                                                               | B&G Foods Inc                                                                               | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96156.43     | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac Pool                                                                            | Freddie Mac Pool                                                                            | CUSIP: 31427MMB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2084244 | PA      | $2091170.26   | 0.40%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                                | Deutsche Bank AG/New York NY                                                                | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    215000 | PA      | $217019.88    | 0.04%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                           | HSBC Holdings PLC                                                                           | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    605000 | PA      | $604603.13    | 0.12%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31293JFB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |        81 | PA      | $83.18        | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179YU51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2507975 | PA      | $2502649.21   | 0.48%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Gold Inc                                                                                | New Gold Inc                                                                                | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $125489.88    | 0.02%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                                | GM Financial Automobile Leasing Trust 2024-3                                                | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    675000 | PA      | $675499.23    | 0.13%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                          | Meta Platforms Inc                                                                          | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321414.83    | 0.06%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                                 | Goldman Sachs Group Inc/The                                                                 | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    425000 | PA      | $430438.49    | 0.08%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1504387 | PA      | $1479063.73   | 0.28%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36202C6G3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3262 | PA      | $3342.38      | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                            | Zions Bancorp NA                                                                            | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    675000 | PA      | $674723.41    | 0.13%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| AS Mileage Plan IP Ltd                                                                      | AS Mileage Plan IP Ltd                                                                      | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1145000 | PA      | $1141683.62   | 0.22%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                       | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $162593.41    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IRB Holding Corp Term Loan B                                                                | IRB Holding Corp Term Loan B                                                                | CUSIP: N/A<br>LEI: 549300HVW4WNWYBXN830       | Long             | LON              | CORP              | US        |    248789 | PA      | $249090.35    | 0.05%             | 2027-12-15      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| SREIT Trust 2021-MFP2                                                                       | SREIT Trust 2021-MFP2                                                                       | CUSIP: 85236WCE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998763.20    | 0.19%             | 2036-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                                     | HCA Inc                                                                                     | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275810.50    | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CommScope LLC Term Loan                                                                     | CommScope LLC Term Loan                                                                     | CUSIP: N/A<br>LEI: 549300Z6K4JXMFE8QY54       | Long             | LON              | CORP              | US        |    425000 | PA      | $428349.00    | 0.08%             | 2029-12-17      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                              | Air Lease Corp                                                                              | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981835.58    | 0.19%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                                          | Freddie Mac REMICS                                                                          | CUSIP: 3137BSL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   2502829 | PA      | $313082.62    | 0.06%             | 2046-10-15      | Floating      | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                             | Fannie Mae Pool                                                                             | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2370256 | PA      | $2022372.43   | 0.39%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                                          | Ginnie Mae II Pool                                                                          | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    610905 | PA      | $530098.01    | 0.10%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELM Trust 2024-ELM                                                                          | ELM Trust 2024-ELM                                                                          | CUSIP: 26860XAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2018764.60   | 0.39%             | 2039-06-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                                       | Freddie Mac Gold Pool                                                                       | CUSIP: 31292GZZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      1267 | PA      | $1311.59      | 0.00%             | 2029-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc Term Loan B                                                       | Endo Finance Holdings Inc Term Loan B                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    684692 | PA      | $680241.46    | 0.13%             | 2031-04-23      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                                       | Northrop Grumman Corp                                                                       | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    410000 | PA      | $425646.42    | 0.08%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                                    | Dana Inc                                                                                    | CUSIP: 235825AF3<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294733.67    | 0.06%             | 2027-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                                      | Marvell Technology Inc                                                                      | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $369147.39    | 0.07%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Consolidated Energy Finance SA                                                              | Consolidated Energy Finance SA                                                              | CUSIP: 20914UAE6<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $143691.68    | 0.03%             | 2026-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                                    | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $565147.80    | 0.11%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                            | BAT Capital Corp                                                                            | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256861.92    | 0.05%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                              | Rocket Cos Inc                                                                              | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $252718.24    | 0.05%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-VLT6                                                                          | BX Trust 2025-VLT6                                                                          | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999375.00   | 0.39%             | 2042-03-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                            | T-Mobile USA Inc                                                                            | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    705000 | PA      | $699563.86    | 0.13%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                      | Venture Global LNG Inc                                                                      | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50599.00     | 0.01%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Brown & Brown Inc                                                                           | Brown & Brown Inc                                                                           | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    245000 | PA      | $247166.29    | 0.05%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                                        | Glencore Funding LLC                                                                        | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    560000 | PA      | $576419.41    | 0.11%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** Principal Funds, Inc

**Signature:** Megan Hoffmann

**Name of Signer:** /s/ Megan Hoffmann

**Title:** Vice President and Treasurer