# EDGAR Filing Document

**Accession Number:** 0000810893
**File Stem:** 0001099263-26-007204
**Filing Date:** 2026-5
**Character Count:** 370088
**Document Hash:** d16eb853169c32867f00ba707cb41c6c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001099263-26-007204.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001099263-26-007204

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05028
- **FILM NUMBER:** 261043369

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

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

## Series and Classes Contracts Data

### PIMCO Investment Grade Credit Bond Portfolio (Series ID: S000009852)

| Class ID   | Class Name                                   | Ticker Symbol   |
|:---|:---|:---|
| C000027280 | PIMCO Investment Grade Credit Bond Portfolio |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

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

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

- **a. Name of Series:** PIMCO Investment Grade Credit Bond Portfolio

- **b. EDGAR series identifier (if any):** S000009852

- **c. LEI of Series:** TI5PLYTR7HZGS7TBRP61

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3153775378.23

**Total Liabilities:** $647982197.31

**Net Assets:** $2505793180.92

**Cash Not Reported:** $105081033.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 475531.211600 | **1-Year:** 195673.900000 | **5-Year:** 591087.398400 | **10-Year:** 284974.014100 | **30-Year:** 19297.171100

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

- **3-Month:** 780.555100 | **1-Year:** 2086.492500 | **5-Year:** 3564.298500 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027280 | 0.33%                | 1.64%                | -2.28%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2340962.99              | $-961299.01                                |
| Month 2  | $1331297.94              | $15726130.61                               |
| Month 3  | $-2559590.08             | $-46260994.49                              |

**Designated Index Information**

- **Index Name:** Bloomberg Investment Grade Aggregate ex> AA3 Total Return Index

- **Index Identifier:** I05878US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIRCASTLE LIMITED                                                             | AIRCASTLE LTD COMPANY GUAR 144A 07/28 6.5               | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1244769.35   | 0.05%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 02/29 4.875         | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3552765.58   | 0.14%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL BH4959 FN 08/47 FIXED 3.5                     | CUSIP: 3140GTQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71582 | PA      | $66899.00     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2021-1 CLASS A PASS THROUGH TRUST                             | BRITISH AIR 21 1 A PPT PASS THRU CE 144A 09/36 2.9      | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78212 | PA      | $71908.16     | 0.00%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596649.42    | 0.02%             | 2029-07-23      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/27 4.125       | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5790000 | PA      | $5716771.96   | 0.23%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 03/29 5.75   | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $409138.08    | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 4 LTD 2023-2A                                                  | 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A                | CUSIP: 883932AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8600000 | PA      | $8602578.71   | 0.34%             | 2035-04-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 11/33 VAR                | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $196789.46    | 0.01%             | 2033-11-06      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO NOMURA                                     | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -1274274 | PA      | $-1284008.49  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                           | SVB FINL TR                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    228000 | NS      | $14820.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 04/26 4.55                    | CUSIP: 902613BB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $300000.20    | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 04/35 5.7               | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410964.37    | 0.02%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                       | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 1.5     | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988031.60   | 0.08%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 08/26 3.5             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4236177.30   | 0.17%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 06/27 5.9             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8916522.74   | 0.36%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                      | AMERICAN ASSETS TRUST LP COMPANY GUAR 02/31 3.375       | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $6223160.37   | 0.25%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  59200000 | PA      | $58316260.03  | 2.33%             | 2056-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                            | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/28 5.5    | CUSIP: 86563VBH1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $408341.32    | 0.02%             | 2028-03-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MUNICIPAL ELECTRIC AUTHORITY OF GEORGIA                                       | MUNI ELEC AUTH OF GEORGIA MELPWR 04/57 FIXED 6.655      | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |   8035000 | PA      | $8679069.53   | 0.35%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC)                             | RELX CAPITAL INC COMPANY GUAR 03/30 4.75                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    923000 | PA      | $930276.57    | 0.04%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                               | XCEL ENERGY INC SR UNSECURED 06/30 3.4                  | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    886000 | PA      | $847012.82    | 0.03%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                    | FIDELITY NATL INFO SERV SR UNSECURED 03/29 4.55         | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6570534.23   | 0.26%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC VIA GAZ FINANCE PLC                                              | GAZPROM PJSC (GAZ FN) SR UNSECURED REGS 01/29 2.95      | CUSIP: ACI1V9JH2<br>LEI: 213800UNP9N6BPNYMQ45 | Long             | DBT              | CORP              | GB        |   6500000 | PA      | $4907500.00   | 0.20%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS JR SUBORDINA 144A 12/99 VAR                 | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   8500000 | PA      | $8526953.50   | 0.34%             | 2034-09-10      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SKO2 PIMCO CDSOPT PUT USD 0.85 20260520            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        | -28000000 | NC      | $-22754.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA SR UNSECURED 03/28 VAR               | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $1991531.30   | 0.08%             | 2028-03-24      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                               | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17   | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    900000 | PA      | $886198.01    | 0.04%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 09/28 5.625                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1769070.15   | 0.07%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | BLUE OWL FINANCE LLC COMPANY GUAR 04/34 6.25            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $384793.39    | 0.02%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                            | RGA GLOBAL FUNDING SECURED 144A 01/31 5.5               | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1440036.21   | 0.06%             | 2031-01-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES SR UNSECURED 08/29 3.75                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2396114.48   | 0.10%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CITIGROUP INC SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-50317.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                                               | LLOYDS BANK PLC SR UNSECURED REGS 04/32 VAR             | CUSIP: ACI14DZD4<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $751272.50    | 0.03%             | 2032-04-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 03/28 4.95                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3034000 | PA      | $3066562.95   | 0.12%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                                 | FIRST CITIZENS BANCSHARE SR UNSECURED 03/32 VAR         | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2803669.19   | 0.11%             | 2032-03-03      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                               | SOUTHERN CALIF GAS CO 1ST MORTGAGE 02/50 3.95           | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1121710.49   | 0.04%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                | OMEGA HLTHCARE INVESTORS COMPANY GUAR 01/28 4.75        | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1476317.37   | 0.06%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP JR SUBORDINA 08/56 VAR                       | CUSIP: 695114DG0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2929448.85   | 0.12%             | 2056-08-15      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                            | CANADIAN NATL RESOURCES SR UNSECURED 03/38 6.25         | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1789098.22   | 0.07%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 04/33 4.75                        | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990821.85    | 0.04%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR 09/34 5.1             | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   5300000 | PA      | $5218917.84   | 0.21%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 03/32 2.7                 | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7030506.65   | 0.28%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL SR UNSECURED 03/30 6.25            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362865.71    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11500000 | PA      | $11343151.73  | 0.45%             | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 07/28 5.25             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407006.82    | 0.02%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXIII 2019-2A                                                 | SOUND POINT CLO LTD SNDPT 2019 2A AR 144A               | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002679.08   | 0.08%             | 2034-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                               | DAE FUNDING LLC COMPANY GUAR REGS 03/28 3.375           | CUSIP: ACI1V2G49<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192639.21    | 0.01%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 06/30 4.625         | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1828934.52   | 0.07%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-7                                             | VERUS SECURITIZATION TRUST VERUS 2023 7 A1 144A         | CUSIP: 92539YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245662 | PA      | $247522.92    | 0.01%             | 2068-10-25      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                            | FORESEA HLDG S A COMMON STOCK                           | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |      2582 | NS      | $59386.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AIRCASTLE LIMITED                                                             | AIRCASTLE LTD COMPANY GUAR 144A 02/29 5.95              | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   2471000 | PA      | $2539231.30   | 0.10%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                   | RAYONIER LP COMPANY GUAR 05/31 2.75                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |   2973000 | PA      | $2673576.98   | 0.11%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 144A 05/37 4.926              | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12249000 | PA      | $11888653.53  | 0.47%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR          | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197287.22    | 0.01%             | 2027-10-21      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                            | PUBLIC SERVICE COLORADO 1ST MORTGAGE 06/36 5.05         | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1676316.82   | 0.07%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 5 JUMBOS                              | CUSIP: 21H050656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11600000 | PA      | $11466210.24  | 0.46%             | 2056-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR            | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1109861.73   | 0.04%             | 2028-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                          | JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/29 4.15    | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298132.56    | 0.01%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/30 VAR                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2636996.60   | 0.11%             | 2030-01-16      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 04/36 VAR                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3073868.82   | 0.12%             | 2036-04-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/51 3.95                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1268144.72   | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.71500 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $288067.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                           | AMERICAN ELECTRIC POWER JR SUBORDINA 03/56 VAR          | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2668963.50   | 0.11%             | 2056-03-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL BJ2692 FN 04/48 FIXED 3.5                     | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149505 | PA      | $139137.41    | 0.01%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                           | STRYKER CORP SR UNSECURED 02/30 4.85                    | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2940175.96   | 0.12%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                 | AEP TEXAS INC SR UNSECURED 04/36 5.2                    | CUSIP: 00108WAV2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4132134.55   | 0.16%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                            | CREDIT AGRICOLE SA 144A 10/29 VAR                       | CUSIP: 22535WAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    700000 | PA      | $728872.33    | 0.03%             | 2029-10-03      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                             | PINNACLE WEST CAPITAL SR UNSECURED 05/30 5.15           | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507853.33    | 0.02%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 01/39 6.95   | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $669251.68    | 0.03%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                                                    | TRUST 2401 SR UNSECURED 144A 01/30 4.869                | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2668000 | PA      | $2570631.34   | 0.10%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 01/31 VAR                                  | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3250000 | PA      | $3349286.79   | 0.13%             | 2031-01-14      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                        | COX COMMUNICATIONS INC COMPANY GUAR 144A 10/30 1.8      | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $3827178.78   | 0.15%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY 07/27 VAR                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1729000 | PA      | $1740768.06   | 0.07%             | 2027-07-13      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 21                                                                | KKR FINANCIAL CLO LTD KKR 21 A 144A                     | CUSIP: 48252KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    192693 | PA      | $192884.06    | 0.01%             | 2031-04-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)               | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5     | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199429.00    | 0.01%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                           | STRYKER CORP SR UNSECURED 09/29 4.25                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2491310.48   | 0.10%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC JR SUBORDINA 12/99 VAR                | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2642231.80   | 0.11%             | 2034-11-19      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 06/28 VAR            | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    259000 | PA      | $252842.14    | 0.01%             | 2028-06-02      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES CORPORATION                                              | EDWARDS LIFESCIENCES COR SR UNSECURED 06/28 4.3         | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    970000 | PA      | $969115.55    | 0.04%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/36 VAR                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2651689.25   | 0.11%             | 2036-01-18      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 04/28 6.25     | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102860.50    | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 02/29 4.9            | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    340000 | PA      | $341908.46    | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2020 1 A PTT PASS THRU CE 04/29 5.875        | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6707489 | PA      | $6824015.27   | 0.27%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 04/31 5.45                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410085.54    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 05/41 2.25                              | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34400000 | PA      | $25081765.50  | 1.00%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES COUNTY PUBLIC WORKS FINANCING AUTHORITY                           | LOS ANGELES CNTY CA PUBLIC WKS LOSFAC 08/40 FIXED 7.618 | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $117570.57    | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $223562.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)                   | WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.7           | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   7503000 | PA      | $7526236.49   | 0.30%             | 2028-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                           | DELTA AIR LINES INC SR UNSECURED 10/29 3.75             | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $963018.83    | 0.04%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                    | ARES STRATEGIC INCOME FU SR UNSECURED 144A 01/29 4.85   | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3680976.21   | 0.15%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC4YA2 PIMCO SWAPTION 3.6 CALL USD 20260416          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3000000 | NC      | $-2677.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE TRUST SERIES 2014-3                                           | RIO OIL FINANCE TRUST SR SECURED 144A 01/27 9.75        | CUSIP: 76716XAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69196 | PA      | $70759.54     | 0.00%             | 2027-01-06      | Variable      | 9.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP JPM                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $365.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.77500 03/03/26-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $23799.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOUTH AFRICA GOVT                                                             | REPUBLIC OF SOUTH AFRICA SR UNSECURED 09/29 4.85        | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   6000000 | PA      | $5887638.60   | 0.23%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC COMPANY GUAR 01/35 5.675         | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1008972.69   | 0.04%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7406487.68   | 0.30%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | JPMORGAN CHASE & CO SNR S* ICE                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-168401.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR REGS 09/27 4.125        | CUSIP: BD6D2KII2<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   2200000 | PA      | $2183362.94   | 0.09%             | 2027-09-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINANCIAL GROUP SR UNSECURED 09/26 2.839         | CUSIP: 60687YAG4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1346000 | PA      | $1337537.55   | 0.05%             | 2026-09-13      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 11/31 5.125             | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496630.47    | 0.02%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                     | HA SUSTAINABLE INF CAP COMPANY GUAR 07/34 6.375         | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503632.23    | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                              | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/30 6.625       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    818000 | PA      | $880025.92    | 0.04%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 5             | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504424.05    | 0.02%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 03/33 5.65          | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1652962.13   | 0.07%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                             | MARS INC SR UNSECURED 144A 03/32 5                      | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4554606.69   | 0.18%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA PASS THROUGH TRUST                                    | JETBLUE 2019 1 CLASS AA PASS THRU CE 11/33 2.75         | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870867 | PA      | $1662093.71   | 0.07%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                           | CENTENE CORP SR UNSECURED 10/30 3                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3178941.21   | 0.13%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WARNER MUSIC (WMG ACQUISITION CORP)                                           | WMG ACQUISITION CORP SR SECURED 144A 12/29 3.75         | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3617999.38   | 0.14%             | 2029-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORPORATION                                                          | APPLOVIN CORP SR UNSECURED 12/29 5.125                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2672021.28   | 0.11%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 5YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       908 | NC      | $-6893.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                       | CHARLES SCHWAB CORP JR SUBORDINA 12/99 VAR              | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |  10100000 | NS      | $9354923.00   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                        | BROOKFIELD FINANCE INC BROOKFIELD FINANCE INC           | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $436896.34    | 0.02%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 09/34 VAR                | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6100000 | PA      | $6487453.15   | 0.26%             | 2034-09-22      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 03/53 6.25          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2632466.43   | 0.11%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR          | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607183.63    | 0.02%             | 2028-03-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2017-1A                                    | SPIRIT AIR 2017 1 PTT A PASS THRU CE 08/31 3.65         | CUSIP: 84858XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2246938 | PA      | $2057069.61   | 0.08%             | 2031-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                              | LAZARD GROUP LLC COMPANY GUAR 08/35 5.625               | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399342.47    | 0.02%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 02/35 VAR                | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3166000 | PA      | $3246573.40   | 0.13%             | 2035-02-08      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 04/34 5.75              | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504815.64    | 0.02%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2014 1 A PTT PASS THRU CE 10/27 4            | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    514689 | PA      | $514230.93    | 0.02%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                                   | SYSTEM ENERGY RESOURCES 1ST REF MORT 12/34 5.3          | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1796074.13   | 0.07%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 01/27 2.75           | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5582025.16   | 0.22%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-2 CLASS AA PASS THROUGH TRUST                          | AMER AIRLN 15 2 AA PTT PASS THRU CE 03/29 3.6           | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3992904 | PA      | $3947585.19   | 0.16%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                       | DUKE ENERGY CORP JR SUBORDINA 01/82 VAR                 | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $963540.94    | 0.04%             | 2082-01-15      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC (AKA COACH INC)                                                  | TAPESTRY INC SR UNSECURED 03/30 5.1                     | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2728937.14   | 0.11%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP SR UNSECURED 12/30 3.2                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1127000 | PA      | $1003493.08   | 0.04%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                 | NIPPON LIFE INSURANCE SUBORDINATED 144A 01/51 VAR       | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176371.48    | 0.01%             | 2051-01-21      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR            | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   3500000 | NS      | $3626840.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| 245 PARK AVENUE TRUST 2017-245P                                               | PARK AVENUE TRUST PRKAV 2017 245P A 144A                | CUSIP: 90187LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $3050403.10   | 0.12%             | 2037-06-05      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.99400 07/02/24-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-157927.81   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                       | BLACK HILLS CORP SR UNSECURED 05/34 6.15                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2846067.35   | 0.11%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                       | CENTERPOINT ENER HOUSTON GENL REF MOR 04/36 4.85        | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2253334.10   | 0.09%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SA RL                                                     | EAGLE FUNDING LUXCO SARL SR UNSECURED 144A 08/30 5.5    | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   5200000 | PA      | $5233800.00   | 0.21%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 11/32 VAR              | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6225031.12   | 0.25%             | 2032-11-08      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US ULTRA BOND CBT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      2841 | NC      | $-11373135.10 | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                          | KEURIG DR PEPPER INC COMPANY GUAR 03/29 5.05            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011077.83   | 0.04%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| COLOMBIAN GOVT                                                                | REPUBLIC OF COLOMBIA SR UNSECURED 01/31 6.125           | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   3000000 | PA      | $2955000.00   | 0.12%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                               | EQT CORP SR UNSECURED 10/27 3.9                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    181000 | PA      | $178852.14    | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 06/53 5.875                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1042531.13   | 0.04%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                     | IQVIA INC SR SECURED 02/29 6.25                         | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    700000 | PA      | $727937.70    | 0.03%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINANCIAL INC SR UNSECURED 11/31 8                 | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110330.05    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 11/27 5.125         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304130.88    | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UCABA3 PIMCO SWAPTION 4.069 PUT USD 2026043          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -5700000 | NC      | $-17172.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 11/27 VAR                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1280500.27   | 0.05%             | 2027-11-24      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                     | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046    | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3362395.25   | 0.13%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                         | VICI PROPERTIES / NOTE COMPANY GUAR 144A 08/30 4.125    | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $478992.12    | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                  | BECTON DICKINSON + CO SR UNSECURED 02/29 4.874          | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1213566.16   | 0.05%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2023-1 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2023 1 A PTT PASS THRU CE 07/37 5.8          | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6374396 | PA      | $6583287.70   | 0.26%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO TORONTO DOMINIO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -11998500 | PA      | $-12136349.43 | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 04/28 VAR             | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399771.36    | 0.02%             | 2028-04-27      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                 | VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    952000 | PA      | $1036573.78   | 0.04%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2024-1 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2024 1 AA PTT PASS THRU CE 08/38 5.45        | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1503593 | PA      | $1537126.45   | 0.06%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A    | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2937756 | PA      | $2850252.83   | 0.11%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                    | MARRIOTT INTERNATIONAL SR UNSECURED 10/31 4.5           | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494373.47    | 0.02%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 11/28 VAR                     | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $520878.60    | 0.02%             | 2028-11-02      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MF1 2024-FL14 LLC                                                             | MF1 MULTIFAMILY HOUSING MORTGA MF1 2024 FL14 A 144A     | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000483.92   | 0.04%             | 2039-03-19      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 11/34 5.05                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $9924932.72   | 0.40%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/52 3.9           | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $3823290.78   | 0.15%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO/THE SR UNSECURED 05/27 6.259                  | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5901771.27   | 0.24%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST 2017-ATRM                                        | ATRIUM HOTEL PORTFOLIO TRUST AHPT 2017 ATRM A 144A      | CUSIP: 04965JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2064341 | PA      | $2039310.90   | 0.08%             | 2036-12-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR 144A 09/33 6.875        | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $435863.60    | 0.02%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/34 5.45                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5182986.12   | 0.21%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                            | PUBLIC SERVICE OKLAHOMA SR UNSECURED 08/31 2.2          | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    244000 | PA      | $214302.81    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                      | BROADSTONE NET LEASE LLC COMPANY GUAR 11/32 5           | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    600000 | PA      | $590446.60    | 0.02%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 2 AA PTT PASS THRU CE 12/29 3.2         | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1560615 | PA      | $1521907.22   | 0.06%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SOZ3 PIMCO CDSOPT CALL USD 97.37500000 20          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1900000 | NC      | $-9172.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                           | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 06/55 VAR    | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |   6100000 | PA      | $6127010.80   | 0.24%             | 2055-06-11      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                           | HIGHWOODS REALTY LP SR UNSECURED 02/31 2.6              | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $884623.40    | 0.04%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COBANK ACB (AKA: COBANK AB)                                                   | COBANK ACB JR SUBORDINA 12/99 VAR                       | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | NUSS              | US        |   4200000 | NS      | $4133598.00   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | COMMONSPIRIT HEALTH SECURED 09/30 4.352                 | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084259.88   | 0.04%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 06/54 6.05                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971064.87    | 0.04%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 07/29 VAR              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1656559.24   | 0.07%             | 2029-07-24      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                          | CHENIERE CORP CHRISTI HD SR SECURED 12/39 2.742         | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    500000 | PA      | $423047.60    | 0.02%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 07/30 VAR             | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    205000 | PA      | $196643.85    | 0.01%             | 2030-07-23      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 01/29 VAR          | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7100000 | PA      | $7058120.22   | 0.28%             | 2029-01-21      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS AA PASS THROUGH TRUST                            | BRITISH AIR 18 1 AA PTT PASS THRU CE 144A 03/33 3.8     | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    949865 | PA      | $928181.11    | 0.04%             | 2033-03-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | EVERSOURCE ENERGY SR UNSECURED 01/27 5                  | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401243.70    | 0.02%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/41 4.5           | CUSIP: 694308GY7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1060023.12   | 0.04%             | 2041-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORPORATION                                                          | CARNIVAL CORP SR SECURED 144A 08/28 4                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   4845000 | PA      | $4733021.29   | 0.19%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 09/29 3.4                        | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2887222.62   | 0.12%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                   | PIMCO PRV SHORT TERM FLT III MUTUAL FUND                | CUSIP: 000000000<br>LEI: LWVQWTQCFH3YG7CVH718 | Long             | STIV             | RF                | US        |  15394159 | PA      | $149923711.98 | 5.98%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                           | 317UC8QA2 PIMCO SWAPTION 4.055 PUT USD 2026042          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3100000 | NC      | $-8628.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  SEP27 XCME 20271214                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       306 | NC      | $348843.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 01/30 5                | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5366141.93   | 0.21%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 02/34 5.25          | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407495.74    | 0.02%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRKCM 2023-AFC4 TRUST                                                         | PRKCM TRUST PRKCM 2023 AFC4 A1 144A                     | CUSIP: 69380GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513398 | PA      | $517968.18    | 0.02%             | 2058-11-25      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BANK OF AMERICA CORPORATION SNR S* ICE                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $50315.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 03/28 4.3                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1230880.79   | 0.05%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                                                          | BEIGNET INVESTOR LLC SR SECURED 144A 05/49 6.581        | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39436000 | PA      | $40576901.23  | 1.62%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 10/28 VAR                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307930.14    | 0.01%             | 2028-10-18      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -5000000 | PA      | $-4931805.10  | -0.20%            | 2056-04-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 04/33 3.419                   | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6543000 | PA      | $5985529.79   | 0.24%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                              | WELLTOWER OP LLC COMPANY GUAR 07/30 4.5                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4102882.10   | 0.16%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 01/27 2.625            | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97070.92     | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  MAY26C 113 EXP 04/24/2026             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -32 | NC      | $-4258.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 07/27 3.55             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1811000 | PA      | $1792068.40   | 0.07%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | FISERV INC SR UNSECURED 08/35 5.25                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5837612.94   | 0.23%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                     | BANCO BILBAO VIZCAYA ARG SUBORDINATED 11/34 VAR         | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1800000 | PA      | $2038166.24   | 0.08%             | 2034-11-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528  | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   8207000 | PA      | $7931497.99   | 0.32%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2021-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLINE 21 1A EETC PASS THRU CE 01/36 2.875        | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81232 | PA      | $72797.71     | 0.00%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP                                         | STELLANTIS FINANCIAL SER SR UNSECURED 144A 09/30 5.4    | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4027939.06   | 0.16%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                            | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/30 4.35   | CUSIP: 86563VCF4<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $497357.96    | 0.02%             | 2030-09-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8         | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4046057.40   | 0.16%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                            | UNITED RENTALS NORTH AM SECURED 11/27 3.875             | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1676518.07   | 0.07%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 04/34 VAR            | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522956.89   | 0.06%             | 2034-04-24      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                        | MORGAN STANLEY BANK NA SR UNSECURED 01/28 VAR           | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401785.08    | 0.02%             | 2028-01-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 07/31 VAR             | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1781749.64   | 0.07%             | 2031-07-23      | Floating      | 1.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY 01/29 VAR                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6807000 | PA      | $7054765.13   | 0.28%             | 2029-01-18      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR                | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $12298230.60  | 0.49%             | 2030-03-04      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                    | ABBVIE INC SR UNSECURED 11/29 3.2                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2550385.57   | 0.10%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 12/33 6.75         | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1370358.60   | 0.05%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                  | ECOPETROL SA SR UNSECURED 11/31 4.625                   | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    100000 | PA      | $88935.48     | 0.00%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                  | ALPHABET INC SR UNSECURED 02/56 5.65                    | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5984987.64   | 0.24%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 03/28 2.3                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5029000 | PA      | $4792332.85   | 0.19%             | 2028-03-25      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                           | FS KKR CAPITAL CORP SR UNSECURED 01/30 6.125            | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3810088.64   | 0.15%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 04/29 VAR                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3128818.53   | 0.12%             | 2029-04-12      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | UNITED MEXICAN STATES SR UNSECURED 07/32 5.85           | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $1004850.00   | 0.04%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA 144A 11/33 7.2                      | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   6100000 | PA      | $6839385.70   | 0.27%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINANCIAL INC SR UNSECURED 06/29 VAR               | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2068000 | PA      | $2154594.63   | 0.09%             | 2029-06-13      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                            | CREDIT AGRICOLE SA 144A 05/31 VAR                       | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3150000 | PA      | $3189472.87   | 0.13%             | 2031-05-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 06/28 VAR              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731245.67    | 0.03%             | 2028-06-01      | Floating      | 2.18%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                              | PACIFIC LIFECORP SR UNSECURED 144A 09/50 3.35           | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $671394.45    | 0.03%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                            | VOYA FINANCIAL INC COMPANY GUAR 03/36 5.05              | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2319635.88   | 0.09%             | 2036-03-02      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                       | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 04/31 4.5      | CUSIP: 233853BL3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3633270.72   | 0.14%             | 2031-04-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                           | GLOBAL PAYMENTS INC SR UNSECURED 03/33 5.4              | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3027284.82   | 0.12%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FINANCE LLC                                                | BROOKFIELD CAPITAL FIN COMPANY GUAR 06/33 6.087         | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6261383.22   | 0.25%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                          | LXP INDUSTRIAL TRUST COMPANY GUAR 09/30 2.7             | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1369143.03   | 0.05%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F030660<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10000 | PA      | $8770.08      | 0.00%             | 2056-06-11      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 03/30 5.1              | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $299633.74    | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION GLOBAL FUNDING                                                  | CONSTELLATION GLO FNDG SR SECURED 144A 10/30 4.85       | CUSIP: 21038N2A8<br>LEI: 254900OP9HLIALC2HZ12 | Long             | DBT              | CORP              | US        |    700000 | PA      | $686919.28    | 0.03%             | 2030-10-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                        | MOTOROLA SOLUTIONS INC SR UNSECURED 08/30 4.85          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2115649.14   | 0.08%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 05/28 4.95              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1412718.16   | 0.06%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BARCLAYS REVERSE REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -13130900 | PA      | $-13277346.01 | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORPORATION                                                  | GENERAL DYNAMICS CORP COMPANY GUAR 04/30 3.625          | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485641.46    | 0.02%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE               | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37290000 | PA      | $35932622.00  | 1.43%             | 2056-06-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.64000 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $276563.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                   | BNP PARIBAS 144A 01/33 VAR                              | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6200000 | PA      | $6411144.66   | 0.26%             | 2033-01-13      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 07/29 5.375    | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $7012938.51   | 0.28%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                              | OCCIDENTAL PETROLEUM COR SR UNSECURED 09/36 6.45        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2672810.00   | 0.11%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 04/30 4.625         | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   4300000 | PA      | $4284487.71   | 0.17%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                    | HPS CORPORATE LENDING FU SR UNSECURED 04/32 5.95        | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1160133.40   | 0.05%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 02/46 6.55                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1867199.48   | 0.07%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                            | ALLY FINANCIAL INC COMPANY GUAR 11/31 8                 | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $4081420.01   | 0.16%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/65 6.1                      | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $5061688.74   | 0.20%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                 | ENEL FINANCE INTL NV COMPANY GUAR 144A 06/29 5.125      | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3967000 | PA      | $4024314.58   | 0.16%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                                                          | CANTOR FITZGERALD LP SR UNSECURED 144A 12/28 7.2        | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2910190.25   | 0.12%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 04/31 VAR         | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5143836.70   | 0.21%             | 2031-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| NORTHERN STAR RESOURCES LTD                                                   | NORTHERN STAR RESOU COMPANY GUAR 144A 04/33 6.125       | CUSIP: 66573RAA6<br>LEI: 254900XFXCRYYZAX6M78 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1034367.76   | 0.04%             | 2033-04-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/31 4.6         | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4007695.72   | 0.16%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                              | ASSURED GUARANTY US HLDG COMPANY GUAR 09/28 6.125       | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6213919.80   | 0.25%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR FUT OPTN  MAY26P 110 EXP 04/24/2026             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -32 | NC      | $-11908.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                       | BAKER HUGHES LLC/CO OBL COMPANY GUAR 06/36 5            | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2651912.22   | 0.11%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                 | SUN COMMUNITIES OPER LP COMPANY GUAR 04/32 4.2          | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1809895.16   | 0.07%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                   | CITIBANK NA SR UNSECURED 12/26 5.488                    | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6047891.76   | 0.24%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                            | CANADIAN NATL RESOURCES SR UNSECURED 12/29 5            | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1219093.38   | 0.05%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG46 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $6004920.44   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                             | CAPITAL ONE FINANCIAL CO JR SUBORDINA 12/99 VAR         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |   3250000 | NS      | $3202160.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA BANCO SANTANDER SA                   | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2109916.00   | 0.08%             | 2034-02-01      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/28 5.05   | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1509985.43   | 0.06%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                           | CENTENE CORP SR UNSECURED 03/31 2.5                     | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1679486.44   | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST                             | ALASKA AIRLINES 2020 TR PASS THRU CE 144A 02/29 4.8     | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4010494 | PA      | $4013843.24   | 0.16%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | SYSCO CORPORATION COMPANY GUAR 03/36 4.95               | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3051908.32   | 0.12%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MORGAN STANLEY SNR S* ICE                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $3206.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                            | FORESEA HOLDING SA SR SECURED 144A 06/30 7.5            | CUSIP: 262051AA3<br>LEI: 254900BAD50AKYGIMV79 | Long             | DBT              | CORP              | LU        |    265587 | PA      | $260988.92    | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 08/29 2.85             | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1887246.12   | 0.08%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 12/28 6.1               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207910.31    | 0.01%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 02/28 4.25           | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    962000 | PA      | $957200.53    | 0.04%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                                 | FLEX LTD SR UNSECURED 06/29 4.875                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100447.57    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                               | FOX CORP SR UNSECURED 01/29 4.709                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    218000 | PA      | $218596.24    | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                 | AMAZON.COM INC SR UNSECURED 03/33 4.55                  | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981334.48   | 0.08%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CONVATEC (180 MEDICAL INC)                                                    | 180 MEDICAL INC COMPANY GUAR 144A 10/35 5.3             | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1277644.94   | 0.05%             | 2035-10-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 03/30 VAR                            | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204834.53    | 0.01%             | 2030-03-14      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SIK3 PIMCO CDSOPT PUT USD 0.8 20260617             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        | -12000000 | NC      | $-16353.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875            | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6700779.75   | 0.27%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23140000 | PA      | $21838560.58  | 0.87%             | 2056-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY 09/31 VAR                              | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1504681.14   | 0.06%             | 2031-09-18      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | LENNAR CORPORATION SNR S* ICE                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $149086.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA POOL 531298 GN 08/30 FIXED 8.5                     | CUSIP: 36212EGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       746 | PA      | $752.43       | 0.00%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | BLUE OWL FINANCE LLC COMPANY GUAR 06/31 3.125           | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86324.25     | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 04/30 4.375         | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2412725.28   | 0.10%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG (HAT HOLDINGS I LLC / HAT HOLDINGS II LLC)                   | HAT HOLDINGS I LLC/HAT COMPANY GUAR 144A 09/30 3.75     | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2854914.50   | 0.11%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES COMPANY GUAR 06/27 4.5                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1195251.10   | 0.05%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $3379797.00   | 0.13%             | 2033-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SR SECURED 144A 01/29 5.5       | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3037678.59   | 0.12%             | 2029-01-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3761000 | PA      | $3720172.31   | 0.15%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 06/29 6.1           | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036058.26   | 0.04%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/4.00000 06/17/26-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $349352.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                     | EXPAND ENERGY CORP COMPANY GUAR 03/30 5.375             | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1210523.27   | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 04/29 VAR                   | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4607000 | PA      | $4660797.83   | 0.19%             | 2029-04-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                           | HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3230133.24   | 0.13%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 03/53 5.65                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4700611.03   | 0.19%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/30 VAR                   | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987216.85   | 0.12%             | 2030-01-23      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.70000 03/31/26-9Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $190260.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  MAR27 XCME 20270615                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       306 | NC      | $250181.77    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 02/29 5.2              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712125.88    | 0.03%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 10/29 6.35           | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3466347.26   | 0.14%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  JUN27 XCME 20270914                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       306 | NC      | $294673.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 04/30 5.2               | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4330000 | PA      | $4427970.71   | 0.18%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                    | ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 03/33 5        | CUSIP: 034863BH2<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2758216.94   | 0.11%             | 2033-03-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                   | NATIONWIDE BLDG SOCIETY 144A 03/29 VAR                  | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   8800000 | PA      | $8744808.69   | 0.35%             | 2029-03-08      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 2.7         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397087.64    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA 11/28 6.607                          | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  18700000 | PA      | $19656915.09  | 0.78%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67             | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2075898.76   | 0.08%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                 | BOSTON SCIENTIFIC CORP SR UNSECURED 11/35 6.25          | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3312593.43   | 0.13%             | 2035-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 05/30 3.25                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1632119.06   | 0.07%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                    | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1300000 | NS      | $1309802.00   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PARTNERS                                                 | SIXTH STREET LENDING PAR SR UNSECURED 03/29 6.5         | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3549424.76   | 0.14%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                             | CAPITAL ONE FINANCIAL CO SR UNSECURED 06/29 VAR         | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2586483.68   | 0.10%             | 2029-06-08      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                        | STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR      | CUSIP: 85325C2N1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3800000 | PA      | $3711789.50   | 0.15%             | 2032-06-05      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                      | AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR              | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |   2000000 | NS      | $1977520.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                          | BLUE OWL FINANCE LLC COMPANY GUAR 10/51 4.125           | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1524323.23   | 0.06%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 10/29 VAR                                  | CUSIP: 05571AAR6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $418503.31    | 0.02%             | 2029-10-19      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 09/30 VAR         | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $225556.96    | 0.01%             | 2030-09-11      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC                                                                | WEIR GROUP INC COMPANY GUAR 144A 05/30 5.35             | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1318082.90   | 0.05%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR              | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   3300000 | NS      | $3435267.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 12/29 VAR              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120165.38    | 0.00%             | 2029-12-05      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3          | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4613342.88   | 0.18%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649        | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   7830000 | PA      | $7332917.15   | 0.29%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 11/30 1.75          | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1860238.51   | 0.07%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                            | CANADIAN NATL RESOURCES SR UNSECURED 12/34 5.4          | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1821701.50   | 0.07%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2021-410T                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 410T A 144A   | CUSIP: 46652WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1880505.80   | 0.08%             | 2042-03-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC JR SUBORDINA 12/99 VAR         | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2416265.00   | 0.10%             | 2029-09-27      | Floating      | 8.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC COMPANY GUAR 02/31 2.45                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  27858000 | PA      | $25306674.10  | 1.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.74800 03/03/26-10Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $32177.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 5.85        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1585973.10   | 0.06%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 08/35 5.5                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $382056.90    | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                           | VIRGINIA ELEC + POWER CO SR UNSECURED 03/36 4.95        | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2828148.15   | 0.11%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2018-1 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2018 1 AA PTT PASS THRU CE 09/31 3.5         | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1165434 | PA      | $1133906.41   | 0.05%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                          | NORINCHUKIN BANK SR UNSECURED 144A 03/36 5.356          | CUSIP: 656029AS4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   5400000 | PA      | $5346149.74   | 0.21%             | 2036-03-10      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                       | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375   | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4059604.05   | 0.16%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                        | CVS PASS THROUGH TRUST PASS THRU CE 144A 01/32 7.507    | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925034 | PA      | $977019.91    | 0.04%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                 | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/29 4.4      | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193557.64    | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                  | AUTOZONE INC SR UNSECURED 06/30 5.125                   | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2035191.86   | 0.08%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| YARA INTERNATIONAL ASA                                                        | YARA INTERNATIONAL ASA SR UNSECURED 144A 06/26 3.8      | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |   3300000 | PA      | $3292861.14   | 0.13%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS LLC                                                              | SBL HOLDINGS INC SR UNSECURED 144A 09/28 5.9            | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $472092.16    | 0.02%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                            | BANCO SANTANDER SA SR UNSECURED 08/27 5.294             | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2000000 | PA      | $2019673.92   | 0.08%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 10/30 VAR                   | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499883.57    | 0.02%             | 2030-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL MOTORS COMPANY SNR S* ICE                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $131729.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STRUCTURED ASSET MTG INV INC 2004-AR1                                         | STRUCTURED ASSET MORTGAGE INVE SAMI 2004 AR1 1A1        | CUSIP: 86359LAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138187 | PA      | $131501.90    | 0.01%             | 2034-03-19      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                    | FISERV INC SR UNSECURED 08/34 5.15                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388713.86    | 0.02%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 07/28 4.8                 | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201946.79    | 0.01%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 VAR         | CUSIP: 86562MDL1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $10057205.00  | 0.40%             | 2029-07-09      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                  | BROADCOM INC SR UNSECURED 07/29 5.05                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510425.78    | 0.02%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC)                             | RELX CAPITAL INC COMPANY GUAR 05/32 4.75                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    800000 | PA      | $798369.77    | 0.03%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 05/30 4.65                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2917000 | PA      | $2851971.61   | 0.11%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 04/31 2.7              | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3631390.28   | 0.14%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINANCIAL GROUP INC                                                  | TRUSTAGE FINANCIAL GROUP SR UNSECURED 144A 04/32 4.625  | CUSIP: 89787EAA9<br>LEI: 549300X7YNHNZXTI6F10 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9186145.73   | 0.37%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                                      | MUTUAL OF OMAHA GLOBAL SECURED 144A 04/30 5             | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201371.73    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                    | CUSIP: 172967PJ4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2800000 | NS      | $2838444.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/34 6.95          | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $24650917.88  | 0.98%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/32 VAR           | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6300000 | PA      | $6210919.51   | 0.25%             | 2032-01-14      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                | PROTECTIVE LIFE GLOBAL SR SECURED 144A 09/30 1.737      | CUSIP: 74368CAY0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4216322.30   | 0.17%             | 2030-09-21      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                         | OPEN TEXT CORP SR SECURED 144A 12/27 6.9                | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $513527.00    | 0.02%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 11/27 3.5      | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   9876000 | PA      | $9700641.74   | 0.39%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 01/30 VAR                                  | CUSIP: 05571AAV7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1025295.73   | 0.04%             | 2030-01-18      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE COMPANY                                                | PACIFIC LIFE INSURANCE C SUBORDINATED 144A 06/39 9.25   | CUSIP: 694475AA2<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |    600000 | PA      | $801934.16    | 0.03%             | 2039-06-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP                                             | GOLDMAN SACHS PRIVATE CR SR UNSECURED 144A 01/31 5.875  | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1941847.86   | 0.08%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AT&T INC SNR S* ICE                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $17337.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 09/30 4.5          | CUSIP: 36143L2V6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2890481.97   | 0.12%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/29 5.1                       | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303922.42    | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                            | COOPERATIEVE RABOBANK UA 144A 04/28 VAR                 | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $792866.39    | 0.03%             | 2028-04-06      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                | OMEGA HLTHCARE INVESTORS COMPANY GUAR 07/30 5.2         | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291291.77    | 0.01%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF AMERICA REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -949741 | PA      | $-950203.08   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| DOCTORS CO/THE                                                                | DOCTORS CO INTERINSURANC SUBORDINATED 144A 01/32 4.5    | CUSIP: 256141AB8<br>LEI: MKYKR1GWDRIJRLI1S211 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $4739051.72   | 0.19%             | 2032-01-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/28 4.95   | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $2007496.18   | 0.08%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                  | SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5           | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  12900000 | PA      | $12810630.74  | 0.51%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES COMPANY GUAR 04/28 4.95                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4694632.79   | 0.19%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                           | EMERA US FINANCE LP COMPANY GUAR 06/31 2.639            | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1517140.98   | 0.06%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                       | BPCE SA 144A 05/35 VAR                                  | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2491000 | PA      | $2549174.56   | 0.10%             | 2035-05-30      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 10/31 VAR             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1773058.10   | 0.07%             | 2031-10-24      | Floating      | 1.92%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/29 VAR                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4522000 | PA      | $4462636.59   | 0.18%             | 2029-01-24      | Floating      | 3.77%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 03/29 4.9           | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    909000 | PA      | $919814.23    | 0.04%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 03/29 4.2              | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988979.62    | 0.04%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                              | BERRY GLOBAL INC SR SECURED 01/34 5.65                  | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204620.47    | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 11/27 3.25                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2733334.07   | 0.11%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC COMPANY GUAR 06/35 5.55                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $204535.86    | 0.01%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                | PROTECTIVE LIFE GLOBAL SECURED 144A 12/29 4.772         | CUSIP: 74368CCA0<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12555882.00  | 0.50%             | 2029-12-09      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL SR UNSECURED 11/29 6.95            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422237.55    | 0.02%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 01/28 VAR             | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497583.36    | 0.02%             | 2028-01-20      | Floating      | 3.82%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                      | HOST HOTELS + RESORTS LP SR UNSECURED 12/29 3.375       | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3517439.78   | 0.14%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 03/29 2.4                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2889000 | PA      | $2726629.27   | 0.11%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR              | CUSIP: 000000000<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2500000 | NS      | $2490375.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                           | CENTENE CORP SR UNSECURED 08/31 2.625                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1338732.48   | 0.05%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/27 3.65        | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2177059.85   | 0.09%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                            | UNITED RENTALS NORTH AM SR SECURED 144A 12/29 6         | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508678.00    | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 12YR JUL SR SEC                | CUSIP: 957IHJII7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $399178.90    | 0.02%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| CAMERON LNG LLC                                                               | CAMERON LNG LLC SR SECURED 144A 01/38 3.402             | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87170.09     | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 05/32 5.125             | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1577487.17   | 0.06%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                 | AMAZON.COM INC SR UNSECURED 03/66 5.95                  | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1907675.72   | 0.08%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                   | EQUINIX INC SR UNSECURED 11/29 3.2                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2774000 | PA      | $2641866.92   | 0.11%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION PHARMACEUTICALS INC                                             | CONSTELLATION PHARMACEUTICAL 4                          | CUSIP: 948VXEII3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1027108 | PA      | $1052239.83   | 0.04%             | 2033-07-01      | Fixed         | 5.35%                 | Yes           |                  3 | On Loan: No      |
| CGI INC                                                                       | CGI INC SR UNSECURED 09/26 1.45                         | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   9500000 | PA      | $9363512.08   | 0.37%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                               | NY STATE ELECTRIC + GAS SR UNSECURED 144A 08/28 5.65    | CUSIP: 649840CU7<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    800000 | PA      | $821043.51    | 0.03%             | 2028-08-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 07/27 3.75           | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   6700000 | PA      | $6513605.53   | 0.26%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 01/30 5.15   | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1004054.21   | 0.04%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY 09/30 VAR                              | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1300000 | PA      | $1306389.31   | 0.05%             | 2030-09-11      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP JR SUBORDINA 09/55 VAR                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1912627.80   | 0.08%             | 2055-09-15      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| FERGUSON FINANCE PLC                                                          | FERGUSON FINANCE PLC COMPANY GUAR 144A 06/30 3.25       | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1036679.96   | 0.04%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                              | MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 A 144A      | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1124684 | PA      | $1125848.77   | 0.04%             | 2037-02-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                 | UNICREDIT SPA SUBORDINATED 144A 06/35 VAR               | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   4600000 | PA      | $4593484.24   | 0.18%             | 2035-06-30      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 10/27 VAR              | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302886.62    | 0.01%             | 2027-10-22      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                          | NORINCHUKIN BANK SR UNSECURED 144A 09/30 4.674          | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $297644.26    | 0.01%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                                               | DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375           | CUSIP: 23371DAG9<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192639.21    | 0.01%             | 2028-03-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 09/34 VAR             | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $418990.64    | 0.02%             | 2034-09-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 08/28 1.625  | CUSIP: 09261BAC4<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   7200000 | PA      | $6749849.38   | 0.27%             | 2028-08-05      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                          | BAYER US FINANCE LLC COMPANY GUAR 144A 01/29 6.25       | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415529.48    | 0.02%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC COMPANY GUAR 03/31 4.45              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1679571.95   | 0.07%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2019 1 AA PTT PASS THRU CE 02/33 4.15        | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1161535 | PA      | $1138506.88   | 0.05%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                     | ALCON FINANCE CORP COMPANY GUAR 144A 05/30 2.6          | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   7700000 | PA      | $7125995.65   | 0.28%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                           | ENTERGY CORP SR UNSECURED 06/28 1.9                     | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $8444272.74   | 0.34%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                     | COREBRIDGE GLOB FUNDING SECURED 144A 01/28 4.9          | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2516957.33   | 0.10%             | 2028-01-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                     | ONEOK INC COMPANY GUAR 09/27 4.25                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3376000 | PA      | $3368427.02   | 0.13%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SPRINGLEAF FINANCE (AGFC CAPITAL TRUST I)                                     | AGFC CAPITAL TRUST I COMPANY GUAR 144A 01/67 VAR        | CUSIP: 00846NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3080000 | PA      | $1928850.00   | 0.08%             | 2067-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 11/29 VAR                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8483000 | PA      | $8854964.70   | 0.35%             | 2029-11-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/26 5.125       | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6616000 | PA      | $6630907.57   | 0.26%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                        | CBRE SERVICES INC COMPANY GUAR 04/29 5.5                | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409715.41    | 0.02%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 10/28 5.65             | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1742758.76   | 0.07%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL SR UNSECURED 06/29 5.45            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3231100.70   | 0.13%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                     | BLOCK INC SR UNSECURED 144A 08/30 5.625                 | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3184125.12   | 0.13%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL MA3276 FN 02/48 FIXED 3.5                     | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138742 | PA      | $129236.12    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                        | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45          | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3848400.28   | 0.15%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-3 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 3 AA PTT PASS THRU CE 04/30 3           | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3726620 | PA      | $3614854.18   | 0.14%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 01/33 4.75          | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963976.75   | 0.12%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                     | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 05/28 5.45   | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $304277.05    | 0.01%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DC OFFICE TRUST 2019-MTC                                                      | DC OFFICE TRUST DCOT 2019 MTC A 144A                    | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10500000 | PA      | $9481274.25   | 0.38%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                    | DCP MIDSTREAM OPERATING COMPANY GUAR 02/32 3.25         | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2364307.76   | 0.09%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2 CLASS AA PASS THROUGH TRUST                                 | AIR CANADA 2015 2AA PTT PASS THRU CE 144A 06/29 3.75    | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     54190 | PA      | $53566.93     | 0.00%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                         | CROWN CASTLE INC SR UNSECURED 11/29 3.1                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3777643.88   | 0.15%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 12/28 VAR             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2905000 | PA      | $2854807.79   | 0.11%             | 2028-12-20      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                       | BOOZ ALLEN HAMILTON INC COMPANY GUAR 144A 09/28 3.875   | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5555009.78   | 0.22%             | 2028-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                            | ROYALTY PHARMA PLC COMPANY GUAR 09/27 1.75              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $964300.32    | 0.04%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.25000 06/18/25-5Y LCH                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $1470289.44   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 05/60 5.93                       | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $12681421.63  | 0.51%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                   | GARTNER INC COMPANY GUAR 144A 07/28 4.5                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1422000 | PA      | $1398497.13   | 0.06%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | MEXICO LA SP MYC                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2433.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 03/30 5.25                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6573280.19   | 0.26%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/31 5.3                       | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3041890.83   | 0.12%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)             | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 05/47 4.27   | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2414277.87   | 0.10%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR          | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   1100000 | NS      | $1091233.00   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                               | MAREX GROUP PLC SR UNSECURED 05/28 5.829                | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   4900000 | PA      | $4953893.24   | 0.20%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 07/29 5.25              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1226490.83   | 0.05%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA REGS 11/33 7.2                      | CUSIP: ACI2L7X22<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1400000 | PA      | $1569695.08   | 0.06%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORPORATION                                                     | CNA FINANCIAL CORP SR UNSECURED 06/33 5.5               | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5689227.77   | 0.23%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2700000 | NS      | $2772333.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                  | SYNOPSYS INC SR UNSECURED 04/35 5.15                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3307489.35   | 0.13%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                       | EQUITABLE FINANCIAL LIFE SECURED 144A 03/28 5.45        | CUSIP: 29449WAQ0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203162.00    | 0.01%             | 2028-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                                | WESTERN MIDSTREAM OPERAT SR UNSECURED 12/35 5.5         | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5903887.56   | 0.24%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US LONG BOND(CBT) JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-4024.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO PREFERRED STOCK 4.2                 | CUSIP: 48128B523<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    250000 | NS      | $4375000.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DEPOSITORY TRUST & CLEARING CORP (DTCC)                                       | DEPOSITORY TRUST + CLEAR JR SUBORDINA 144A 12/99 VAR    | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | EP               | CORP              | US        |   2000000 | NS      | $1985300.00   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC (AKA: ALLMERICA FINANCIAL CORP)                   | HANOVER INSURANCE GROUP SR UNSECURED 09/30 2.5          | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1361986.83   | 0.05%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 09/30 3.5                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  16400000 | PA      | $15579163.44  | 0.62%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC (AKA: ALLEGHENY ENERGY TRANSMISSION LLC)         | FIRSTENERGY TRANSMISSION SR UNSECURED 144A 09/28 2.866  | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6251585.99   | 0.25%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                         | GEORGIA POWER CO SR UNSECURED 05/28 4.65                | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403292.66    | 0.02%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                             | AIRCASTLE LTD COMPANY GUAR 144A 01/28 2.85              | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   8800000 | PA      | $8529997.87   | 0.34%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/27 4.271       | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3315520.06   | 0.13%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                           | CONSTELLATION EN GEN LLC SR UNSECURED 01/31 4.4         | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4048238.28   | 0.16%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                             | SYSCO CORPORATION COMPANY GUAR 09/30 5.1                | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2621366.12   | 0.10%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 02/28 2.05                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95956.08     | 0.00%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                               | SBA TOWER TRUST ASSET BACKED 144A 05/51 1.631           | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15600000 | PA      | $15346707.48  | 0.61%             | 2051-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC                                                              | COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8            | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2714052.75   | 0.11%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVS INC                                                      | NATIONAL HEALTH INVESTOR COMPANY GUAR 02/31 3           | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2340690.51   | 0.09%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                  | DNB BANK ASA 144A 05/27 VAR                             | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    600000 | PA      | $597258.11    | 0.02%             | 2027-05-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO III LLC                                                       | ARES FINANCE CO COMPANY GUAR 144A 06/51 VAR             | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98530.61     | 0.00%             | 2051-06-30      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                             | STORE CAPITAL LLC SR UNSECURED 04/30 5.4                | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1407014.88   | 0.06%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                              | NIAGARA MOHAWK POWER SR UNSECURED 144A 12/28 4.278      | CUSIP: 65364UAL0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4973389.05   | 0.20%             | 2028-12-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                        | CITADEL SECURITIES GLOBA SR SECURED 144A 06/35 6.2      | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3890158.08   | 0.16%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                        | SKYWORKS SOLUTIONS INC SR UNSECURED 06/26 1.8           | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2388748.34   | 0.10%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/28 5.65   | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713718.53    | 0.03%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO XI 2021-11A                                                  | OCEAN TRAILS CLO OCTR 2021 11A AR 144A                  | CUSIP: 67514VAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3400554.37   | 0.14%             | 2034-07-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | OCCIDENTAL PETROLEUM CORPORAT SNR S* ICE                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $36375.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                            | SANTOS FINANCE LTD COMPANY GUAR REGS 04/31 3.649        | CUSIP: Q82780AF6<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   3600000 | PA      | $3371456.16   | 0.13%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO TORONTO DOMINIO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        | -29849000 | PA      | $-30192843.89 | -1.20%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL BJ3960 FN 01/48 FIXED 3.5                     | CUSIP: 3140H5MJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114411 | PA      | $106239.82    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 04/35 5.625             | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1095374.85   | 0.04%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 04/29 VAR             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405753.93    | 0.02%             | 2029-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                           | CENTENE CORP SR UNSECURED 07/28 2.45                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3075232.05   | 0.12%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1350000 | PA      | $1439714.55   | 0.06%             | 2028-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORPORATION                                                  | NORTHROP GRUMMAN CORP SR UNSECURED 07/30 4.65           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006107.30   | 0.04%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                           | AMERICAN ELECTRIC POWER SR UNSECURED 11/27 5.75         | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203785.05    | 0.01%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 08/27 4.703              | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $900297.60    | 0.04%             | 2027-08-05      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL ELECTRIC COMPANY SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $150352.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                           | INTESA SANPAOLO SPA 144A 11/33 VAR                      | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3700000 | PA      | $4265392.30   | 0.17%             | 2033-11-21      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV TRUST                                                           | CREDIT SUISSE MORTGAGE TRUST CSMC 2021 ADV A 144A       | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $888345.00    | 0.04%             | 2038-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 05/50 5.805                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4449764.28   | 0.18%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/27 3.815       | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6465182.17   | 0.26%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP SR UNSECURED 06/51 4.1                | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $663910.03    | 0.03%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR              | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |  11000000 | NS      | $11018370.00  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG44 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $89370.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $991624.49    | 0.04%             | 2029-09-10      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 06/26 6.95        | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2957047.05   | 0.12%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                  | NOVARTIS CAPITAL CORP COMPANY GUAR 03/36 4.9            | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2993990.10   | 0.12%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                           | CITADEL FINANCE LLC COMPANY GUAR 144A 02/30 5.9         | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    720000 | PA      | $723840.16    | 0.03%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3                                   | CHASE MORTGAGE FINANCE CORPORA CHASE 2023 RPL3 A1 144A  | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3323658 | PA      | $2981183.08   | 0.12%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                             | HSBC HOLDINGS PLC SR UNSECURED 03/30 VAR                | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2978355.99   | 0.12%             | 2030-03-10      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO PREFERRED STOCK 4.625               | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    110000 | NS      | $2103200.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                    | EQUINIX EU 2 FINANCING C COMPANY GUAR 06/34 5.5         | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1421656.40   | 0.06%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | ROYAL CARIBBEAN CRUISES SR UNSECURED 144A 04/28 5.5     | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3025000 | PA      | $3060227.67   | 0.12%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  45000000 | PA      | $42375946.50  | 1.69%             | 2056-06-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 07/30 VAR              | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5175425.28   | 0.21%             | 2030-07-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 01/55 5.8                       | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1073220.75   | 0.04%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS A PASS THROUGH TRUST                             | BRITISH AIR 19 1 A PTT PASS THRU CE 144A 12/30 3.35     | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |   2037598 | PA      | $1979459.72   | 0.08%             | 2030-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 02/29 6.5            | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003366.80   | 0.08%             | 2029-02-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX                                                                | USB CAPITAL IX LIMITD GUARA 12/99 VAR                   | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14250000 | PA      | $11315585.85  | 0.45%             | 2026-05-02      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                             | PIEDMONT OPERATING PARTN COMPANY GUAR 07/29 6.875       | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1676827.10   | 0.07%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                           | QUANTA SERVICES INC SR UNSECURED 08/28 4.3              | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098572.75   | 0.04%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                     | EXPAND ENERGY CORP COMPANY GUAR 144A 04/29 6.75         | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2243614.60   | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 2YR NOTE (CBT) JUN26 XCBT 20260630                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       204 | NC      | $25167.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                          | BAYER US FINANCE LLC COMPANY GUAR 144A 11/26 6.125      | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11202606.40  | 0.45%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 03/48 4.125            | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74921.30     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR              | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499858.07    | 0.02%             | 2028-04-26      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO BANK OF AMERICA REVERSE REPO               | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |   -991992 | PA      | $-992439.76   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | NISSAN MOTOR ACCEPTANCE CO SNR S* SP JPM                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-28242.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 10/30 VAR            | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $943636.78    | 0.04%             | 2030-10-30      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                               | SANTANDER UK GROUP HLDGS SR UNSECURED 06/27 VAR         | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $795109.04    | 0.03%             | 2027-06-14      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                     | AMGEN INC SR UNSECURED 03/43 5.6                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1875694.08   | 0.07%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/27 4.45   | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299233.25    | 0.01%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                  | GOODMAN US FIN THREE COMPANY GUAR 144A 03/28 3.7        | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15600000 | PA      | $15356813.32  | 0.61%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | ORACLE CORPORATION SNR S* ICE                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $-30209.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                           | CENTENE CORP SR UNSECURED 12/29 4.625                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2366294.06   | 0.09%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                       | BLACK HILLS CORP SR UNSECURED 06/30 2.5                 | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2010784.47   | 0.08%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.75000 09/02/25-7Y* LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $-194752.42   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                            | CONAGRA BRANDS INC SR UNSECURED 08/30 5                 | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1597478.72   | 0.06%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1                                 | NEW RESIDENTIAL MORTGAGE LOAN NRZT 2023 NQM1 A1A 144A   | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1191918 | PA      | $1201627.27   | 0.05%             | 2063-10-25      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                                                           | SVB FINL TR COMMON STOCK UNIT                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2317 | NS      | $1094782.50   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                            | NLG GLOBAL FUNDING SECURED 144A 01/30 5.4               | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2764509.43   | 0.11%             | 2030-01-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                  | ALLEGION PLC COMPANY GUAR 10/29 3.5                     | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1927239.12   | 0.08%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                      | WOODSIDE FINANCE LTD COMPANY GUAR REGS 09/26 3.7        | CUSIP: Q98236AC8<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $2491229.93   | 0.10%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 04/30 VAR                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4115509.32   | 0.16%             | 2030-04-18      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                             | KINDER MORGAN INC/DELAWA COMPANY GUAR 10/30 8.05        | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $7271196.21   | 0.29%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/29 5.25   | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7065000 | PA      | $7151138.60   | 0.29%             | 2029-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AES CORPORATION SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $62024.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP JR SUBORDINA 12/99 VAR         | CUSIP: 86562MDK3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1977184.00   | 0.08%             | 2034-06-05      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 15 LTD                                                            | ELMWOOD CLO 15 LTD ELM15 2022 2A A1R 144A               | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1200296.29   | 0.05%             | 2035-04-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP                                 | SUN COMMUNITIES OPER LP COMPANY GUAR 07/31 2.7          | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89491.03     | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SPIRIT AIRLINES PASS THROUGH TRUST 2015-1A                                    | SPIRIT AIR 2015 1 PTT A PASS THRU CE 10/29 4.1          | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     93332 | PA      | $91696.39     | 0.00%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                                     | VIPER ENERGY PARTNERS LL COMPANY GUAR 08/30 4.9         | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2503025.00   | 0.10%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                              | FIRSTENERGY CORP SR UNSECURED 07/47 4.85                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $940438.84    | 0.04%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 09/29 VAR                | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    300000 | PA      | $311834.75    | 0.01%             | 2029-09-22      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 CLASS AA PASS THROUGH TRUST                            | BRITISH AIR 19 1 AA PTT PASS THRU CE 144A 06/34 3.3     | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70177 | PA      | $66507.29     | 0.00%             | 2034-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                               | ROLLS ROYCE PLC COMPANY GUAR 144A 10/27 5.75            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $558858.10    | 0.02%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8625647.18   | 0.34%             | 2029-10-23      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC6DA0 PIMCO SWAPTION 3.9 PUT USD 20260420           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1600000 | NC      | $-9062.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 12/29 4.016         | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973059.42   | 0.08%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | CDX IG45 5Y ICE                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $9253481.55   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                              | DT MIDSTREAM INC COMPANY GUAR 144A 06/29 4.125          | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1079134.08   | 0.04%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR          | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   4100000 | NS      | $4179007.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOEING CO/THE SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $4390.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 05/27 4.95        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1049976.08   | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 06/30 VAR              | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200233.56    | 0.01%             | 2030-06-14      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 02/30 5.125                | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3382738.96   | 0.13%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMM OPT LLC/CAP SR SECURED 03/42 3.5           | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6985000 | PA      | $4786333.23   | 0.19%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 07/28 VAR             | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    347000 | PA      | $343357.83    | 0.01%             | 2028-07-21      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4                                                                | CREDIT SUISSE MORTGAGE TRUST CSMC 2022 RPL4 A1 144A     | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688646 | PA      | $659481.30    | 0.03%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 12/41 3.9              | CUSIP: 842400FT5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $311707.01    | 0.01%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY PREFERRED STOCK 7.5               | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     13190 | NS      | $15234450.00  | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| ADANI TRANSMISSION STEP ONE LIMITED                                           | ADANI TRANS STEP ONE LTD SR SECURED REGS 08/26 4        | CUSIP: ACI0NYD68<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |   1600000 | PA      | $1599213.68   | 0.06%             | 2026-08-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                    | VERIZON COMMUNICATIONS SR UNSECURED 07/37 5.401         | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2094000 | PA      | $2087365.18   | 0.08%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                    | MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625         | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000879.12   | 0.08%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL BK9250 FN 08/48 FIXED 3.5                     | CUSIP: 3140HPH42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    206990 | PA      | $192033.06    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | STATE OF ISRAEL SR UNSECURED 03/29 5.375                | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   4100000 | PA      | $4165254.08   | 0.17%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                                    | SPECTRA ENERGY PARTNERS COMPANY GUAR 10/26 3.375        | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3483096.61   | 0.14%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 06/30 2.1              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90031.52     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                | PROTECTIVE LIFE GLOBAL SECURED 144A 07/28 1.9           | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1700706.64   | 0.07%             | 2028-07-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL BW2501 FN 02/56 FIXED 5                       | CUSIP: 3140MTX73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4027691 | PA      | $4016008.44   | 0.16%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 04/30 3.875               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9351765.31   | 0.37%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                            | F+G GLOBAL FUNDING SECURED 144A 09/28 VAR               | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1303934.11   | 0.05%             | 2028-09-08      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2022-NLP               | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2022 NLP A 144A    | CUSIP: 466317AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    939275 | PA      | $930308.44    | 0.04%             | 2037-04-15      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/45 4.875                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11308000 | PA      | $11273545.88  | 0.45%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 03/32 4.05             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $9681574.98   | 0.39%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NAPA VALLEY UNIFIED SCHOOL DISTRICT                                           | NAPA VLY CA UNIF SCH DIST NPVSCD 08/43 FIXED 6.507      | CUSIP: 6303614J9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $321480.36    | 0.01%             | 2043-08-01      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                   | FED CAISSES DESJARDINS SR UNSECURED 144A 01/27 VAR      | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1601888.59   | 0.06%             | 2027-01-27      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC ENBRIDGE INC                               | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100854.03    | 0.00%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEWMARK GROUP INC                                                             | NEWMARK GROUP INC SR UNSECURED 01/29 7.5                | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $419582.00    | 0.02%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                         | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/36 5.5      | CUSIP: 873923AG1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971210.70   | 0.08%             | 2036-03-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                             | EVERSOURCE ENERGY SR UNSECURED 03/28 5.45               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304966.67    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                               | EQT CORP SR UNSECURED 04/29 6.375                       | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    477000 | PA      | $492443.44    | 0.02%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | NEXTERA ENERGY CAPITAL HOLDIN SNR S* ICE                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $5857.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 06/34 5.7                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028019.42   | 0.04%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORPORATION                                                   | ARES MANAGEMENT CORP ARES MANAGEMENT CORP               | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8526594.85   | 0.34%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 10/29 VAR            | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5900000 | PA      | $6145642.49   | 0.25%             | 2029-10-23      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 11/28 3.45                       | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390813.98    | 0.02%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 6 JUMBOS                              | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4400000 | PA      | $4469306.64   | 0.18%             | 2056-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO LLC                                                  | FLEX INTERMEDIATE HOLDCO SR SECURED 144A 06/31 3.363    | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $8836516.57   | 0.35%             | 2031-06-30      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR             | CUSIP: 060505FL3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  14085000 | NS      | $14126550.75  | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                      | AMERICAN ASSETS TRUST LP COMPANY GUAR 10/34 6.15        | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2976930.09   | 0.12%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 03/29 3.95             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984384.00    | 0.04%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                            | BMW US CAPITAL LLC COMPANY GUAR 144A 03/28 4.75         | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2916889.60   | 0.12%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY JR SUBORDINA 12/99 VAR            | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   1400000 | NS      | $1474270.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 08/33 5.5              | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001701.28   | 0.04%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 01/30 VAR            | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1523716.35   | 0.06%             | 2030-01-23      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CLECO POWER LLC                                                               | CLECO POWER LLC SR UNSECURED 144A 01/36 5.3             | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4467758.54   | 0.18%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 03/28 VAR                     | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201416.16    | 0.01%             | 2028-03-12      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                               | WESTERN SOUTHERN GLOBAL SECURED 144A 07/28 4.5          | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500110.38    | 0.02%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 05/30 3.75              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $870289.96    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 04/36 5.125                       | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2470966.15   | 0.10%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 16 1 AA PTT PASS THRU CE 07/29 3.575       | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2412080 | PA      | $2380196.55   | 0.09%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 02/36 5.7                      | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1923843.42   | 0.08%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 05/52 5.625             | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1431233.92   | 0.06%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KEURIG GREEN MOUNTAIN (MAPLE PARENT HOLDINGS CORP)                            | MAPLE PARENT HLDS CO COMPANY GUAR 144A 03/31 5.05       | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4781666.30   | 0.19%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 01/29 5                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303960.25    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 11/28 VAR             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    681000 | PA      | $699789.90    | 0.03%             | 2028-11-10      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                                     | KRAFT HEINZ FOODS CO COMPANY GUAR 03/35 5.4             | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5321000 | PA      | $5314149.90   | 0.21%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                            | RGA GLOBAL FUNDING SECURED 144A 11/30 4.6               | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2474472.88   | 0.10%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON COMPANY                                                           | OHIO EDISON CO SR UNSECURED 07/36 6.875                 | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1229546.49   | 0.05%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                            | VICI PROPERTIES LP SR UNSECURED 02/28 4.75              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2302947.75   | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 10/29 VAR          | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14937000 | PA      | $15628488.85  | 0.62%             | 2029-10-24      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                          | EDISON INTERNATIONAL SR UNSECURED 06/27 5.75            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4031203.68   | 0.16%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 01/28 1.5              | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $947739.36    | 0.04%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                       | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25         | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295055.00    | 0.01%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                            | HARBOUR ENERGY PLC SR UNSECURED 144A 04/35 6.327        | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   4200000 | PA      | $4306503.22   | 0.17%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                    | SANTANDER HOLDINGS USA SR UNSECURED 10/26 3.244         | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   8220000 | PA      | $8174026.69   | 0.33%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                       | NVR INC SR UNSECURED 05/30 3                            | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1299831.30   | 0.05%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIBRA UNO (TRUST F/1401)                                                      | TRUST FIBRAUNO SR UNSECURED 144A 01/30 4.869            | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1332000 | PA      | $1278755.56   | 0.05%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AMERICAN INTERNATIONAL GROUP  SNR S* ICE                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $31453.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MPLX LP                                                                       | MPLX LP SR UNSECURED 08/30 2.65                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2258990.38   | 0.09%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 03/49 4.875            | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4277000 | PA      | $3578735.61   | 0.14%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR         | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2537000 | PA      | $2549246.15   | 0.10%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                             | CI FINANCIAL CORP SR UNSECURED 144A 05/29 7.5           | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $839943.60    | 0.03%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                    | DCP MIDSTREAM OPERATING COMPANY GUAR 05/29 5.125        | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203555.97    | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL CA4574 FN 08/49 FIXED 4                       | CUSIP: 3140QCCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    834445 | PA      | $798304.29    | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIA GOVT                                                             | SAUDI INTERNATIONAL BOND SR UNSECURED 144A 01/28 5.125  | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   9600000 | PA      | $9704311.39   | 0.39%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 12/35 VAR            | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3087663.95   | 0.12%             | 2035-12-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                               | AES CORP/THE SR UNSECURED 06/28 5.45                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12516324.90  | 0.50%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                    | CDW LLC/CDW FINANCE COMPANY GUAR 02/29 3.25             | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1010000 | PA      | $962222.86    | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                          | BAYER US FINANCE LLC COMPANY GUAR 144A 11/30 6.375      | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2489838.54   | 0.10%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORPORATION LLC                                    | EQUINIX EU 2 FINANCING C COMPANY GUAR 11/30 4.6         | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1040673.14   | 0.04%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                    | NUVEEN LLC SR UNSECURED 144A 01/30 5.55                 | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $410463.26    | 0.02%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                               | UNITEDHEALTH GROUP INC SR UNSECURED 05/30 2             | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    997000 | PA      | $902878.80    | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 12YR OCT SR SEC                | CUSIP: 990ABCUQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $897390.99    | 0.04%             | 2037-10-05      | Fixed         | 5.42%                 | Yes           |                  3 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR              | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5154050.30   | 0.21%             | 2030-04-22      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                    | AVIATION CAPITAL GROUP SR UNSECURED 144A 04/30 5.125    | CUSIP: 05369AAS0<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502824.07    | 0.02%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                             | NATWEST GROUP PLC SR UNSECURED 01/30 VAR                | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  17600000 | PA      | $17799581.01  | 0.71%             | 2030-01-27      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                            | FAIRFAX FINL HLDGS LTD SR UNSECURED 12/33 6             | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   3600000 | PA      | $3763048.32   | 0.15%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 07/26 3.9               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $899066.91    | 0.04%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 03/32 VAR                   | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1589573.82   | 0.06%             | 2032-03-12      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                                   | ROYAL CARIBBEAN CRUISES SR UNSECURED 01/36 5.375        | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3300000 | PA      | $3243427.21   | 0.13%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 09/27 VAR                     | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15059819.25  | 0.60%             | 2027-09-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 05/32 VAR                | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $917401.75    | 0.04%             | 2032-05-14      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 01/28 VAR         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $302247.02    | 0.01%             | 2028-01-05      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                             | FEDEX FREIGHT HOLDING CO COMPANY GUAR 144A 03/29 4.3    | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1976492.12   | 0.08%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                              | MORGAN STANLEY PVT BANK SR UNSECURED 11/28 VAR          | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299060.45    | 0.01%             | 2028-11-17      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                               | DANSKE BANK A/S 144A 03/32 VAR                          | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3500000 | PA      | $3510362.45   | 0.14%             | 2032-03-27      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLN 14 1 A PTT PASS THRU CE 04/28 3.7            | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    329348 | PA      | $328256.52    | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA COMPANIES GLOBAL FUNDING                                      | MUTUAL OF OMAHA GLOBAL SECURED 144A 12/28 5.45          | CUSIP: 62829D2B5<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408740.39    | 0.02%             | 2028-12-12      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE LLC                                                  | GOODMAN US FIN FOUR COMPANY GUAR 144A 10/37 4.5         | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1953172.99   | 0.08%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL PLC                                                    | ANGLO AMERICAN CAPITAL COMPANY GUAR 144A 04/30 5.625    | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1289547.51   | 0.05%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY FINANCE INC                                            | BAIN CAPITAL SPECIALTY F SR UNSECURED 03/31 5.95        | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2578932.49   | 0.10%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1 CLASS AA PASS THROUGH TRUST                                 | AIR CANADA 2017 1AA PTT PASS THRU CE 144A 07/31 3.3     | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3572800 | PA      | $3422175.36   | 0.14%             | 2031-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                      | AMERICAN HOMES 4 RENT SR UNSECURED 04/32 3.625          | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8313400.26   | 0.33%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2016-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2016 2 AA PTT PASS THRU CE 04/30 2.875       | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541992 | PA      | $523369.56    | 0.02%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                    | PACIFICORP 1ST MORTGAGE 02/50 4.15                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1242645.70   | 0.05%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SERVICES INC                                             | NATIONWIDE FINANCIAL SER COMPANY GUAR 144A 11/49 3.9    | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1413388.25   | 0.06%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                  | REXFORD INDUSTRIAL REALT COMPANY GUAR 12/30 2.125       | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177200.48    | 0.01%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                         | TAKEOFF MERGER SUB INC SR UNSECURED 144A 03/29 4.5      | CUSIP: 873923AC0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4968773.15   | 0.20%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHF TRUST 2023-1A                                                             | FIRST HELP FINANCIAL LLC FHF 2023 1A A2 144A            | CUSIP: 30331GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    302230 | PA      | $303295.44    | 0.01%             | 2028-06-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 06/33 5.5                          | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6938442.02   | 0.28%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                              | T MOBILE USA INC COMPANY GUAR 11/31 2.25                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $8792458.10   | 0.35%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                                     | FRESENIUS MED CARE III COMPANY GUAR 144A 12/26 1.875    | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784663.10    | 0.03%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                      | HYATT HOTELS CORP SR UNSECURED 03/28 5.05               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    900000 | PA      | $907859.36    | 0.04%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 05/29 VAR          | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457464.89    | 0.02%             | 2029-05-01      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                              | FIRSTENERGY CORP SR UNSECURED 07/27 3.9                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1091313.47   | 0.04%             | 2027-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                     | REALTY INCOME CORP SR UNSECURED 04/33 4.75              | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1282748.23   | 0.05%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                 | VISTRA OPERATIONS CO LLC SR SECURED 144A 01/36 5.35     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3523908.60   | 0.14%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/29 6.1           | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414037.72    | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 03/48 5.05                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3262555.70   | 0.13%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 08/55 6                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1678368.04   | 0.07%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                         | CROWN CASTLE INC SR UNSECURED 09/29 4.9                 | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    800000 | PA      | $804686.99    | 0.03%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                         | UBER TECHNOLOGIES INC SR UNSECURED 01/30 4.3            | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793663.92    | 0.03%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                            | BMW US CAPITAL LLC COMPANY GUAR 144A 03/30 5.05         | CUSIP: 05565ECY9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505719.33    | 0.02%             | 2030-03-21      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                                     | SPIRE INC SR UNSECURED 09/31 4.6                        | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2471587.55   | 0.10%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ISRAEL GOVT                                                                   | STATE OF ISRAEL SR UNSECURED 01/56 5.875                | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3200000 | PA      | $3026155.01   | 0.12%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | GENERAL ELECTRIC COMPANY SNR S* ICE                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $9282.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPERATING PARTNERSHIP LP                                     | AMERICOLD REALTY OPER PA COMPANY GUAR 05/32 5.6         | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98970.57     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                             | MICROCHIP TECHNOLOGY INC COMPANY GUAR 03/28 4.9         | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905722.82    | 0.04%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                            | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 03/30 VAR    | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   7971000 | PA      | $8153514.38   | 0.33%             | 2030-03-05      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                         | VICI PROPERTIES / NOTE COMPANY GUAR 144A 02/29 3.875    | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7388095.36   | 0.29%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                   | BANK OF AMERICA CORP SR UNSECURED 01/31 VAR             | CUSIP: 06051GMP1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3890734.54   | 0.16%             | 2031-01-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                           | WELLS FARGO BANK NA SR UNSECURED 08/26 5.45             | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301024.03    | 0.01%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                        | CBRE SERVICES INC COMPANY GUAR 06/35 5.5                | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404522.89    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOEING CO/THE SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $1669.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                                   | SYSTEM ENERGY RESOURCES 1ST MORTGAGE 04/28 6            | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $205590.42    | 0.01%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO INBURSA SA                                                              | BANCO INBURSA SR UNSECURED 144A 04/27 4.375             | CUSIP: 05969LAB7<br>LEI: 9598007PWYZP4GP23S45 | Long             | DBT              | CORP              | MX        |   1700000 | PA      | $1700476.00   | 0.07%             | 2027-04-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORPORATION LIMITED (IRFC)                             | INDIAN RAILWAY FINANCE SR UNSECURED 144A 02/31 2.8      | CUSIP: 45434L2C7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |   2400000 | PA      | $2195063.78   | 0.09%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                | EPR PROPERTIES COMPANY GUAR 12/26 4.75                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8196886.38   | 0.33%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4270000 | PA      | $4100868.72   | 0.16%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                      | AT+T INC SR UNSECURED 08/30 4.7                         | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403524.92    | 0.02%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653            | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   8409000 | PA      | $8348391.96   | 0.33%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 08/31 2                | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   4421000 | PA      | $3786094.00   | 0.15%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 3 MONTH SOFR FUT  DEC26 XCME 20270316                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       306 | NC      | $247503.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 03/28 VAR          | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9062000 | PA      | $8991091.93   | 0.36%             | 2028-03-15      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA JR SUBORDINA 04/56 VAR                           | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200958.60    | 0.01%             | 2056-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                               | ASTRAZENECA PLC SR UNSECURED 08/30 1.375                | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1500589.61   | 0.06%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                            | AMERICAN TOWER CORP SR UNSECURED 08/29 3.8              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    525000 | PA      | $512549.09    | 0.02%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.50000 06/20/24-30Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $801005.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/28 3             | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2710531.60   | 0.11%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                            | CREDIT AGRICOLE SA 144A 01/37 VAR                       | CUSIP: 22535WAU1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1957483.30   | 0.08%             | 2037-01-12      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS SCHOOL BUILDING AUTHORITY                                       | MASSACHUSETTS ST SCH BLDG AUTH MASEDU 06/27 FIXED 5.468 | CUSIP: 576000KW2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $304631.58    | 0.01%             | 2027-06-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC JR SUBORDINA 12/99 VAR          | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2500000 | NS      | $2609725.00   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                    | HPS CORPORATE LENDING FU SR UNSECURED 144A 04/29 5.15   | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5152170.17   | 0.21%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| START IRELAND 2019-1                                                          | START LTD. STARR 2019 1 A 144A                          | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    250132 | PA      | $250321.53    | 0.01%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2015-1 CLASS A PASS THROUGH TRUST                           | AMER AIRLN 15 1 A PTT PASS THRU CE 11/28 3.375          | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568903 | PA      | $562021.50    | 0.02%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 11/36 VAR         | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4900000 | PA      | $4731323.28   | 0.19%             | 2036-11-04      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 31750SP09 PIMCO CDSOPT PUT USD 94.37500000 202          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1900000 | NC      | $-7193.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 9YR OCT SR SEC                 | CUSIP: 958BJPII5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2392031.74   | 0.10%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/26 4.542       | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $4758843.38   | 0.19%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                          | WEYERHAEUSER CO SR UNSECURED 05/26 4.75                 | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1233398.89   | 0.05%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 07/29 VAR            | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7276000 | PA      | $7443952.05   | 0.30%             | 2029-07-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                         | MIDWEST CONNECTOR CAPIT COMPANY GUAR 144A 04/29 4.625   | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1194090.78   | 0.05%             | 2029-04-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                    | SANTANDER HOLDINGS USA SR UNSECURED 09/30 VAR           | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2426842.92   | 0.10%             | 2030-09-06      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/27 2.174       | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $590476.96    | 0.02%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 02/28 5.55              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1073616.24   | 0.04%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                  | BARCLAYS PLC SR UNSECURED 05/34 VAR                     | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10500000 | PA      | $11028652.11  | 0.44%             | 2034-05-09      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                      | DEVON ENERGY CORPORATION DEVON ENERGY CORPORATION       | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50144.50     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                      | AMERICAN EXPRESS CO SR UNSECURED 01/36 VAR              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305519.25    | 0.01%             | 2036-01-30      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 19 1AA PTT PASS THRU CE 08/33 3.15         | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3797682 | PA      | $3544535.71   | 0.14%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-INV3                                          | VERUS SECURITIZATION TRUST VERUS 2023 INV3 A1 144A      | CUSIP: 92540CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612232 | PA      | $617447.97    | 0.02%             | 2068-11-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9           | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378820.77    | 0.02%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS A PASS THROUGH TRUST                             | UNITED AIR 2019 2 A PTT PASS THRU CE 11/29 2.9          | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2476843 | PA      | $2375388.60   | 0.09%             | 2029-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                          | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/30 5.186      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2434348.51   | 0.10%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                       | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/30 5.35   | CUSIP: 928668CQ3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507308.02    | 0.02%             | 2030-03-27      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                        | DIAMONDBACK ENERGY INC COMPANY GUAR 04/35 5.55          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408356.10    | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBAL HOLDINGS LLC                                        | CITADEL SECURITIES GLOBA SR SECURED 144A 06/30 5.5      | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1524628.53   | 0.06%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/27 3.3           | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293872.04    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                   | GARTNER INC SR UNSECURED 03/31 4.95                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1561532.11   | 0.06%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                        | SAMMONS FINANCIAL GLOBAL SECURED 144A 01/28 5.05        | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3430922.08   | 0.14%             | 2028-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA 144A 12/99 VAR                | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $990778.90    | 0.04%             | 2027-02-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS (PEMEX)                                                   | PETROLEOS MEXICANOS COMPANY GUAR 02/32 6.7              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3700000 | PA      | $3624188.04   | 0.14%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                      | LLOYDS BANKING GROUP PLC SR UNSECURED 03/28 4.375       | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $698905.40    | 0.03%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                         | MCDONALD S CORP SR UNSECURED 02/31 4.4                  | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1336624.96   | 0.05%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND                             | CHICAGO IL TRANSIT AUTH SALES CHITRN 12/40 FIXED 6.2    | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    603864 | PA      | $638526.48    | 0.03%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                     | NATIONAL FUEL GAS CO SR UNSECURED 10/26 5.5             | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301373.19    | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR NOTE (CBT)JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       802 | NC      | $-1266945.91  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 04/32 VAR              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452008.69    | 0.02%             | 2032-04-22      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                           | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 04/48 VAR    | CUSIP: 585270AC5<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $595650.78    | 0.02%             | 2048-04-26      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                          | BAYER US FINANCE LLC COMPANY GUAR 144A 11/33 6.5        | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $21277023.80  | 0.85%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                 | BGC GROUP INC SR UNSECURED 04/30 6.15                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1465395.31   | 0.06%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO LTD 2021-6A                                           | BAIN CAPITAL CREDIT CLO  LIMIT BCC 2021 6A A1R 144A     | CUSIP: 05684PAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1701029.25   | 0.07%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                       | ENI SPA SR UNSECURED 144A 05/34 5.5                     | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   4500000 | PA      | $4611359.61   | 0.18%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THROUGH TRUST                             | BRITISH AIR 18 1 A PTT PASS THRU CE 144A 03/33 4.125    | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1189648 | PA      | $1151248.19   | 0.05%             | 2033-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                       | EQUITABLE FINANCIAL LIFE SECURED 144A 03/28 1.8         | CUSIP: 29449WAF4<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6638480.24   | 0.26%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 02/27 4.875            | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401061.36    | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                        | EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1373633.28   | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                 | CITIGROUP INC JR SUBORDINA 12/99 VAR                    | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    900000 | NS      | $907434.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                          | FNMA POOL BJ0163 FN 12/47 FIXED 3.5                     | CUSIP: 3140H1FD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35877 | PA      | $33419.03     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                | TR FINANCE LLC COMPANY GUAR 08/35 5.5                   | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006220.68   | 0.04%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALT-2 STRUCTURED TRUST                                                        | CASTLELAKE LP FIRST LIEN TERM LOAN                      | CUSIP: 937CJTII1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4604240 | PA      | $4314227.91   | 0.17%             | 2031-05-12      | Fixed         | 2.95%                 | No            |                  3 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 02/30 3.05                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   7533000 | PA      | $6870485.31   | 0.27%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                          | JPMORGAN CHASE + CO SR UNSECURED 01/30 VAR              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3899341.42   | 0.16%             | 2030-01-23      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                 | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/27 5.8         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10315000 | PA      | $10374344.26  | 0.41%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                                           | NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 08/39 9.375  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    100000 | PA      | $128195.52    | 0.01%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP                    | NEUBERGER BERMAN GRP/FIN SR UNSECURED 144A 03/27 4.5    | CUSIP: 64128XAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    884000 | PA      | $881752.91    | 0.04%             | 2027-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                               | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 05/28 6.375  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $411854.72    | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 03/38 4.78                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1014285.46   | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG SR UNSECURED 144A 01/34 VAR                | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  19600000 | PA      | $20459774.97  | 0.82%             | 2034-01-12      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 07/35 VAR                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509504.45   | 0.10%             | 2035-07-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE INSURANCE CO                                         | NORTHWESTERN MUTUAL LIFE SUBORDINATED 144A 09/59 3.625  | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1356656.62   | 0.05%             | 2059-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                            | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75              | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99277.83     | 0.00%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-NQM2 TRUST                                                          | PRESTON RIDGE PARTNERS MORTGAG PRPM 2023 NQM2 A1 144A   | CUSIP: 74390KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293913 | PA      | $294559.46    | 0.01%             | 2068-08-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                          | LAS VEGAS SANDS CORP SR UNSECURED 06/28 5.625           | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1317186.85   | 0.05%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NATIONAL ASSOCIATION                              | MORGAN STANLEY PVT BANK SR UNSECURED 07/28 VAR          | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6551212.54   | 0.26%             | 2028-07-06      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                            | ORACLE CORP SR UNSECURED 09/29 4.2                      | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3101992.06   | 0.12%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                    | MIZUHO FINANCIAL GROUP SR UNSECURED 09/30 VAR           | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    800000 | PA      | $754743.81    | 0.03%             | 2030-09-13      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | REVERSE REPO TORONTO DOMINIO                            | CUSIP: 000000000<br>LEI: N/A                  | Short            | RA               |  | US        |  -8226406 | PA      | $-8320667.15  | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                       | HONEYWELL AEROSPACE INC COMPANY GUAR 144A 03/36 4.95    | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977766.52   | 0.12%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITY OF RIVERSIDE CA ELECTRIC REVENUE                                         | RIVERSIDE CA ELEC REVENUE RIVPWR 10/40 FIXED 7.605      | CUSIP: 768874SG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $357638.16    | 0.01%             | 2040-10-01      | Fixed         | 7.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                         | WELLS FARGO + COMPANY SR UNSECURED 06/27 VAR            | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498592.10    | 0.02%             | 2027-06-17      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                           | ANTARES HOLDINGS SR UNSECURED 144A 07/26 3.95           | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5381996.67   | 0.21%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                           | NOMURA HOLDINGS INC SR UNSECURED 01/30 3.103            | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1900000 | PA      | $1792107.21   | 0.07%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                   | SOUTHERN CO SR UNSECURED 03/29 5.5                      | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206107.17    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW (6297782 LLC)                                                       | SOUTH BOW USA INFRA HLDS COMPANY GUAR 10/29 5.026       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906059.03    | 0.04%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UCACA2 PIMCO SWAPTION 3.669 CALL USD 202604          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -5700000 | NC      | $-16369.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                           | BOEING CO/THE SNR S* ICE                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $98450.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                  | UBS GROUP AG JR SUBORDINA REGS 12/99 VAR                | CUSIP: H42097ER4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1000000 | PA      | $1126599.00   | 0.04%             | 2033-11-13      | Floating      | 9.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                          | GNMA II TBA 30 YR 4 JUMBOS                              | CUSIP: 21H040657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30800000 | PA      | $28836921.96  | 1.15%             | 2056-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON SR UNSECURED 04/29 6.65             | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4686534.32   | 0.19%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 06/27 4.7              | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4459639.08   | 0.18%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 07/29 VAR                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1854753.46   | 0.07%             | 2029-07-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                             | SCHLUMBERGER HLDGS CORP COMPANY GUAR 144A 06/34 5       | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200095.65    | 0.01%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST REF MORT 10/43 4.65             | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41976.10     | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                             | NATIONAL GRID PLC SR UNSECURED 06/28 5.602              | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102432.98    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                            | CENOVUS ENERGY INC SR UNSECURED 03/36 5.4               | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   5900000 | PA      | $5872729.32   | 0.23%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                            | TENNESSEE GAS PIPELINE COMPANY GUAR 144A 03/30 2.9      | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4686436.20   | 0.19%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                        | CBRE SERVICES INC COMPANY GUAR 06/30 4.8                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    232000 | PA      | $232684.04    | 0.01%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                            | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 01/30 2.5    | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1113186.83   | 0.04%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MEXICO GOVT                                                                   | UNITED MEXICAN STATES SR UNSECURED 03/31 4.75           | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |  10000000 | PA      | $9785000.00   | 0.39%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | RFR USD SOFR/3.75000 12/17/25-20Y LCH                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |         1 | NC      | $519582.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                                                        | SPIRIT AEROSYSTEMS INC SR SECURED 06/26 3.85            | CUSIP: 85205TAG5<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199587.40    | 0.01%             | 2026-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                      | HOST HOTELS + RESORTS LP SR UNSECURED 09/30 3.5         | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1598765.14   | 0.06%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 06/28 5.75         | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1422187.20   | 0.06%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                             | STORE CAPITAL LLC SR UNSECURED 11/30 2.75               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $900803.78    | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORPORATION                                                         | TD SYNNEX CORP SR UNSECURED 08/28 2.375                 | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94959.24     | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MNSN HOLDINGS INC                                                             | MNSN HOLDINGS INC COMMON STOCK                          | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2033 | NS      | $126046.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SEMPRA                                                                        | SEMPRA SR UNSECURED 03/36 5.25                          | CUSIP: 816851BX6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   6100000 | PA      | $6016323.01   | 0.24%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                           | ONCOR ELECTRIC DELIVERY SR SECURED 05/28 4.3            | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299969.79    | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                  | NORFOLK SOUTHERN CORP SR UNSECURED 05/21 4.1            | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67678.54     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                     | INVITATION HOMES OP COMPANY GUAR 11/28 2.3              | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1694495.25   | 0.07%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                            | SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85             | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12405000 | PA      | $12638252.70  | 0.50%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                                   | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/53 6.75          | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4362433.03   | 0.17%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NFL FOOTBALL CLUB TERM NOTES 2025-XIX TRUST                                   | NATIONAL FOOTBALL LEAGUE 9YR JUL SR SEC                 | CUSIP: 957IHHII1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1297091.09   | 0.05%             | 2034-10-05      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| DOMINION ENERGY INC                                                           | DOMINION ENERGY INC SR UNSECURED 04/41 3.3              | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $1856258.53   | 0.07%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                               | XCEL ENERGY INC SR UNSECURED 04/35 5.6                  | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4400000 | PA      | $4473592.64   | 0.18%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                            | UNITED AIR 2019 2 AA PTT PASS THRU CE 11/33 2.7         | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2898390 | PA      | $2669954.48   | 0.11%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                          | AMER AIRLINE 17 2 AA PTT PASS THRU CE 04/31 3.35        | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5465565 | PA      | $5290161.08   | 0.21%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                            | ENERGY TRANSFER LP SR UNSECURED 12/26 6.05              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5450697.04   | 0.22%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                              | LAZARD GROUP LLC SR UNSECURED 03/31 6                   | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5196445.25   | 0.21%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                  | ENBRIDGE INC COMPANY GUAR 06/30 4.9                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $505427.75    | 0.02%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS PASS THRU POOLS                                                          | FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE                 | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40000000 | PA      | $37717508.00  | 1.51%             | 2056-05-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORESEA HOLDING SA                                                            | DRILLCO HLDG LUX S A COMMON STOCK                       | CUSIP: 000000000<br>LEI: 254900BAD50AKYGIMV79 | Long             | EC               | CORP              | LU        |     23240 | NS      | $534520.00    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                       | GOLDMAN SACHS GROUP INC SR UNSECURED 06/28 VAR          | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495664.69    | 0.02%             | 2028-06-05      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                | PACIFIC LIFE GF II SR SECURED 144A 06/26 VAR            | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1701258.43   | 0.07%             | 2026-06-04      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                   | GARTNER INC COMPANY GUAR 144A 10/30 3.75                | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2274226.40   | 0.09%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EMPIRE STATE DEVELOPMENT CORPORATION                                          | NEW YORK ST URBAN DEV CORP REV NYSDEV 03/39 FIXED 5.77  | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    200000 | PA      | $204688.02    | 0.01%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                | MORGAN STANLEY SR UNSECURED 01/31 VAR                   | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507795.76    | 0.02%             | 2031-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                      | F+G ANNUITIES + LIFE INC COMPANY GUAR 06/29 6.5         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $904289.57    | 0.04%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                                      | WELLFLEET CLO LTD WELF 2021 1A A1R 144A                 | CUSIP: 94950CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1802023.34   | 0.07%             | 2034-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| ALAMEDA COUNTY JOINT POWERS AUTHORITY                                         | ALAMEDA CNTY CA JT PWRS AUTH L ALAUTL 12/44 FIXED 7.046 | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $112082.74    | 0.00%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC6EA9 PIMCO SWAPTION 3.62 CALL USD 2026042          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -1600000 | NC      | $-1999.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                           | NISSAN MOTOR CO SR UNSECURED 144A 09/27 4.345           | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $730147.73    | 0.03%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                              | NIAGARA MOHAWK POWER SR UNSECURED 144A 01/36 5.112      | CUSIP: 65364UAV8<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2656126.97   | 0.11%             | 2036-01-12      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                            | US TREASURY N/B 08/35 4.25                              | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33191000 | PA      | $33071719.84  | 1.32%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                           | SUMITOMO MITSUI FINL GRP SR UNSECURED 09/26 1.402       | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $592833.28    | 0.02%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                          | WEYERHAEUSER CO SR UNSECURED 04/30 4                    | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11690893.92  | 0.47%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                           | ENTERGY CORP SR UNSECURED 06/50 3.75                    | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2052264.23   | 0.08%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC4XA3 PIMCO SWAPTION 3.9 PUT USD 20260416           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3000000 | NC      | $-15671.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                 | BOEING CO SR UNSECURED 02/28 3.25                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1176678.35   | 0.05%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                              | KILROY REALTY LP COMPANY GUAR 01/36 6.25                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396647.17    | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                           | COMMONSPIRIT HEALTH SECURED 09/35 4.975                 | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390531.12    | 0.02%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNICIPAL POWER INC                                                  | AMERICAN MUNI PWR OHIO INC OH AMEPWR 02/50 FIXED 8.084  | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   6210000 | PA      | $7756364.52   | 0.31%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                     | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/27 4.625       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2600000 | PA      | $2603896.49   | 0.10%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                       | HCA INC COMPANY GUAR 02/29 5.875                        | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205863.03    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AES CORPORATION SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $114222.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                     | VALERO ENERGY CORP SR UNSECURED 03/36 5.15              | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958452.13   | 0.12%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                           | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR         | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $801210.19    | 0.03%             | 2026-09-29      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                        | NXP BV/NXP FDG/NXP USA COMPANY GUAR 08/28 4.3           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    402000 | PA      | $400221.83    | 0.02%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6200000 | PA      | $5881755.86   | 0.23%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | US 10YR ULTRA FUT JUN26 XCBT 20260618                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      1877 | NC      | $-4975357.61  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                     | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/36 VAR           | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1023758.09   | 0.04%             | 2036-01-16      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                         | GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25         | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1070888.99   | 0.04%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                       | DAIMLER TRUCK FINAN NA COMPANY GUAR 144A 01/30 5.25     | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507916.29    | 0.02%             | 2030-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VNDO TRUST 2016-350P                                                          | VNO MORTGAGE TRUST VNDO 2016 350P A 144A                | CUSIP: 91831UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199677.96    | 0.01%             | 2035-01-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                              | WILLIAMS COMPANIES INC SR UNSECURED 09/35 5.3           | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998561.92   | 0.12%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS2                                        | MILL CITY MORTGAGE TRUST MCMLT 2019 GS2 A1 144A         | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120258 | PA      | $117357.46    | 0.00%             | 2059-08-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                     | EXPAND ENERGY CORP SR UNSECURED 01/35 5.7               | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406436.15    | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                          | FIRST AMERICAN FINANCIAL SR UNSECURED 08/31 2.4         | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $1954837.28   | 0.08%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                  | ING GROEP NV SR UNSECURED 03/37 VAR                     | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6400000 | PA      | $6383873.79   | 0.25%             | 2037-03-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                        | CVS HEALTH CORP SR UNSECURED 09/35 5.45                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2711470.71   | 0.11%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | AES CORPORATION SNR S* ICE                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $432900.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                               | PHILIP MORRIS INTL INC SR UNSECURED 02/30 5.125         | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1735033.23   | 0.07%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                 | NIPPON LIFE INSURANCE SUBORDINATED 144A 09/53 VAR       | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2043876.08   | 0.08%             | 2053-09-13      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                         | CAMDEN PROPERTY TRUST SR UNSECURED 07/29 3.15           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672005.91    | 0.03%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                             | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/36 5.2         | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4124020.34   | 0.16%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                       | NTT FINANCE CORP SR UNSECURED 144A 07/32 5.171          | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3300000 | PA      | $3325076.24   | 0.13%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                     | HA SUSTAINABLE INF CAP COMPANY GUAR 01/31 6.15          | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3668436.83   | 0.15%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                        | IPALCO ENTERPRISES INC SR SECURED 05/30 4.25            | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   3787000 | PA      | $3650673.76   | 0.15%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                | PACIFIC LIFE GF II SECURED 144A 09/28 1.6               | CUSIP: 6944PL2H1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4572703.91   | 0.18%             | 2028-09-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                            | DTE ENERGY CO SR UNSECURED 03/30 2.95                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471172.02    | 0.02%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                              | DEUTSCHE BANK NY 02/28 VAR                              | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3500000 | PA      | $3529740.62   | 0.14%             | 2028-02-08      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                                           | 317UC8RA1 PIMCO SWAPTION 3.695 CALL USD 202604          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |  -3100000 | NC      | $-8913.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                               | AES CORP/THE SR UNSECURED 144A 07/30 3.95               | CUSIP: 00130HCC7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3061141.41   | 0.12%             | 2030-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                     | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 11/35 5.25   | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   3700000 | PA      | $3614890.08   | 0.14%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                          | TARGA RESOURCES CORP COMPANY GUAR 03/33 6.125           | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6771414.98   | 0.27%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** PIMCO Funds

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer