# EDGAR Filing Document

**Accession Number:** 0000351601
**File Stem:** 0001410368-26-063592
**Filing Date:** 2026-6
**Character Count:** 282733
**Document Hash:** 2850cf18e8e745b1a0721d9810e7a481
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-063592.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0001410368-26-063592

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** RUSSELL INVESTMENT CO
- **CENTRAL INDEX KEY:** 0000351601

**ORGANIZATION NAME:**
- **EIN:** 911151059
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03153
- **FILM NUMBER:** 261106555

**BUSINESS ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA
- **BUSINESS PHONE:** 800-787-7354

**MAIL ADDRESS:**
- **STREET 1:** 401 UNION STREET
- **STREET 2:** 18TH FLOOR
- **CITY:** SEATTLE
- **STATE:** WA

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** RUSSELL FRANK INVESTMENT CO
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Short Duration Bond Fund (Series ID: S000001601)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000004336 | Class S      | RFBSX           |
| C000004337 | Class C      | RSBCX           |
| C000043470 | Class A      | RSBTX           |
| C000066918 | Class Y      | RSBYX           |
| C000166204 | Class R6     | RDBRX           |
| C000178370 | Class M      | RSDTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** RUSSELL INVESTMENT CO

- **b. Investment Company Act file number:** 811-03153

- **c. CIK number of Registrant:** 0000351601

- **d. LEI of Registrant:** 549300J63VJ9OS4TCK93

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

  - **Street Address 1:** 401 Union Street

  - **City:** Seattle

  - **State:** WA

  - **Foreign country:** US

  - **Zip / Postal Code:** 98101

  - **Telephone number:** 800-787-7354

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

- **a. Name of Series:** Short Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000001601

- **c. LEI of Series:** SYIWP2HFI2PTL75P6V57

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $393397509.67

**Total Liabilities:** $2256465.53

**Net Assets:** $391141044.14

**Delayed Delivery Securities:** $959997.47

**Cash Not Reported:** $1456212.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -882.02000000 | **1-Year:** -31642.24000000 | **5-Year:** -22770.07000000 | **10-Year:** -1669.86000000 | **30-Year:** -940.54000000

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

- **3-Month:** -19.23000000 | **1-Year:** -433.89000000 | **5-Year:** 381.86000000 | **10-Year:** -338.78000000 | **30-Year:** -63.15000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000043470 | 0.52%                | -0.69%               | 0.33%                |
| Class ID C000166204 | 0.58%                | -0.66%               | 0.36%                |
| Class ID C000004336 | 0.52%                | -0.62%               | 0.30%                |
| Class ID C000178370 | 0.58%                | -0.67%               | 0.36%                |
| Class ID C000004337 | 0.49%                | -0.76%               | 0.28%                |
| Class ID C000066918 | 0.53%                | -0.61%               | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $274247.25               | $445979.00                                 |
| Month 2  | $296882.41               | $-3658595.84                               |
| Month 3  | $28410.47                | $-493.80                                   |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| SYNCHRONY BANK                                                                                      | Synchrony Bank                                                                   | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    699000 | PA      | $705516.88    | 0.18%             | 2027-08-23      | Fixed         | 5.63%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    211000 | PA      | $213843.75    | 0.05%             | 2029-03-01      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1404973.52   | 0.36%             | 2031-01-24      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| ABBOTT LABORATORIES                                                                                 | Abbott Laboratories                                                              | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1573389.07   | 0.40%             | 2029-03-09      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                              | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1037861.41   | 0.27%             | 2029-02-09      | Fixed         | 4.01%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2025-B                                              | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1565000 | PA      | $1558007.50   | 0.40%             | 2030-04-15      | Fixed         | 3.91%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2020-C8                                                     | CUSIP: 05552AAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     51604 | PA      | $49164.86     | 0.01%             | 2053-10-15      | Fixed         | 1.87%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                                                              | Sempra                                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    276000 | PA      | $270788.57    | 0.07%             | 2028-02-01      | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Cabot Trail Funding LLC                                                                             | Cabot Trail Funding LLC                                                          | CUSIP: 12710HH43<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |    600000 | PA      | $593856.00    | 0.15%             | 2026-08-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Signal Rail I LLC                                                                                   | Signal Rail I LLC                                                                | CUSIP: 82667CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    649362 | PA      | $609797.35    | 0.16%             | 2051-08-17      | Fixed         | 2.23%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    331000 | PA      | $338145.20    | 0.09%             | 2055-08-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES7                                                    | CUSIP: 74943AAA0<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    230441 | PA      | $230919.94    | 0.06%             | 2055-07-25      | Variable      | 5.38%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140JAUH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187843 | PA      | $183994.28    | 0.05%             | 2033-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Home Partners of America Trust                                                                      | Home Partners of America 2020-2 Trust                                            | CUSIP: 437301AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873111 | PA      | $800747.73    | 0.20%             | 2041-01-17      | Fixed         | 1.53%                 | Yes           | 2                  | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                                             | Booz Allen Hamilton Inc                                                          | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360580.99    | 0.09%             | 2029-07-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2026-2                                                | CUSIP: 92490GAE8<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $453619.17    | 0.12%             | 2071-02-25      | Variable      | 4.75%                 | Yes           | 2                  | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                                                | Kraft Heinz Foods Co                                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    624000 | PA      | $604013.77    | 0.15%             | 2030-04-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1254550.67   | 0.32%             | 2030-01-23      | Fixed         | 5.01%                 | No            | 2                  | On Loan: No      |
| Eurex Deutschland                                                                                   | EURO-BUND FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -44 | NC      | $118980.49    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ETZA8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    600000 | PA      | $595143.98    | 0.15%             | 2028-09-25      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Bank                                                                                                | BANK 2019-BNK22                                                                  | CUSIP: 06540XBE0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     80731 | PA      | $78636.23     | 0.02%             | 2062-11-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                 | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1308946.20   | 0.33%             | 2026-12-11      | Fixed         | 5.27%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                         | CUSIP: 38379LWP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    229885 | PA      | $219776.49    | 0.06%             | 2043-01-16      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 5YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       115 | NC      | $-229336.11   | -0.06%            |  |  |  | No            | 1                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $81787.74     | 0.02%             | 2029-03-01      | Fixed         | 5.75%                 | Yes           | 2                  | On Loan: No      |
| Angel Oak Mortgage Trust                                                                            | Angel Oak Mortgage Trust 2026-2                                                  | CUSIP: 03466LAE4<br>LEI: 254900KYTF3JMR1ZQR67 | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $302236.17    | 0.08%             | 2071-02-25      | Variable      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1190583.65   | 0.30%             | 2029-03-04      | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| EATON CORP                                                                                          | Eaton Corp                                                                       | CUSIP: 278058DW9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1692558.65   | 0.43%             | 2029-03-06      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Dryden Senior Loan Fund                                                                             | Dryden 55 CLO Ltd                                                                | CUSIP: 26245MAC5<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |     26549 | PA      | $26595.55     | 0.01%             | 2031-04-15      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| VONTIER CORP                                                                                        | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    589000 | PA      | $564648.25    | 0.14%             | 2028-04-01      | Fixed         | 2.40%                 | No            | 2                  | On Loan: No      |
| Wisconsin Housing & Economic Development Authority Home Ownership Revenue                           | WISCONSIN ST HSG & ECON DEV AUTH HOME OWNERSHIP REVENUE                          | CUSIP: 97689P2K3<br>LEI: 549300AT0SEG8YQT2K79 | Long             | DBT              | MUN               | US        |    660000 | PA      | $660000.00    | 0.17%             | 2037-09-01      | Floating      | 3.72%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545786.39    | 0.14%             | 2028-03-24      | Fixed         | 3.53%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                                             | Hyundai Auto Lease Securitization Trust 2025-B                                   | CUSIP: 448972AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149811.67    | 0.04%             | 2029-04-16      | Fixed         | 4.21%                 | Yes           | 2                  | On Loan: No      |
| GE HEALTHCARE TECH INC                                                                              | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $372338.94    | 0.10%             | 2028-12-15      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                                                                         | CoreVest American Finance 2022-1 Trust                                           | CUSIP: 21873EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    303295 | PA      | $302834.61    | 0.08%             | 2055-06-17      | Variable      | 4.74%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    754000 | PA      | $744952.82    | 0.19%             | 2027-08-17      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BWJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1209126 | PA      | $1199693.45   | 0.31%             | 2051-09-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL GRID PLC                                                                                   | National Grid PLC                                                                | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    208000 | PA      | $212589.35    | 0.05%             | 2028-06-12      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2026-J1                                                           | CUSIP: 73015MBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815747 | PA      | $810889.31    | 0.21%             | 2057-01-25      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ETJJ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2275000 | PA      | $2269447.52   | 0.58%             | 2030-05-28      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| SKANDINAV ENSKILDA BANK                                                                             | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 83050UE61<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |    500000 | PA      | $499718.06    | 0.13%             | 2026-05-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| USB Auto Owner Trust                                                                                | USB Auto Owner Trust 2025-1                                                      | CUSIP: 90367VAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65367.25     | 0.02%             | 2031-01-15      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820941.70    | 0.21%             | 2028-11-10      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                                                                                       | UniCredit SpA                                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    272000 | PA      | $286746.57    | 0.07%             | 2034-04-02      | Fixed         | 7.30%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF5 LLC                                                               | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426572 | PA      | $423258.15    | 0.11%             | 2055-10-25      | Variable      | 4.84%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    520000 | PA      | $525589.12    | 0.13%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Western Funding Auto Loan Trust                                                                     | Western Funding Auto Loan Trust 2025-1                                           | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690000 | PA      | $690274.83    | 0.18%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| AEGON LTD                                                                                           | Aegon Ltd                                                                        | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    446000 | PA      | $446104.18    | 0.11%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                               | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $630129.58    | 0.16%             | 2028-11-07      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    277825 | PA      | $278339.16    | 0.07%             | 2041-10-25      | Floating      | 5.15%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    365000 | PA      | $366694.68    | 0.09%             | 2027-09-01      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| ALASKA AIRLINES 2020 TR                                                                             | Alaska Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366918 | PA      | $366754.68    | 0.09%             | 2027-08-15      | Fixed         | 4.80%                 | Yes           | 2                  | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                                            | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $790543.78    | 0.20%             | 2029-04-15      | Fixed         | 4.20%                 | Yes           | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2025-SFR6 Trust                                             | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835000 | PA      | $803594.43    | 0.21%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| BCRED MML CLO 2021-1 LLC                                                                            | BCRED MML CLO 2021-1 LLC                                                         | CUSIP: 05554LAG7<br>LEI: 2549008X01GXURMQIW78 | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200064.60    | 0.05%             | 2035-01-15      | Floating      | 5.41%                 | Yes           | 2                  | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                                              | Roper Technologies Inc                                                           | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    383000 | PA      | $377251.59    | 0.10%             | 2030-09-15      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHTX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1467786 | PA      | $1470834.07   | 0.38%             | 2051-12-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PFS Financing Corp.                                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $888258.84    | 0.23%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294974.73    | 0.08%             | 2028-08-03      | Floating      | 4.43%                 | No            | 2                  | On Loan: No      |
| Intercontinental Exchange, Inc.                                                                     | CCPCDX--2I65BRAE1-20310620                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   3165000 | OU      | $225721.47    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                                               | GFL Environmental Inc                                                            | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    294000 | PA      | $286975.32    | 0.07%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1195000 | PA      | $1179234.95   | 0.30%             | 2029-02-28      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| CarMax Auto Owner Trust                                                                             | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75830.24     | 0.02%             | 2029-08-15      | Fixed         | 5.17%                 | No            | 2                  | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                                            | Toyota Motor Credit Corp                                                         | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    575000 | PA      | $571106.01    | 0.15%             | 2029-03-13      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| Synchrony Card Issuance Trust                                                                       | Synchrony Card Issuance Trust                                                    | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1275000 | PA      | $1267613.94   | 0.32%             | 2031-11-15      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                                            | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    756000 | PA      | $756349.22    | 0.19%             | 2028-01-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| VALE OVERSEAS LIMITED                                                                               | Vale Overseas Ltd                                                                | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    654000 | PA      | $626325.89    | 0.16%             | 2030-07-08      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                                            | F&G Annuities & Life Inc                                                         | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    568000 | PA      | $579377.04    | 0.15%             | 2028-01-13      | Fixed         | 7.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    925000 | PA      | $916999.90    | 0.23%             | 2028-06-05      | Fixed         | 3.69%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2024-B                                              | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540214 | PA      | $544270.35    | 0.14%             | 2029-04-15      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SYNOPSYS INC                                                                                        | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    990000 | PA      | $996130.74    | 0.25%             | 2028-04-01      | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                     | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   4430000 | PA      | $4440811.65   | 1.14%             | 2030-07-15      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                             | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    335000 | PA      | $336684.12    | 0.09%             | 2031-01-21      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CQL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1240000 | PA      | $1236803.13   | 0.32%             | 2028-04-30      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    610000 | PA      | $615076.35    | 0.16%             | 2029-04-12      | Fixed         | 4.99%                 | No            | 2                  | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                                             | National Australia Bank Ltd                                                      | CUSIP: 6325C0EK3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1008175.62   | 0.26%             | 2027-11-22      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| FNB CORP                                                                                            | FNB Corp/PA                                                                      | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    442000 | PA      | $446092.63    | 0.11%             | 2030-12-11      | Fixed         | 5.72%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                                            | Corebridge Financial Inc                                                         | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    738000 | PA      | $748936.96    | 0.19%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust                                                                        | Ford Credit Auto Owner Trust 2024-D                                              | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005805.30   | 0.26%             | 2029-08-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                                      | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM4                         | CUSIP: 61780QAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $599510.34    | 0.15%             | 2071-03-25      | Variable      | 5.08%                 | Yes           | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                          | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    431000 | PA      | $442902.25    | 0.11%             | 2029-02-01      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | JPN YEN CURR FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -9 | NC      | $-6240.60     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                                              | AXIS Specialty Finance LLC                                                       | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    278000 | PA      | $271276.76    | 0.07%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac Pool                                                                 | CUSIP: 3142JCBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714544 | PA      | $719859.30    | 0.18%             | 2041-01-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| John Deere Owner Trust                                                                              | John Deere Owner Trust 2025-B                                                    | CUSIP: 47800UAB2<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    782428 | PA      | $783272.09    | 0.20%             | 2028-07-17      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| VAR ENERGI ASA                                                                                      | Var Energi ASA                                                                   | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    726000 | PA      | $750416.79    | 0.19%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2025-5C37                                                   | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543000 | PA      | $548392.13    | 0.14%             | 2058-09-15      | Fixed         | 5.02%                 | No            | 2                  | On Loan: No      |
| BMO Mortgage Trust                                                                                  | BMO 2025-5C12 Mortgage Trust                                                     | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $593362.83    | 0.15%             | 2058-10-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2026-FIX1                                              | CUSIP: 89183TAA6<br>LEI: 254900HMDJT9KG22DU68 | Long             | ABS-O            | CORP              | US        |   1472019 | PA      | $1460790.88   | 0.37%             | 2065-12-25      | Variable      | 4.98%                 | Yes           | 2                  | On Loan: No      |
| AVNET INC                                                                                           | Avnet Inc                                                                        | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    583000 | PA      | $598549.91    | 0.15%             | 2028-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-11                                                 | CUSIP: 46659AAW4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    315459 | PA      | $316327.22    | 0.08%             | 2055-04-25      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| VERIZON COMMUNICATIONS                                                                              | Verizon Communications Inc                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    710000 | PA      | $681942.53    | 0.17%             | 2028-03-22      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES LP                                                                                  | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    351000 | PA      | $351457.99    | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRF8<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $302583.33    | 0.08%             | 2042-02-25      | Floating      | 6.05%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2026-FIX2                                              | CUSIP: 89183VCG6<br>LEI: 25490034D0KGIZRC3Y05 | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $648556.01    | 0.17%             | 2066-04-25      | Variable      | 5.31%                 | Yes           | 2                  | On Loan: No      |
| AMEREN CORP                                                                                         | Ameren Corp                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    297000 | PA      | $282092.85    | 0.07%             | 2031-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                             | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $746328.55    | 0.19%             | 2028-10-18      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| GM Financial Automobile Leasing Trust                                                               | GM Financial Automobile Leasing Trust 2025-3                                     | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $370148.07    | 0.09%             | 2029-08-20      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| NATIONAL FUEL GAS CO                                                                                | National Fuel Gas Co                                                             | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    610000 | PA      | $604813.97    | 0.15%             | 2027-09-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2026-NQM6 Trust                                                              | CUSIP: 67124EAB5<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |    685000 | PA      | $683024.27    | 0.17%             | 2066-04-26      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                                            | International Flavors & Fragrances Inc                                           | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    790000 | PA      | $758094.57    | 0.19%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                     | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $404762.38    | 0.10%             | 2030-05-15      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| GLOBAL NET LEASE/GLOBAL                                                                             | Global Net Lease Inc / Global Net Lease Operating Partnership LP                 | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |    675000 | PA      | $658976.46    | 0.17%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| ATLAS WAREHOUSE LEND                                                                                | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740670.29    | 0.19%             | 2028-11-15      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| EQUATE PETROCHEMICAL CO                                                                             | Equate Petrochemical Co KSCC                                                     | CUSIP: 29441WAC9<br>LEI: 635400J73BDO4TTGXD45 | Long             | DBT              | CORP              | KW        |    260000 | PA      | $258976.62    | 0.07%             | 2026-11-03      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES2                                                    | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |    602029 | PA      | $604100.06    | 0.15%             | 2055-02-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                                 | Block Financial LLC                                                              | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    304000 | PA      | $288212.16    | 0.07%             | 2028-07-15      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-RCF1 Trust                                                             | CUSIP: 69383VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164327 | PA      | $163602.52    | 0.04%             | 2056-01-25      | Variable      | 4.85%                 | Yes           | 2                  | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                                            | Public Service Enterprise Group Inc                                              | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    343000 | PA      | $353482.09    | 0.09%             | 2028-10-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| PROMIGAS/GASES PACIFICO                                                                             | Promigas SA ESP / Gases del Pacifico SAC                                         | CUSIP: 74348DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    262000 | PA      | $244593.53    | 0.06%             | 2029-10-16      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                                                                | Edison International                                                             | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    221000 | PA      | $217596.02    | 0.06%             | 2028-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| General Motors                                                                                      | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886CX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $230098.71    | 0.06%             | 2030-06-15      | Fixed         | 5.83%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    755000 | PA      | $752134.10    | 0.19%             | 2032-12-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| REPSOL E&P CAP MARKETS                                                                              | Repsol E&P Capital Markets US LLC                                                | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201660.41    | 0.05%             | 2028-09-16      | Fixed         | 4.81%                 | Yes           | 2                  | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                                            | Equitable America Global Funding                                                 | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    550000 | PA      | $550430.94    | 0.14%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    715000 | PA      | $718869.46    | 0.18%             | 2027-09-15      | Fixed         | 4.69%                 | No            | 2                  | On Loan: No      |
| CONSUMERS ENERGY CO                                                                                 | Consumers Energy Co                                                              | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    735000 | PA      | $745302.25    | 0.19%             | 2029-02-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| WEYERHAEUSER CO                                                                                     | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    267000 | PA      | $260111.98    | 0.07%             | 2030-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Hilton Grand Vacations Trust                                                                        | Hilton Grand Vacations Trust 2025-1                                              | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    469863 | PA      | $470731.50    | 0.12%             | 2042-05-27      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-E                                 | CUSIP: 63942EAA6<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    173059 | PA      | $154879.32    | 0.04%             | 2069-12-16      | Fixed         | 0.97%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                   | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1523472.77   | 0.39%             | 2029-06-12      | Fixed         | 5.34%                 | Yes           | 2                  | On Loan: No      |
| NVENT FINANCE SARL                                                                                  | nVent Finance Sarl                                                               | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    534000 | PA      | $531196.67    | 0.14%             | 2028-04-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                                          | AMSR 2024-SFR2 Trust                                                             | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $146421.68    | 0.04%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           | 2                  | On Loan: No      |
| FLUTTER TREASURY DAC                                                                                | Flutter Treasury DAC                                                             | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    710000 | PA      | $720733.82    | 0.18%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                                   | Sierra Timeshare 2025-3 Receivables Funding LLC                                  | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    433829 | PA      | $430260.63    | 0.11%             | 2044-08-22      | Fixed         | 4.44%                 | Yes           | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                             | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    264000 | PA      | $268752.33    | 0.07%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Card issuance Trust                                                                     | WF Card Issuance Trust                                                           | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415000 | PA      | $416362.22    | 0.11%             | 2030-05-15      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| AMSR Trust                                                                                          | AMSR 2021-SFR4 Trust                                                             | CUSIP: 66982FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142396 | PA      | $140331.70    | 0.04%             | 2038-12-17      | Fixed         | 2.12%                 | Yes           | 2                  | On Loan: No      |
| Hin Timeshare Trust                                                                                 | HINNT 2024-A LLC                                                                 | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93363 | PA      | $94739.19     | 0.02%             | 2043-03-15      | Fixed         | 5.49%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692514.00    | 0.18%             | 2029-10-21      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| VERALTO CORP                                                                                        | Veralto Corp                                                                     | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    456000 | PA      | $464518.70    | 0.12%             | 2028-09-18      | Fixed         | 5.35%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                                         | BBCMS Mortgage Trust 2022-C14                                                    | CUSIP: 07336AAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $664929.47    | 0.17%             | 2055-02-15      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| CVS HEALTH CORP                                                                                     | CVS Health Corp                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    610000 | PA      | $586042.13    | 0.15%             | 2027-08-21      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                                            | Government National Mortgage Association                                         | CUSIP: 38383U2A7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    283770 | PA      | $274824.73    | 0.07%             | 2044-07-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                               | CUSIP: 05970UE46<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |    850000 | PA      | $849735.08    | 0.22%             | 2026-05-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| NYC Commercial Mortgage Trust 2021-909                                                              | NYC Commercial Mortgage Trust 2025-3BP                                           | CUSIP: 67120UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $298847.62    | 0.08%             | 2042-02-15      | Floating      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                                                              | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    640000 | PA      | $633277.67    | 0.16%             | 2030-01-22      | Fixed         | 4.03%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2025-SFR4 Trust                                             | CUSIP: 74290JAA0<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $316234.72    | 0.08%             | 2042-08-17      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                                                                                        | UBS Group AG                                                                     | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    767000 | PA      | $758466.60    | 0.19%             | 2029-01-12      | Fixed         | 3.87%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES1                                                    | CUSIP: 749424AA5<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    126094 | PA      | $126560.20    | 0.03%             | 2044-02-25      | Variable      | 6.03%                 | Yes           | 2                  | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                                         | DBC 2025-DBC Mortgage Trust                                                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $760108.75    | 0.19%             | 2042-11-15      | Floating      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| MONONGAHELA POWER CO                                                                                | Monongahela Power Co                                                             | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    970000 | PA      | $963459.66    | 0.25%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BRTV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    607312 | PA      | $608966.45    | 0.16%             | 2044-03-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Western Funding Auto Loan Trust                                                                     | Western Funding Auto Loan Trust 2025-1                                           | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $300228.60    | 0.08%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           | 2                  | On Loan: No      |
| Starwood Capital Group                                                                              | STAR 2026-SFR7 Trust                                                             | CUSIP: 85520GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $420430.94    | 0.11%             | 2043-05-17      | Floating      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2024-RCF1 LLC                                                               | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527328 | PA      | $520062.77    | 0.13%             | 2054-01-25      | Variable      | 4.00%                 | Yes           | 2                  | On Loan: No      |
| COMMONSPIRIT HEALTH                                                                                 | CommonSpirit Health                                                              | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    565000 | PA      | $577382.59    | 0.15%             | 2027-11-01      | Fixed         | 6.07%                 | No            | 2                  | On Loan: No      |
| BINOM Securitization Trust                                                                          | BINOM Mortgage Loan Trust 2026-NQM1                                              | CUSIP: 09055CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $433437.48    | 0.11%             | 2066-02-25      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| UPM-KYMMENE OYJ                                                                                     | UPM-Kymmene Oyj                                                                  | CUSIP: 915436AC3<br>LEI: 213800EC6PW5VU4J9U64 | Long             | DBT              | CORP              | FI        |    503000 | PA      | $523201.53    | 0.13%             | 2027-11-26      | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                                                 | Nissan Auto Receivables 2025-B Owner Trust                                       | CUSIP: 65490DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    950000 | PA      | $946032.85    | 0.24%             | 2030-04-15      | Fixed         | 3.99%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2026-SFR1 Trust                                             | CUSIP: 74334HAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $380332.99    | 0.10%             | 2043-02-17      | Fixed         | 3.85%                 | Yes           | 2                  | On Loan: No      |
| Taxable Municipal Funding Trust                                                                     | TXBL MUNI FUNDING TRUST VARIOUS STATES                                           | CUSIP: 62630WEL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $110000.00    | 0.03%             | 2030-09-01      | Floating      | 3.97%                 | Yes           | 2                  | On Loan: No      |
| DTE ENERGY CO                                                                                       | DTE Energy Co                                                                    | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    730000 | PA      | $734601.05    | 0.19%             | 2027-07-01      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Bank5                                                                                               | BANK5 2025-5YR17                                                                 | CUSIP: 06211GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $514567.08    | 0.13%             | 2058-11-15      | Fixed         | 5.23%                 | No            | 2                  | On Loan: No      |
| ICE Futures Europe                                                                                  | LONG GILT FUTURE JUN26                                                           | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |        37 | NC      | $-275648.92   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MBJ7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    210000 | PA      | $208537.40    | 0.05%             | 2028-09-25      | Fixed         | 3.89%                 | Yes           | 2                  | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                                               | Campbell's Company/The                                                           | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    683000 | PA      | $662631.51    | 0.17%             | 2031-03-21      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280FK0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $546136.63    | 0.14%             | 2030-03-10      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| FIRSTENERGY CORP                                                                                    | FirstEnergy Corp                                                                 | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    233000 | PA      | $210093.33    | 0.05%             | 2030-09-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| MASCO CORP                                                                                          | Masco Corp                                                                       | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    391000 | PA      | $370962.61    | 0.09%             | 2028-02-15      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| CARNIVAL CORP                                                                                       | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1340000 | PA      | $1309282.53   | 0.33%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| AMAZON.COM INC                                                                                      | Amazon.com Inc                                                                   | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1067421.51   | 0.27%             | 2029-03-13      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                                            | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    520000 | PA      | $514098.19    | 0.13%             | 2028-11-03      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                                                                                  | Tricon Residential 2023-SFR2 Trust                                               | CUSIP: 895978AA2<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    203962 | PA      | $202115.83    | 0.05%             | 2040-12-17      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                                             | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              |  | US        |    500000 | PA      | $506583.37    | 0.13%             | 2028-06-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | SWEDISH KRONA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -8 | NC      | $7888.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA PIPELINES                                                                               | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    434000 | PA      | $432283.56    | 0.11%             | 2028-05-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| LPL HOLDINGS INC                                                                                    | LPL Holdings Inc                                                                 | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    621000 | PA      | $604527.67    | 0.15%             | 2029-03-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica                                                   | FRESB 2018-SB52 Mortgage Trust                                                   | CUSIP: 30297CAJ1<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    132882 | PA      | $131081.31    | 0.03%             | 2028-06-25      | Variable      | 3.48%                 | No            | 2                  | On Loan: No      |
| PFS Financing Corp.                                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $349790.28    | 0.09%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    775000 | PA      | $775199.71    | 0.20%             | 2027-05-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Yamaha Motor Master Trust                                                                           | Yamaha Motor Master Trust II                                                     | CUSIP: 98463GAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $199430.01    | 0.05%             | 2031-04-15      | Fixed         | 4.43%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                                            | Huntington Ingalls Industries Inc                                                | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    768000 | PA      | $755893.79    | 0.19%             | 2027-12-01      | Fixed         | 3.48%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       192 | NC      | $-268190.98   | -0.07%            |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                               | CUSIP: 225313AK1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    521000 | PA      | $512719.74    | 0.13%             | 2033-01-10      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| LMA AMERICAS LLC                                                                                    | LMA-Americas LLC                                                                 | CUSIP: 53944RG69<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    600000 | PA      | $595659.54    | 0.15%             | 2026-07-06      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| KEURIG DR PEPPER INC                                                                                | Keurig Dr Pepper Inc                                                             | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    754000 | PA      | $748461.42    | 0.19%             | 2030-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                                                            | Fedex Freight Holding Co Inc                                                     | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    910000 | PA      | $898825.74    | 0.23%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| NISOURCE INC                                                                                        | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    433000 | PA      | $377294.16    | 0.10%             | 2031-02-15      | Fixed         | 1.70%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7005000 | PA      | $6928382.81   | 1.77%             | 2029-03-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    675000 | PA      | $680545.55    | 0.17%             | 2029-01-24      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1440000 | PA      | $1439718.75   | 0.37%             | 2028-03-31      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Home Partners of America Trust                                                                      | Home Partners of America 2019-2 Trust                                            | CUSIP: 43732TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    888375 | PA      | $862600.47    | 0.22%             | 2039-10-19      | Fixed         | 2.92%                 | Yes           | 2                  | On Loan: No      |
| TRUIST BANK                                                                                         | Truist Bank                                                                      | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    850000 | PA      | $845989.60    | 0.22%             | 2029-01-27      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Bank of America Credit Card Trust                                                                   | BA Credit Card Trust                                                             | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200505.81    | 0.05%             | 2030-05-15      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                                               | Novartis Capital Corp                                                            | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    490000 | PA      | $488579.35    | 0.12%             | 2029-03-16      | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ALLEGION US HOLDING CO                                                                              | Allegion US Holding Co Inc                                                       | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    546000 | PA      | $538871.48    | 0.14%             | 2027-10-01      | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| USB Auto Owner Trust                                                                                | USB Auto Owner Trust 2025-1                                                      | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185608.19    | 0.05%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL POWER US HOLDING                                                                            | Capital Power US Holdings Inc                                                    | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $749213.85    | 0.19%             | 2028-06-01      | Fixed         | 5.26%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NEW YORK MELLON                                                                             | Bank of New York Mellon/The                                                      | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433434.33    | 0.11%             | 2029-04-20      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                                              | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1240000 | PA      | $1243780.36   | 0.32%             | 2026-07-17      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                                            | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    445000 | PA      | $448034.74    | 0.11%             | 2027-03-05      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                                              | Stellantis Financial Underwritten Enhanced Lease Trust 2026-A                    | CUSIP: 85856FAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    220000 | PA      | $219810.00    | 0.06%             | 2030-04-22      | Fixed         | 4.61%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital Inc                                                                          | Morgan Stanley ABS Capital I Inc Trust 2004-HE3                                  | CUSIP: 61744CDH6<br>LEI: 5493002PQ8PF80BA0L77 | Long             | ABS-MBS          | CORP              | US        |     60431 | PA      | $62892.23     | 0.02%             | 2034-03-25      | Floating      | 4.62%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305773.85    | 0.08%             | 2029-04-06      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| SPRINT CAPITAL CORP                                                                                 | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    569000 | PA      | $600823.90    | 0.15%             | 2028-11-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| EQUIFAX INC                                                                                         | Equifax Inc                                                                      | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    334000 | PA      | $337614.58    | 0.09%             | 2028-06-01      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| arbor multifamily mortgage securities trust                                                         | Arbor Multifamily Mortgage Securities Trust 2021-MF3                             | CUSIP: 03882KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $341073.74    | 0.09%             | 2054-10-15      | Fixed         | 2.21%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7395000 | PA      | $7230345.74   | 1.85%             | 2028-08-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES8                                                    | CUSIP: 74939WAB6<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |    144177 | PA      | $143458.40    | 0.04%             | 2055-08-25      | Variable      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                                                                                  | BMW US Capital LLC                                                               | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602599.06    | 0.15%             | 2027-03-19      | Fixed         | 4.65%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    870000 | PA      | $863475.00    | 0.22%             | 2028-04-30      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                                                 | Nissan Auto Receivables 2025-A Owner Trust                                       | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502103.91    | 0.13%             | 2029-12-17      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| BON SECOURS MERCY                                                                                   | Bon Secours Mercy Health Inc                                                     | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    695000 | PA      | $692912.08    | 0.18%             | 2028-07-01      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136G5FP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1703663 | PA      | $1681950.52   | 0.43%             | 2053-07-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2020-F                                 | CUSIP: 63941XAA5<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |     27780 | PA      | $26224.61     | 0.01%             | 2069-07-15      | Fixed         | 1.22%                 | Yes           | 2                  | On Loan: No      |
| GCAT                                                                                                | GCAT 2025-NQM6 Trust                                                             | CUSIP: 36831QAC5<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |       577 | PA      | $573.38       | 0.00%             | 2070-10-25      | Variable      | 4.94%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Acquisition Corp                                                                 | JP Morgan Mortgage Acquisition Trust 2007-CH2                                    | CUSIP: 46630MAY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172649 | PA      | $169569.79    | 0.04%             | 2037-01-25      | Floating      | 4.22%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                                                                 | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    306000 | PA      | $304020.90    | 0.08%             | 2027-07-14      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Chase Issuance Trust                                                                                | Chase Issuance Trust                                                             | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   1685000 | PA      | $1692394.94   | 0.43%             | 2028-09-15      | Fixed         | 5.16%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BYCS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    454225 | PA      | $455850.65    | 0.12%             | 2055-12-25      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                                            | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    483000 | PA      | $486665.02    | 0.12%             | 2028-03-28      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    343000 | PA      | $338363.90    | 0.09%             | 2027-11-02      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BYQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1131232 | PA      | $1117142.89   | 0.29%             | 2053-07-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    620000 | PA      | $613562.58    | 0.16%             | 2027-08-15      | Fixed         | 3.56%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140JCSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220466 | PA      | $221927.41    | 0.06%             | 2053-07-01      | Floating      | 4.88%                 | No            | 2                  | On Loan: No      |
| INGREDION INC                                                                                       | Ingredion Inc                                                                    | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    383000 | PA      | $358858.42    | 0.09%             | 2030-06-01      | Fixed         | 2.90%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ET5X1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    500000 | PA      | $493331.12    | 0.13%             | 2029-12-26      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2026-CES2                                                    | CUSIP: 74940EAB3<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |    243848 | PA      | $242166.80    | 0.06%             | 2056-02-25      | Variable      | 4.86%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2026-NQM2                                               | CUSIP: 46664AAB3<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |    305000 | PA      | $303947.80    | 0.08%             | 2066-09-25      | Variable      | 5.22%                 | Yes           | 2                  | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $606082.64    | 0.15%             | 2028-02-15      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| ENEL FINANCE INTL NV                                                                                | ENEL Finance International NV                                                    | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    444000 | PA      | $435703.90    | 0.11%             | 2028-04-06      | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                                                                  | Credit Agricole SA                                                               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    241000 | PA      | $241079.94    | 0.06%             | 2028-09-11      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    581000 | PA      | $595109.35    | 0.15%             | 2083-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1270000 | PA      | $1262304.97   | 0.32%             | 2028-10-13      | Fixed         | 4.11%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-3                                           | CUSIP: 46593RAB2<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    714895 | PA      | $715945.62    | 0.18%             | 2055-09-25      | Variable      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Trinity Rail Leasing L.P.                                                                           | Trinity Rail Leasing 2021 LLC                                                    | CUSIP: 89656GAA2<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |    220751 | PA      | $207912.17    | 0.05%             | 2051-07-19      | Fixed         | 2.26%                 | Yes           | 2                  | On Loan: No      |
| BMW Vehicle Lease Trust                                                                             | BMW Vehicle Lease Trust 2025-1                                                   | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240863.30    | 0.06%             | 2028-10-25      | Fixed         | 4.49%                 | No            | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    345000 | PA      | $346263.87    | 0.09%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           | 2                  | On Loan: No      |
| LEHMAN BROS CAP TR VII                                                                              | Lehman Brothers Holdings Capital Trust VII                                       | CUSIP: 524908XA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $27.00        | 0.00%             | 2026-05-30      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| TRANSPRTDRA DE GAS INTL                                                                             | Transportadora de Gas Internacional SA ESP                                       | CUSIP: 89387YAC5<br>LEI: 529900780HCVLCEM2440 | Long             | DBT              | CORP              | CO        |    484000 | PA      | $485333.10    | 0.12%             | 2028-11-01      | Fixed         | 5.55%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAA2<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |   1158025 | PA      | $1150021.88   | 0.29%             | 2055-11-25      | Variable      | 4.89%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                    | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    602000 | PA      | $601839.93    | 0.15%             | 2028-08-16      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| EQUINIX INC                                                                                         | Equinix Inc                                                                      | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    631000 | PA      | $612092.93    | 0.16%             | 2027-07-15      | Fixed         | 1.80%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | CUSIP: 61779CAA2<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |     98966 | PA      | $98714.03     | 0.03%             | 2058-08-15      | Fixed         | 4.61%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1365136.52   | 0.35%             | 2029-11-01      | Fixed         | 6.41%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                              | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    740000 | PA      | $738909.47    | 0.19%             | 2030-05-03      | Fixed         | 4.44%                 | No            | 2                  | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                                             | CNO Financial Group Inc                                                          | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    587000 | PA      | $589291.28    | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Battery Park CLO Ltd.                                                                               | Battery Park Clo Ltd                                                             | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100124.10    | 0.03%             | 2036-07-15      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                     | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $604555.37    | 0.15%             | 2029-12-17      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| WASTE MANAGEMENT INC                                                                                | Waste Management Inc                                                             | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    910000 | PA      | $916124.72    | 0.23%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Invitation Homes Trust                                                                              | Invitation Homes 2024-SFR1 Trust                                                 | CUSIP: 46188DAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169575 | PA      | $165171.66    | 0.04%             | 2041-09-17      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| EVERGY MISSOURI WEST INC                                                                            | Evergy Missouri West Inc                                                         | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    746000 | PA      | $751788.53    | 0.19%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           | 2                  | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                                            | New Mountain Finance Corp                                                        | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    696000 | PA      | $695648.82    | 0.18%             | 2027-10-15      | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                                                                             | MPLX LP                                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    610000 | PA      | $609219.31    | 0.16%             | 2027-03-01      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| SKANDINAV ENSKILDA BANK                                                                             | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 83050UFF0<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |    280000 | PA      | $278656.00    | 0.07%             | 2026-06-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2022-B                                 | CUSIP: 63942PAA1<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    213358 | PA      | $207220.81    | 0.05%             | 2070-10-15      | Fixed         | 4.16%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust 2024-CCM1                                               | CUSIP: 46658NAF4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    923575 | PA      | $924827.93    | 0.24%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                                            | Prudential Financial Inc                                                         | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596276.33    | 0.15%             | 2048-09-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| MCDONALD'S CORP                                                                                     | McDonald's Corp                                                                  | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    605000 | PA      | $600082.71    | 0.15%             | 2027-07-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| IQVIA INC                                                                                           | IQVIA Inc                                                                        | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    733000 | PA      | $746576.97    | 0.19%             | 2028-05-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                                          | JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | CUSIP: 48129RAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74084 | PA      | $72378.92     | 0.02%             | 2052-11-13      | Fixed         | 2.98%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                                                                     | Nordea Bank Abp                                                                  | CUSIP: 65558KGL2<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |    620000 | PA      | $614702.84    | 0.16%             | 2026-07-20      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    605000 | PA      | $603085.74    | 0.15%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2024-6                                           | CUSIP: 46657YAP9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    294568 | PA      | $294289.72    | 0.08%             | 2054-12-25      | Floating      | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Sierra Receivables Funding Co LLC                                                                   | Sierra Timeshare 2025-2 Receivables Funding LLC                                  | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    219951 | PA      | $220142.02    | 0.06%             | 2044-04-20      | Fixed         | 4.72%                 | Yes           | 2                  | On Loan: No      |
| HALEON US CAPITAL LLC                                                                               | Haleon US Capital LLC                                                            | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545465.29    | 0.14%             | 2027-03-24      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| SIXTH STREET SPECIALTY                                                                              | Sixth Street Specialty Lending Inc                                               | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    367000 | PA      | $378873.97    | 0.10%             | 2028-08-14      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2025-RCF1 LLC                                                               | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435048 | PA      | $433856.88    | 0.11%             | 2055-02-25      | Variable      | 4.50%                 | Yes           | 2                  | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                                             | Honeywell International Inc                                                      | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693696.55    | 0.18%             | 2026-11-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC             | CUSIP: 22207AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $495001.43    | 0.13%             | 2030-07-15      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| DLLAA LLC                                                                                           | DLLAA 2025-1 LLC                                                                 | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $424311.36    | 0.11%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1360000 | PA      | $1353877.92   | 0.35%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743314.14    | 0.19%             | 2030-01-23      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                                                                                  | Tricon Residential 2024-SFR1 Trust                                               | CUSIP: 89616UAB8<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197521.43    | 0.05%             | 2041-04-17      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| NTT FINANCE CORP                                                                                    | NTT Finance Corp                                                                 | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    960000 | PA      | $962115.85    | 0.25%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2026-J2                                                           | CUSIP: 729921BA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452545 | PA      | $451468.47    | 0.12%             | 2057-03-25      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                                             | Corebridge Global Funding                                                        | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327225.67    | 0.08%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137F7TN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     95678 | PA      | $89446.65     | 0.02%             | 2046-01-15      | Fixed         | 1.00%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    633000 | PA      | $655640.39    | 0.17%             | 2029-07-27      | Fixed         | 6.34%                 | No            | 2                  | On Loan: No      |
| YAMANA GOLD INC                                                                                     | Yamana Gold Inc                                                                  | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    318000 | PA      | $317396.64    | 0.08%             | 2027-12-15      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                                                                  | Voya Financial Inc                                                               | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    397000 | PA      | $382098.55    | 0.10%             | 2048-01-23      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2020-C55                                   | CUSIP: 95002EAZ0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     48630 | PA      | $47146.42     | 0.01%             | 2053-02-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| BRAVO Residential Funding Trust                                                                     | BRAVO Residential Funding Trust 2026-NQM3                                        | CUSIP: 10571LAE1<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-MBS          | CORP              | US        |   1334418 | PA      | $1328761.86   | 0.34%             | 2065-11-25      | Variable      | 4.99%                 | Yes           | 2                  | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                                              | Orlando Health Obligated Group                                                   | CUSIP: 686514AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $844019.52    | 0.22%             | 2028-10-01      | Fixed         | 3.78%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                                             | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    760000 | PA      | $758204.18    | 0.19%             | 2030-04-20      | Fixed         | 4.59%                 | No            | 2                  | On Loan: No      |
| Hyundai Floorplan Master Owner Trust                                                                | Hyundai Floorplan Master Owner Trust                                             | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $878245.10    | 0.22%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           | 2                  | On Loan: No      |
| Cross Mortgage Trust                                                                                | Cross 2023-H2 Mortgage Trust                                                     | CUSIP: 22757NAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142551 | PA      | $143530.65    | 0.04%             | 2068-11-25      | Variable      | 7.14%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133EWAH3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    605000 | PA      | $597203.14    | 0.15%             | 2029-01-22      | Fixed         | 3.74%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing LLC                                                      | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   1215000 | PA      | $1191189.55   | 0.30%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BTYR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    267640 | PA      | $268372.57    | 0.07%             | 2051-07-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| FLOWSERVE CORPORATION                                                                               | Flowserve Corp                                                                   | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    664000 | PA      | $627691.27    | 0.16%             | 2030-10-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2024-A                                          | CUSIP: 831943AA3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    167321 | PA      | $168060.11    | 0.04%             | 2056-03-15      | Fixed         | 5.24%                 | Yes           | 2                  | On Loan: No      |
| Westlake Automobile Receivables Trust                                                               | Westlake Automobile Receivables Trust 2025-P1                                    | CUSIP: 96043LAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $186078.48    | 0.05%             | 2030-04-15      | Fixed         | 4.66%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1129049.29   | 0.29%             | 2029-10-23      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                                            | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    920000 | PA      | $915343.84    | 0.23%             | 2027-12-10      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2026-R3                                               | CUSIP: 92541HAE5<br>LEI: 213800PZJR4VB7DIAF24 | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $324955.58    | 0.08%             | 2068-02-27      | Variable      | 5.19%                 | Yes           | 2                  | On Loan: No      |
| GENUINE PARTS CO                                                                                    | Genuine Parts Co                                                                 | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    452000 | PA      | $392022.76    | 0.10%             | 2030-11-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                                         | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     44436 | PA      | $44435.52     | 0.01%             | 2036-10-16      | Floating      | 4.86%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                      | Hyundai Auto Receivables Trust 2024-B                                            | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1302028 | PA      | $1309591.06   | 0.33%             | 2029-03-15      | Fixed         | 4.84%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES1                                                    | CUSIP: 74935WAP9<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    128295 | PA      | $128213.20    | 0.03%             | 2043-06-25      | Variable      | 6.87%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2026-2                                                    | CUSIP: 81750FBD9<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    757829 | PA      | $754691.96    | 0.19%             | 2056-03-25      | Floating      | 4.80%                 | Yes           | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                                              | Skandinaviska Enskilda Banken AB                                                 | CUSIP: 83051B2C2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |    500000 | PA      | $495321.62    | 0.13%             | 2029-03-12      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                                             | Reliance Industries Ltd                                                          | CUSIP: 759470AX5<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    767000 | PA      | $756500.44    | 0.19%             | 2027-11-30      | Fixed         | 3.67%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                                 | GS Mortgage-Backed Securities Trust 2025-PJ4                                     | CUSIP: 36271WAE5<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |    510057 | PA      | $510780.11    | 0.13%             | 2055-09-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Rate Mortgage Trust                                                                                 | Rate Mortgage Trust 2024-J1                                                      | CUSIP: 75410PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14000 | PA      | $13960.62     | 0.00%             | 2054-07-25      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES10                                                   | CUSIP: 74939LAB0<br>LEI: 2549008ADDIO9CIJ8W08 | Long             | ABS-MBS          | CORP              | US        |    310582 | PA      | $309134.88    | 0.08%             | 2055-11-25      | Variable      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2023-CES1                                                    | CUSIP: 74935WAA2<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    135842 | PA      | $135586.40    | 0.03%             | 2043-06-25      | Variable      | 6.52%                 | Yes           | 2                  | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                                              | Sumisho Air Lease Corp                                                           | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304190.87    | 0.08%             | 2028-10-01      | Fixed         | 4.63%                 | No            | 2                  | On Loan: No      |
| SANOFI SA                                                                                           | Sanofi SA                                                                        | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    900000 | PA      | $893236.55    | 0.23%             | 2028-11-03      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| GLENCORE FUNDING LLC                                                                                | Glencore Funding LLC                                                             | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    281000 | PA      | $282851.82    | 0.07%             | 2028-04-01      | Fixed         | 4.91%                 | Yes           | 2                  | On Loan: No      |
| EVERGY INC                                                                                          | Evergy Inc                                                                       | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    293000 | PA      | $297643.32    | 0.08%             | 2055-06-01      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                                            | Lennox International Inc                                                         | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    541000 | PA      | $551950.71    | 0.14%             | 2028-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2023-B                                          | CUSIP: 78449HAB3<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |    173591 | PA      | $177047.68    | 0.05%             | 2056-10-16      | Floating      | 5.44%                 | Yes           | 2                  | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    740000 | PA      | $744273.60    | 0.19%             | 2028-04-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| HCA INC                                                                                             | HCA Inc                                                                          | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $1018001.82   | 0.26%             | 2028-03-01      | Floating      | 4.53%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust                                                         | CUSIP: 46593VAD9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    458059 | PA      | $456699.46    | 0.12%             | 2055-11-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2026-1                                                | CUSIP: 92541JAE1<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $238118.52    | 0.06%             | 2071-01-25      | Variable      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| DARDEN RESTAURANTS INC                                                                              | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    666000 | PA      | $664942.44    | 0.17%             | 2027-10-15      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| EQT CORP                                                                                            | EQT Corp                                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    702000 | PA      | $750220.42    | 0.19%             | 2030-02-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Radian Mortgage Capital Trust                                                                       | Radian Mortgage Capital Trust 2025-J4                                            | CUSIP: 75024UBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    767864 | PA      | $770181.79    | 0.20%             | 2056-03-25      | Floating      | 5.20%                 | Yes           | 2                  | On Loan: No      |
| SALESFORCE INC                                                                                      | Salesforce Inc                                                                   | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    950000 | PA      | $951047.57    | 0.24%             | 2028-03-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 10YR ULTRA FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        19 | NC      | $-17331.49    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.                                                        | 10YR MINI JGB FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DIR              |  | SG        |         2 | NC      | $-1292.39     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS AG STAMFORD CT                                                                                  | UBS AG/Stamford CT                                                               | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1190000 | PA      | $1189082.58   | 0.30%             | 2029-03-16      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1060000 | PA      | $1059386.72   | 0.27%             | 2028-09-08      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $685187.22    | 0.18%             | 2027-06-01      | Fixed         | 2.30%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER MEXICO                                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    757000 | PA      | $777330.54    | 0.20%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2026-CES1                                              | CUSIP: 89190LAA4<br>LEI: 254900V1XGR6BSB30T32 | Long             | ABS-MBS          | CORP              | US        |   1772359 | PA      | $1760968.12   | 0.45%             | 2066-01-25      | Variable      | 4.96%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001014.12   | 0.26%             | 2028-10-22      | Fixed         | 4.51%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2026-INV1 Trust                                                              | CUSIP: 67123WAU4<br>LEI: 549300T9OLE6UGS5GU41 | Long             | ABS-MBS          | CORP              | US        |    759285 | PA      | $759883.18    | 0.19%             | 2056-02-25      | Floating      | 5.00%                 | Yes           | 2                  | On Loan: No      |
| VERTIV GROUP CORPORATION                                                                            | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    595000 | PA      | $587878.32    | 0.15%             | 2028-11-15      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| CMS ENERGY CORP                                                                                     | CMS Energy Corp                                                                  | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    305000 | PA      | $298249.44    | 0.08%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| AT&T INC                                                                                            | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248033.71   | 0.32%             | 2029-03-01      | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1351520.63   | 0.35%             | 2029-01-24      | Floating      | 4.48%                 | No            | 2                  | On Loan: No      |
| Tricon Residential                                                                                  | Tricon Residential 2026-SFR1 Trust                                               | CUSIP: 895989AA9<br>LEI: 549300Z2X1L1L3MID765 | Long             | ABS-O            | CORP              | US        |    937714 | PA      | $936545.25    | 0.24%             | 2043-02-17      | Floating      | 4.76%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2019-C52                                   | CUSIP: 95002MAV1<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     58494 | PA      | $57023.01     | 0.01%             | 2052-08-15      | Fixed         | 2.83%                 | No            | 2                  | On Loan: No      |
| Navient Student Loan Trust                                                                          | Navient Private Education Refi Loan Trust 2021-B                                 | CUSIP: 63942LAA0<br>LEI: 549300ZUZB9UCBWEBN39 | Long             | ABS-O            | CORP              | US        |    297788 | PA      | $270286.83    | 0.07%             | 2069-07-15      | Fixed         | 0.94%                 | Yes           | 2                  | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                                            | Florida Power & Light Co                                                         | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    425000 | PA      | $431860.36    | 0.11%             | 2028-04-01      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                                             | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    138000 | PA      | $136970.58    | 0.04%             | 2026-10-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| OPEN TEXT CORP                                                                                      | Open Text Corp                                                                   | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    572000 | PA      | $585020.10    | 0.15%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           | 2                  | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                                               | Gildan Activewear Inc                                                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    534000 | PA      | $528545.65    | 0.14%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                                      | Mercedes-Benz Auto Lease Trust 2025-B                                            | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1198548.18   | 0.31%             | 2029-04-16      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                                            | Ford Credit Auto Owner Trust 2024-REV1                                           | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    880000 | PA      | $891351.23    | 0.23%             | 2036-08-15      | Variable      | 4.87%                 | Yes           | 2                  | On Loan: No      |
| Barclays Mortgage Loan Trust                                                                        | Barclays Mortgage Loan Trust 2026-NQM2                                           | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473336 | PA      | $468265.03    | 0.12%             | 2065-12-25      | Variable      | 4.70%                 | Yes           | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | CHF CURRENCY FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       -33 | NC      | $45795.54     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                                            | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1280000 | PA      | $1256469.39   | 0.32%             | 2032-02-20      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MILLS INC                                                                                   | General Mills Inc                                                                | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    655000 | PA      | $659870.61    | 0.17%             | 2030-01-30      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| STAR 2024-SFR4 Trust                                                                                | STAR 2024-SFR4 Trust                                                             | CUSIP: 85520AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2205122 | PA      | $2211119.87   | 0.57%             | 2041-10-17      | Floating      | 5.40%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ET2L0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1934000 | PA      | $1910295.31   | 0.49%             | 2029-06-01      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                                             | System Energy Resources Inc                                                      | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    724000 | PA      | $743065.14    | 0.19%             | 2028-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1585000 | PA      | $1594782.43   | 0.41%             | 2028-02-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                                             | America Movil SAB de CV                                                          | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    649000 | PA      | $632130.59    | 0.16%             | 2029-04-22      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| NRG ENERGY INC                                                                                      | NRG Energy Inc                                                                   | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    576000 | PA      | $567798.34    | 0.15%             | 2029-06-15      | Fixed         | 4.45%                 | Yes           | 2                  | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                                            | Vistra Operations Co LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    531000 | PA      | $521372.36    | 0.13%             | 2030-10-15      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ETYY7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    825000 | PA      | $820827.36    | 0.21%             | 2028-03-23      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| FIDELITY NATL INFO SERV                                                                             | Fidelity National Information Services Inc                                       | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    635000 | PA      | $633215.28    | 0.16%             | 2028-03-10      | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| TELUS CORP                                                                                          | TELUS Corp                                                                       | CUSIP: 87971MBF9<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $435042.19    | 0.11%             | 2027-09-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                                            | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21687BEJ6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | US        |    600000 | PA      | $598906.33    | 0.15%             | 2026-05-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| COLT Funding LLC                                                                                    | COLT 2025-12 Mortgage Loan Trust                                                 | CUSIP: 19688UAC6<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $344437.24    | 0.09%             | 2071-01-26      | Variable      | 5.09%                 | Yes           | 2                  | On Loan: No      |
| ASX Clear (Futures)                                                                                 | AUST 10Y BOND FUT JUN26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |        57 | NC      | $-59832.28    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3475000 | PA      | $3452466.81   | 0.88%             | 2028-01-31      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| MIDWEST CONNECTOR CAPIT                                                                             | Midwest Connector Capital Co LLC                                                 | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $342053.68    | 0.09%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           | 2                  | On Loan: No      |
| SMB Private Education Loan Trust                                                                    | SMB Private Education Loan Trust 2021-B                                          | CUSIP: 78449YAA8<br>LEI: 549300XC4C7GRVLU6076 | Long             | ABS-O            | CORP              | US        |     42132 | PA      | $39607.37     | 0.01%             | 2051-07-17      | Fixed         | 1.31%                 | Yes           | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                                                                                 | Highwoods Realty LP                                                              | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    244000 | PA      | $240633.91    | 0.06%             | 2028-03-15      | Fixed         | 4.13%                 | No            | 2                  | On Loan: No      |
| ROCC Trust                                                                                          | ROCK Trust 2024-CNTR                                                             | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $887502.20    | 0.23%             | 2041-11-13      | Fixed         | 5.39%                 | Yes           | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCT4<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    845000 | PA      | $848929.31    | 0.22%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           | 2                  | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                                              | Mondelez International Inc                                                       | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    635000 | PA      | $634376.09    | 0.16%             | 2028-05-06      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| 7-ELEVEN INC                                                                                        | 7-Eleven Inc                                                                     | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    403000 | PA      | $381439.46    | 0.10%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           | 2                  | On Loan: No      |
| MORGAN STANLEY                                                                                      | Morgan Stanley                                                                   | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503276.06    | 0.13%             | 2030-04-10      | Fixed         | 4.56%                 | No            | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust                                                                      | Carvana Auto Receivables Trust 2025-P3                                           | CUSIP: 14688AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755000 | PA      | $749051.81    | 0.19%             | 2031-08-11      | Fixed         | 4.24%                 | No            | 2                  | On Loan: No      |
| AIRCASTLE LTD                                                                                       | Aircastle Ltd                                                                    | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    785000 | PA      | $761290.46    | 0.19%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           | 2                  | On Loan: No      |
| MVW Owner Trust                                                                                     | MVW 2021-1W LLC                                                                  | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     51096 | PA      | $49177.52     | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           | 2                  | On Loan: No      |
| BLACKSTONE SECURED LEND                                                                             | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    511000 | PA      | $497628.35    | 0.13%             | 2030-06-30      | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                                            | Saudi Government International Bond                                              | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   1710000 | PA      | $1726841.45   | 0.44%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           | 2                  | On Loan: No      |
| LMA-Americas LLC                                                                                    | LMA-Americas LLC                                                                 | CUSIP: 53944RHA9<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    650000 | PA      | $642784.35    | 0.16%             | 2026-08-10      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                                            | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $582799.57    | 0.15%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           | 2                  | On Loan: No      |
| BMW US CAPITAL LLC                                                                                  | BMW US Capital LLC                                                               | CUSIP: 05565EDF9<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499663.42    | 0.13%             | 2028-03-17      | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                                              | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2E9<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532120.33    | 0.14%             | 2029-10-15      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| INRETAIL CONSUMER                                                                                   | InRetail Consumer                                                                | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |    778000 | PA      | $750396.64    | 0.19%             | 2028-03-22      | Fixed         | 3.25%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    705000 | PA      | $670768.94    | 0.17%             | 2027-10-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                                              | Capital Southwest Corp                                                           | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |    383000 | PA      | $379625.79    | 0.10%             | 2030-09-18      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                                                                 | JPMorgan Chase & Co                                                              | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1055597.42   | 0.27%             | 2030-04-23      | Fixed         | 4.41%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                                                                        | Alphabet Inc                                                                     | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208930.71    | 0.05%             | 2028-11-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK NY                                                                                    | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $493163.18    | 0.13%             | 2028-01-07      | Fixed         | 2.55%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                             | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $317292.39    | 0.08%             | 2031-01-21      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2021-SJ1                                               | CUSIP: 89180FCD1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    364291 | PA      | $354406.10    | 0.09%             | 2068-07-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                                                                                    | Zions Bancorp NA                                                                 | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    658000 | PA      | $612744.60    | 0.16%             | 2029-10-29      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                                            | Infraestructura Energetica Nova SAPI de CV                                       | CUSIP: 456829AA8<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    239000 | PA      | $235918.49    | 0.06%             | 2028-01-14      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V17 Mortgage Trust                                                | CUSIP: 081934AR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615000 | PA      | $622424.60    | 0.16%             | 2058-09-15      | Fixed         | 5.07%                 | No            | 2                  | On Loan: No      |
| BINOM Securitization Trust                                                                          | BINOM Mortgage Loan Trust 2026-NQM1                                              | CUSIP: 09055CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $433557.96    | 0.11%             | 2066-02-25      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                                                | Mercedes-Benz Auto Receivables Trust 2025-1                                      | CUSIP: 58773DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247672 | PA      | $247812.65    | 0.06%             | 2028-02-15      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                                            | CTR Partnership LP / CareTrust Capital Corp                                      | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |    273000 | PA      | $266140.92    | 0.07%             | 2028-06-30      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Bank5                                                                                               | BANK5 2026-5YR21                                                                 | CUSIP: 06644BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $567018.03    | 0.14%             | 2059-04-15      | Fixed         | 5.53%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    553000 | PA      | $540668.23    | 0.14%             | 2027-08-20      | Fixed         | 2.70%                 | No            | 2                  | On Loan: No      |
| Rate Mortgage Trust                                                                                 | Rate Mortgage Trust 2024-J4                                                      | CUSIP: 75408TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120536 | PA      | $1123198.60   | 0.29%             | 2054-12-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| PFS Financing Corp.                                                                                 | PFS Financing Corp                                                               | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    530000 | PA      | $530844.66    | 0.14%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           | 2                  | On Loan: No      |
| ORACLE CORP                                                                                         | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    815000 | PA      | $746469.92    | 0.19%             | 2030-04-01      | Fixed         | 2.95%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    180914 | PA      | $181577.53    | 0.05%             | 2041-12-25      | Floating      | 5.30%                 | Yes           | 2                  | On Loan: No      |
| ALTRIA GROUP INC                                                                                    | Altria Group Inc                                                                 | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    450000 | PA      | $453647.19    | 0.12%             | 2028-02-04      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                                            | First-Citizens Bank & Trust Co                                                   | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    722000 | PA      | $739685.82    | 0.19%             | 2028-03-09      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES1                                                    | CUSIP: 749427AA8<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    637396 | PA      | $640386.07    | 0.16%             | 2045-01-25      | Variable      | 5.65%                 | Yes           | 2                  | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                                             | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    172000 | PA      | $178988.60    | 0.05%             | 2027-10-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                                            | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    710000 | PA      | $704804.59    | 0.18%             | 2029-02-09      | Fixed         | 4.05%                 | No            | 2                  | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                                            | Federal Farm Credit Banks Funding Corp                                           | CUSIP: 3133ET2J5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    700000 | PA      | $697119.85    | 0.18%             | 2028-11-28      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| HOME DEPOT INC                                                                                      | Home Depot Inc/The                                                               | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    625000 | PA      | $630547.20    | 0.16%             | 2027-06-25      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                                                 | Georgia-Pacific LLC                                                              | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    660000 | PA      | $660415.29    | 0.17%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           | 2                  | On Loan: No      |
| MUTUAL OF OMAHA GLOBAL                                                                              | Mutual of Omaha Cos Global Funding                                               | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |    660000 | PA      | $658702.35    | 0.17%             | 2028-06-09      | Fixed         | 4.51%                 | Yes           | 2                  | On Loan: No      |
| American Express Credit Account Master Trust                                                        | American Express Credit Account Master Trust                                     | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2004448.40   | 0.51%             | 2030-04-15      | Fixed         | 4.28%                 | No            | 2                  | On Loan: No      |
| BMW Vehicle Lease Trust                                                                             | BMW Vehicle Lease Trust 2025-2                                                   | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365000 | PA      | $2361404.28   | 0.60%             | 2028-09-25      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| BMW Vehicle Owner Trust                                                                             | BMW Vehicle Owner Trust 2024-A                                                   | CUSIP: 096919AD7<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |    987210 | PA      | $994125.55    | 0.25%             | 2029-02-26      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2019-GC41                                    | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101061 | PA      | $98307.38     | 0.03%             | 2056-08-10      | Fixed         | 2.72%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                                                                  | Banco Santander SA                                                               | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    485000 | PA      | $483360.37    | 0.12%             | 2028-03-24      | Fixed         | 4.18%                 | No            | 2                  | On Loan: No      |
| John Deere Owner Trust                                                                              | John Deere Owner Trust 2024-C                                                    | CUSIP: 477911AD3<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    403000 | PA      | $402948.94    | 0.10%             | 2029-06-15      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| BIMBO BAKERIES USA INC                                                                              | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    573000 | PA      | $591265.59    | 0.15%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           | 2                  | On Loan: No      |
| CDW LLC/CDW FINANCE                                                                                 | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $256048.79    | 0.07%             | 2029-02-15      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| GCAT                                                                                                | GCAT 2026-NQM1 Trust                                                             | CUSIP: 36274BAE8<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |    742057 | PA      | $735524.13    | 0.19%             | 2070-12-25      | Variable      | 4.79%                 | Yes           | 2                  | On Loan: No      |
| MERCK & CO INC                                                                                      | Merck & Co Inc                                                                   | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    975000 | PA      | $921950.57    | 0.24%             | 2028-12-10      | Fixed         | 1.90%                 | No            | 2                  | On Loan: No      |
| VICI PROPERTIES / NOTE                                                                              | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |    284000 | PA      | $276404.60    | 0.07%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| SK HYNIX INC                                                                                        | SK hynix Inc                                                                     | CUSIP: 78392BAE7<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    215000 | PA      | $221925.60    | 0.06%             | 2028-01-17      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| Chicago Board of Trade                                                                              | US 2YR NOTE (CBT) JUN26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -49 | NC      | $91009.46     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | BP CURRENCY FUT JUN26                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        37 | NC      | $43820.36     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Trillium Credit Card Trust II                                                                       | Trillium Credit Card Trust II                                                    | CUSIP: 89621ACD9<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $174563.05    | 0.04%             | 2030-09-26      | Fixed         | 4.41%                 | Yes           | 2                  | On Loan: No      |
| PACCAR FINANCIAL CORP                                                                               | PACCAR Financial Corp                                                            | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1209739.06   | 0.31%             | 2028-03-03      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                                     | CSAIL 2020-C19 Commercial Mortgage Trust                                         | CUSIP: 12597NAQ6<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     17490 | PA      | $16413.80     | 0.00%             | 2053-03-15      | Fixed         | 1.30%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | AUDUSD CRNCY FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        23 | NC      | $10961.80     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BAT CAPITAL CORP                                                                                    | BAT Capital Corp                                                                 | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $546076.43    | 0.14%             | 2029-09-06      | Fixed         | 3.46%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2490000 | PA      | $2434558.61   | 0.62%             | 2031-02-28      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                                            | Western Midstream Operating LP                                                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    604000 | PA      | $603399.67    | 0.15%             | 2028-03-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Yamaha Motor Master Trust                                                                           | Yamaha Motor Master Trust II                                                     | CUSIP: 98463GAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105000 | PA      | $104674.66    | 0.03%             | 2031-04-15      | Fixed         | 4.64%                 | Yes           | 2                  | On Loan: No      |
| NATIONAL BANK OF CANADA                                                                             | National Bank of Canada                                                          | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $646791.01    | 0.17%             | 2029-01-20      | Fixed         | 4.17%                 | No            | 2                  | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                                              | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    625000 | PA      | $604321.33    | 0.15%             | 2028-06-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CHEVRON USA INC                                                                                     | Chevron USA Inc                                                                  | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1066794.91   | 0.27%             | 2028-02-26      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-12MPR                                       | CUSIP: 46660LAD9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    713441 | PA      | $706271.06    | 0.18%             | 2056-06-25      | Variable      | 5.06%                 | Yes           | 2                  | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                                              | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    265000 | PA      | $260053.66    | 0.07%             | 2077-12-01      | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| Chase Issuance Trust                                                                                | Chase Issuance Trust                                                             | CUSIP: 161571HZ0<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500104.38    | 0.13%             | 2030-07-15      | Fixed         | 4.16%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                                                                | M&T Bank Corp                                                                    | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    695000 | PA      | $697421.16    | 0.18%             | 2029-01-16      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                                            | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    420000 | PA      | $411667.37    | 0.11%             | 2030-03-15      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | EURO FX CURR FUT JUN26                                                           | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        22 | NC      | $28227.69     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2025-CES7                                                    | CUSIP: 74943AAB8<br>LEI: 254900E35NYYFOUTHD06 | Long             | ABS-MBS          | CORP              | US        |    115221 | PA      | $115089.55    | 0.03%             | 2055-07-25      | Variable      | 5.48%                 | Yes           | 2                  | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                                            | Celulosa Arauco y Constitucion SA                                                | CUSIP: 151191BE2<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    278000 | PA      | $267447.53    | 0.07%             | 2029-04-30      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                                                                   | HSBC Holdings PLC                                                                | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    915000 | PA      | $914283.16    | 0.23%             | 2029-06-19      | Fixed         | 4.58%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNEQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1503724 | PA      | $1490628.39   | 0.38%             | 2054-09-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AEP TEXAS INC                                                                                       | AEP Texas Inc                                                                    | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    557000 | PA      | $551330.27    | 0.14%             | 2028-06-01      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica                                                   | FRESB 2018-SB54 Mortgage Trust                                                   | CUSIP: 30297JAE7<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |     17572 | PA      | $17324.37     | 0.00%             | 2028-05-25      | Variable      | 3.52%                 | No            | 2                  | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                                            | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    215000 | PA      | $213937.20    | 0.05%             | 2030-09-15      | Fixed         | 4.33%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HNHH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1437097 | PA      | $1423663.23   | 0.36%             | 2052-11-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                                | Las Vegas Sands Corp                                                             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    295000 | PA      | $297996.96    | 0.08%             | 2027-06-01      | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2024-A Owner Trust                                       | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374655 | PA      | $376382.93    | 0.10%             | 2028-10-16      | Fixed         | 4.83%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                                                                         | BNP Paribas SA                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    647000 | PA      | $611331.38    | 0.16%             | 2029-09-15      | Fixed         | 2.16%                 | Yes           | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                                                              | Standard Chartered PLC                                                           | CUSIP: 853254BU3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    770000 | PA      | $706310.61    | 0.18%             | 2036-02-18      | Fixed         | 3.27%                 | Yes           | 2                  | On Loan: No      |
| Redevelopment Authority of the City of Philadelphia                                                 | PHILADELPHIA PA REDEV AUTH                                                       | CUSIP: 717868JU8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    470000 | PA      | $473217.84    | 0.12%             | 2027-09-01      | Fixed         | 4.52%                 | No            | 2                  | On Loan: No      |
| Progress Residential Trust                                                                          | Progress Residential 2021-SFR5 Trust                                             | CUSIP: 74333FAA7<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    166346 | PA      | $165285.97    | 0.04%             | 2038-07-17      | Fixed         | 1.43%                 | Yes           | 2                  | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                                            | Teledyne Technologies Inc                                                        | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    327000 | PA      | $314107.34    | 0.08%             | 2028-04-01      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                                            | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $267417.00    | 0.07%             | 2030-11-15      | Fixed         | 4.06%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    915000 | PA      | $901292.36    | 0.23%             | 2030-02-07      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                                             | Public Service Co of Colorado                                                    | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338173.59    | 0.09%             | 2029-03-13      | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2019-B15 Mortgage Trust                                                | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106598 | PA      | $103914.02    | 0.03%             | 2072-12-15      | Fixed         | 2.86%                 | No            | 2                  | On Loan: No      |
| BGC GROUP INC                                                                                       | BGC Group Inc                                                                    | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    588000 | PA      | $618554.30    | 0.16%             | 2028-05-25      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NTT FINANCE CORP                                                                                    | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    173000 | PA      | $173586.76    | 0.04%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| CABOT TRAIL FUNDING LLC                                                                             | Cabot Trail Funding LLC                                                          | CUSIP: 12710HF37<br>LEI: 25490002FPRX2W8W9V23 | Long             | STIV             | CORP              | US        |    600000 | PA      | $597910.00    | 0.15%             | 2026-06-03      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| EPR PROPERTIES                                                                                      | EPR Properties                                                                   | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    650000 | PA      | $650233.29    | 0.17%             | 2028-04-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Colony American Finance Ltd                                                                         | Corevest American Finance 2021-1 Trust                                           | CUSIP: 21873LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    262246 | PA      | $256836.49    | 0.07%             | 2053-04-15      | Fixed         | 1.57%                 | Yes           | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                 | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    755000 | PA      | $750529.34    | 0.19%             | 2030-03-19      | Fixed         | 4.34%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Bills                                                              | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     80000 | PA      | $79728.50     | 0.02%             | 2026-06-04      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| ROYAL BANK OF CANADA                                                                                | Royal Bank of Canada                                                             | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    675000 | PA      | $675480.65    | 0.17%             | 2029-08-06      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| META PLATFORMS INC                                                                                  | Meta Platforms Inc                                                               | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201893.98    | 0.05%             | 2028-05-15      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Freddie Mac - STACR                                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |      7585 | PA      | $7593.46      | 0.00%             | 2042-02-25      | Floating      | 4.95%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7095000 | PA      | $7056753.55   | 1.80%             | 2028-05-31      | Fixed         | 3.63%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HN6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1344313 | PA      | $1333097.05   | 0.34%             | 2052-08-25      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NZD FUT JUN26                                                                    | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        62 | NC      | $112392.98    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                                            | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    575000 | PA      | $577688.42    | 0.15%             | 2027-11-08      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Woodward Capital Management                                                                         | RCKT Mortgage Trust 2024-CES8                                                    | CUSIP: 749421AA1<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    642697 | PA      | $644301.56    | 0.16%             | 2044-11-25      | Variable      | 5.49%                 | Yes           | 2                  | On Loan: No      |
| RIDE 2025-SHRE                                                                                      | RIDE 2025-SHRE                                                                   | CUSIP: 765692AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $633994.50    | 0.16%             | 2047-02-14      | Variable      | 5.62%                 | Yes           | 2                  | On Loan: No      |
| Osaka Exchange                                                                                      | JPN 10Y BOND(OSE) JUN26                                                          | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -10 | NC      | $148330.62    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| FIFTH THIRD BANCORP                                                                                 | Fifth Third Bancorp                                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    565000 | PA      | $564560.15    | 0.14%             | 2030-07-28      | Fixed         | 4.77%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 3136BYCU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    511838 | PA      | $512940.51    | 0.13%             | 2055-12-25      | Floating      | 4.70%                 | No            | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                                             | PartnerRe Finance B LLC                                                          | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    254000 | PA      | $243419.45    | 0.06%             | 2050-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| USB Auto Owner Trust                                                                                | USB Auto Owner Trust 2025-1                                                      | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206136.48    | 0.05%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2024-INV1                                                 | CUSIP: 816939AF9<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   1248630 | PA      | $1247986.64   | 0.32%             | 2054-10-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2025-V18 Mortgage Trust                                                | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $294795.73    | 0.08%             | 2058-10-15      | Fixed         | 5.18%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    940000 | PA      | $941818.50    | 0.24%             | 2028-05-07      | Fixed         | 4.64%                 | No            | 2                  | On Loan: No      |
| Old Line Funding LLC                                                                                | Old Line Funding LLC                                                             | CUSIP: 67983UJ20<br>LEI: 5493004QSN8OZAIU2J90 | Long             | STIV             | CORP              | US        |    305000 | PA      | $300899.79    | 0.08%             | 2026-09-02      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                                                                       | Citigroup Inc                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1185956.65   | 0.30%             | 2029-04-23      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| WOORI BANK                                                                                          | Woori Bank                                                                       | CUSIP: 98105TAA2<br>LEI: 549300VUVMRL6RE7R376 | Long             | DBT              | CORP              | KR        |    758000 | PA      | $785417.33    | 0.20%             | 2029-07-24      | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| FRESB Multifamily Mortgage Pass-Through Certifica                                                   | FRESB 2018-SB53 Mortgage Trust                                                   | CUSIP: 30297DAJ9<br>LEI: 549300P6Y1UBYR0WQ049 | Long             | ABS-MBS          | USGSE             | US        |    206671 | PA      | $204089.89    | 0.05%             | 2028-06-25      | Variable      | 3.66%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                                    | Societe Generale SA                                                              | CUSIP: 83368RAM4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    602000 | PA      | $603594.25    | 0.15%             | 2028-09-14      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| MARS INC                                                                                            | Mars Inc                                                                         | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    625000 | PA      | $628781.29    | 0.16%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| HOWMET AEROSPACE INC                                                                                | Howmet Aerospace Inc                                                             | CUSIP: 443201AG3<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1113140.51   | 0.28%             | 2029-04-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                                             | Imperial Brands Finance PLC                                                      | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    256000 | PA      | $250767.10    | 0.06%             | 2029-07-26      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                                               | CH Robinson Worldwide Inc                                                        | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    349000 | PA      | $346713.71    | 0.09%             | 2028-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                                             | Cooperatieve Rabobank UA/NY                                                      | CUSIP: 21688ABV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    575000 | PA      | $575510.30    | 0.15%             | 2029-04-01      | Fixed         | 4.32%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                                                                        | Barclays PLC                                                                     | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $592410.38    | 0.15%             | 2030-06-20      | Fixed         | 5.09%                 | No            | 2                  | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    783333 | PA      | $783914.67    | 0.20%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140W4BU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291670 | PA      | $281668.24    | 0.07%             | 2036-04-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| AVERY DENNISON CORP                                                                                 | Avery Dennison Corp                                                              | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    419000 | PA      | $388527.81    | 0.10%             | 2030-04-30      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| CAISSE D'AMORT DETTE SOC                                                                            | Caisse d'Amortissement de la Dette Sociale                                       | CUSIP: 12802D2M7<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |    500000 | PA      | $496426.10    | 0.13%             | 2028-05-24      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| TD SYNNEX CORP                                                                                      | TD SYNNEX Corp                                                                   | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    272000 | PA      | $258648.05    | 0.07%             | 2028-08-09      | Fixed         | 2.38%                 | No            | 2                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2024-D Owner Trust                                       | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1293000 | PA      | $1296915.60   | 0.33%             | 2029-06-15      | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| NEWS CORP                                                                                           | News Corp                                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    357000 | PA      | $345026.15    | 0.09%             | 2029-05-15      | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| Carval CLO LTD                                                                                      | CarVal CLO XI C Ltd                                                              | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |    180000 | PA      | $180230.04    | 0.05%             | 2037-10-20      | Floating      | 5.07%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2025-7MPR                                        | CUSIP: 46594CAE8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    338687 | PA      | $336932.28    | 0.09%             | 2056-02-25      | Variable      | 5.32%                 | Yes           | 2                  | On Loan: No      |
| CUMMINS INC                                                                                         | Cummins Inc                                                                      | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626115.40    | 0.16%             | 2028-05-09      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| Trinity Rail Leasing L.P.                                                                           | Trinity Rail Leasing 2021 LLC                                                    | CUSIP: 89656GAC8<br>LEI: 549300JQ2JIV94ZI1045 | Long             | ABS-O            | CORP              | US        |    139520 | PA      | $140034.28    | 0.04%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           | 2                  | On Loan: No      |
| ERAC USA FINANCE LLC                                                                                | ERAC USA Finance LLC                                                             | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276384.05    | 0.07%             | 2028-05-01      | Fixed         | 4.60%                 | Yes           | 2                  | On Loan: No      |
| BROOKFIELD INFRA FIN ULC                                                                            | Brookfield Infrastructure Finance ULC                                            | CUSIP: 11276BAA7<br>LEI: 984500CDDWC47U7DBA74 | Long             | DBT              | CORP              | CA        |    629000 | PA      | $635088.09    | 0.16%             | 2055-03-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Verizon Master Trust                                                                                | Verizon Master Trust                                                             | CUSIP: 92348KDL4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99988.05     | 0.03%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           | 2                  | On Loan: No      |
| Toyota Credit de Puerto Rico Corp                                                                   | Toyota Credit de Puerto Rico Corp                                                | CUSIP: 8923A1M73<br>LEI: 549300C3PZBB11ZOEC65 | Long             | STIV             | CORP              | US        |    600000 | PA      | $585383.70    | 0.15%             | 2026-12-07      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                                               | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    697000 | PA      | $629671.32    | 0.16%             | 2030-10-15      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    565000 | PA      | $569996.09    | 0.15%             | 2028-04-04      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                             | Hyundai Capital America                                                          | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    670000 | PA      | $672436.27    | 0.17%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Notes                                                              | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1640000 | PA      | $1622959.38   | 0.41%             | 2029-01-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| KEYBANK NATIONAL ASSN                                                                               | Keybank National Association                                                     | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    503000 | PA      | $521799.46    | 0.13%             | 2028-02-01      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Nelnet Student Loan Trust                                                                           | Nelnet Student Loan Trust 2021-C                                                 | CUSIP: 64035GAB5<br>LEI: 5493000EBJ0T2MCM3713 | Long             | ABS-O            | CORP              | US        |    255553 | PA      | $240483.41    | 0.06%             | 2062-04-20      | Fixed         | 1.32%                 | Yes           | 2                  | On Loan: No      |
| ASHTEAD CAPITAL INC                                                                                 | Ashtead Capital Inc                                                              | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493226.32    | 0.13%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| Verus Securitization Trust                                                                          | Verus Securitization Trust 2026-2                                                | CUSIP: 92490GAC2<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |    422124 | PA      | $418057.23    | 0.11%             | 2071-02-25      | Variable      | 4.51%                 | Yes           | 2                  | On Loan: No      |
| SLM Student Loan Trust                                                                              | SLM Private Credit Student Loan Trust 2006-B                                     | CUSIP: 78443CCU6<br>LEI: 549300MJYMBTZU2FTV38 | Long             | ABS-O            | CORP              | US        |    127678 | PA      | $124994.96    | 0.03%             | 2039-12-15      | Floating      | 4.21%                 | No            | 2                  | On Loan: No      |
| Mill City Mortgage Trust                                                                            | Mill City Mortgage Loan Trust 2019-1                                             | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95657 | PA      | $93777.31     | 0.02%             | 2069-10-25      | Variable      | 3.25%                 | Yes           | 2                  | On Loan: No      |
| PMT Loan Trust                                                                                      | PMT Loan Trust 2025-J3                                                           | CUSIP: 69392XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553409 | PA      | $553891.78    | 0.14%             | 2056-11-27      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2025-NQM21 Trust                                                             | CUSIP: 67448BAC8<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |   1948000 | PA      | $1940613.26   | 0.50%             | 2065-10-25      | Variable      | 5.08%                 | Yes           | 2                  | On Loan: No      |
| Sequoia Mortgage Trust                                                                              | Sequoia Mortgage Trust 2025-4                                                    | CUSIP: 81749MAE7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    714002 | PA      | $715006.09    | 0.18%             | 2055-04-25      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Tricon American Homes                                                                               | Tricon American Homes 2020-SFR2 Trust                                            | CUSIP: 89613JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2178954 | PA      | $2078981.27   | 0.53%             | 2039-11-17      | Fixed         | 1.48%                 | Yes           | 2                  | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                                             | Hyundai Auto Lease Securitization Trust 2026-A                                   | CUSIP: 448970AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $297187.04    | 0.08%             | 2030-05-15      | Fixed         | 4.16%                 | Yes           | 2                  | On Loan: No      |
| Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund | U.S. Cash Management Fund                                                        | CUSIP: 000000000<br>LEI: 845SLB3N6EI7ZN7PZ398 | Long             | STIV             | PF                | US        |  20239735 | NS      | $20235686.73  | 5.17%             |  |  |  | No            | N/A                | On Loan: No      |
| T-MOBILE USA INC                                                                                    | T-Mobile USA Inc                                                                 | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    785000 | PA      | $793146.63    | 0.20%             | 2028-03-15      | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BAE SYSTEMS PLC                                                                                     | BAE Systems PLC                                                                  | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1016874.41   | 0.26%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| HIGHWOODS REALTY LP                                                                                 | Highwoods Realty LP                                                              | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    477000 | PA      | $465484.53    | 0.12%             | 2029-04-15      | Fixed         | 4.20%                 | No            | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HHQ20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    987121 | PA      | $997235.13    | 0.25%             | 2054-12-25      | Floating      | 5.05%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                                                                        | Enbridge Inc                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $411171.44    | 0.11%             | 2028-06-20      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                                               | Gray Oak Pipeline LLC                                                            | CUSIP: 38937LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    617000 | PA      | $605450.84    | 0.15%             | 2027-10-15      | Fixed         | 3.45%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac                                                                                         | Freddie Mac REMICS                                                               | CUSIP: 3137HLU34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    726817 | PA      | $735054.36    | 0.19%             | 2055-06-25      | Floating      | 5.15%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1170335.53   | 0.30%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                                                                | Bank of America Corp                                                             | CUSIP: 06051GMY2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498436.70    | 0.13%             | 2030-04-23      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                                                               | Wells Fargo & Co                                                                 | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692698.01    | 0.18%             | 2029-09-15      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| MSCI INC                                                                                            | MSCI Inc                                                                         | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    276000 | PA      | $268019.32    | 0.07%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           | 2                  | On Loan: No      |
| firstkey homes 2020-sfr1 trust                                                                      | FirstKey Homes 2022-SFR3 Trust                                                   | CUSIP: 33768EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    756848 | PA      | $755339.86    | 0.19%             | 2038-07-17      | Fixed         | 4.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                                 | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $602528.63    | 0.15%             | 2082-10-27      | Fixed         | 8.63%                 | No            | 2                  | On Loan: No      |
| CONSTELLATION BRANDS INC                                                                            | Constellation Brands Inc                                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    464000 | PA      | $444459.24    | 0.11%             | 2029-08-01      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| CONAGRA BRANDS INC                                                                                  | Conagra Brands Inc                                                               | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    646000 | PA      | $615552.79    | 0.16%             | 2027-11-01      | Fixed         | 1.38%                 | No            | 2                  | On Loan: No      |
| GARTNER INC                                                                                         | Gartner Inc                                                                      | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    408000 | PA      | $384233.89    | 0.10%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| VIDEOTRON LTD                                                                                       | Videotron Ltd                                                                    | CUSIP: 92660FAN4<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |    348000 | PA      | $337305.74    | 0.09%             | 2029-06-15      | Fixed         | 3.63%                 | Yes           | 2                  | On Loan: No      |
| Boca Commercial Mortgage Trust                                                                      | BOCA Commercial Mortgage Trust 2025-BOCA                                         | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $781287.51    | 0.20%             | 2042-12-15      | Floating      | 5.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF MONTREAL                                                                                    | Bank of Montreal                                                                 | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    745000 | PA      | $732536.57    | 0.19%             | 2032-12-15      | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| UNILEVER CAPITAL CORP                                                                               | Unilever Capital Corp                                                            | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642952.21    | 0.16%             | 2028-03-22      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| ALPHABET INC                                                                                        | Alphabet Inc                                                                     | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    710000 | PA      | $702161.73    | 0.18%             | 2029-02-15      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                                                              | General Motors Financial Co Inc                                                  | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    860000 | PA      | $868940.76    | 0.22%             | 2027-05-08      | Fixed         | 5.40%                 | No            | 2                  | On Loan: No      |
| WMG ACQUISITION CORP                                                                                | WMG Acquisition Corp                                                             | CUSIP: 92933BAT1<br>LEI: 549300NAS11NXI33CP80 | Long             | DBT              | CORP              | US        |    376000 | PA      | $357445.26    | 0.09%             | 2029-12-01      | Fixed         | 3.75%                 | Yes           | 2                  | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                                              | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B                    | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $234992.56    | 0.06%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           | 2                  | On Loan: No      |
| SYSCO CORPORATION                                                                                   | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    397000 | PA      | $401696.34    | 0.10%             | 2030-09-23      | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae Pool                                                                  | CUSIP: 3140J9VD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    277132 | PA      | $268893.44    | 0.07%             | 2033-11-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                                                   | Credit Acceptance Auto Loan Trust 2025-1                                         | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $703040.95    | 0.18%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           | 2                  | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                                              | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    449000 | PA      | $450454.75    | 0.12%             | 2028-09-15      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                                              | Marriott International Inc/MD                                                    | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    632000 | PA      | $648170.64    | 0.17%             | 2028-10-15      | Fixed         | 5.55%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-NQM1 Trust                                                             | CUSIP: 74391DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2141849 | PA      | $2133902.64   | 0.55%             | 2071-02-25      | Variable      | 5.13%                 | Yes           | 2                  | On Loan: No      |
| Tesla Sustainable Energy Trust                                                                      | Tesla Sustainable Energy Trust 2024-1                                            | CUSIP: 88164AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422496 | PA      | $423297.30    | 0.11%             | 2050-06-21      | Fixed         | 5.08%                 | Yes           | 2                  | On Loan: No      |
| ITC HOLDINGS CORP                                                                                   | ITC Holdings Corp                                                                | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    599000 | PA      | $601653.85    | 0.15%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2018-6                                                 | CUSIP: 89176LAB0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $271945.67    | 0.07%             | 2058-03-25      | Variable      | 3.75%                 | Yes           | 2                  | On Loan: No      |
| ONEOK INC                                                                                           | ONEOK Inc                                                                        | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    536000 | PA      | $556720.82    | 0.14%             | 2030-11-01      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| College Ave Student Loans                                                                           | College Ave Student Loans 2021-B LLC                                             | CUSIP: 19425AAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75977 | PA      | $68254.63     | 0.02%             | 2052-06-25      | Fixed         | 1.76%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                                              | Federal Home Loan Banks                                                          | CUSIP: 3130B64J2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   2000000 | PA      | $1993127.00   | 0.51%             | 2030-05-06      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                                                                                 | American Express Co                                                              | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    670000 | PA      | $673633.49    | 0.17%             | 2029-04-25      | Fixed         | 4.73%                 | No            | 2                  | On Loan: No      |
| Towd Point Mortgage Trust                                                                           | Towd Point Mortgage Trust 2021-SJ2                                               | CUSIP: 89180LAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    122299 | PA      | $119771.35    | 0.03%             | 2061-12-25      | Variable      | 2.25%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae                                                                                          | Fannie Mae REMICS                                                                | CUSIP: 31396V4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4802 | PA      | $4713.99      | 0.00%             | 2037-07-25      | Floating      | 3.60%                 | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                                                    | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAE0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    230000 | PA      | $231560.27    | 0.06%             | 2044-02-25      | Floating      | 5.45%                 | Yes           | 2                  | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                                                             | United Airlines 2014-2 Class A Pass Through Trust                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719980 | PA      | $718559.96    | 0.18%             | 2026-09-03      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| BROADCOM INC                                                                                        | Broadcom Inc                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1059982.40   | 0.27%             | 2029-07-12      | Fixed         | 5.05%                 | No            | 2                  | On Loan: No      |
| Hertz Vehicle Financing LLC                                                                         | Hertz Vehicle Financing III LLC                                                  | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $1009476.34   | 0.26%             | 2030-03-25      | Fixed         | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                                               | Wells Fargo Commercial Mortgage Trust 2025-5C6                                   | CUSIP: 95004TAC6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $569501.31    | 0.15%             | 2058-10-15      | Fixed         | 5.19%                 | No            | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2026-NQM3 Trust                                                              | CUSIP: 67449MAF6<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |    538004 | PA      | $532752.08    | 0.14%             | 2066-01-25      | Variable      | 4.65%                 | Yes           | 2                  | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                                             | Westpac New Zealand Ltd                                                          | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |    700000 | PA      | $694850.38    | 0.18%             | 2029-01-29      | Fixed         | 4.13%                 | Yes           | 2                  | On Loan: No      |
| EQUINOR ASA                                                                                         | Equinor ASA                                                                      | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1235000 | PA      | $1237823.32   | 0.32%             | 2028-06-02      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                                                              | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1133835.92   | 0.29%             | 2029-01-26      | Fixed         | 4.08%                 | No            | 2                  | On Loan: No      |
| Hyundai Auto Receivables Trust                                                                      | Hyundai Auto Receivables Trust 2025-C                                            | CUSIP: 44935JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    563282 | PA      | $563187.43    | 0.14%             | 2028-07-17      | Fixed         | 3.97%                 | No            | 2                  | On Loan: No      |
| TRUIST BANK                                                                                         | Truist Bank                                                                      | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1401132.89   | 0.36%             | 2029-10-23      | Fixed         | 4.14%                 | No            | 2                  | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                                               | PRPM 2026-NQM2 Trust                                                             | CUSIP: 69384EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $674439.93    | 0.17%             | 2071-04-25      | Variable      | 5.26%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                                                            | Benchmark 2021-B27 Mortgage Trust                                                | CUSIP: 08163HAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4028049 | PA      | $162386.44    | 0.04%             | 2054-07-15      | Variable      | 1.35%                 | No            | 2                  | On Loan: No      |
| EVERGY INC                                                                                          | Evergy Inc                                                                       | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    765000 | PA      | $758899.24    | 0.19%             | 2029-03-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| ARI Fleet Lease Trust                                                                               | ARI Fleet Lease Trust 2026-A                                                     | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $272368.39    | 0.07%             | 2034-11-15      | Fixed         | 4.09%                 | Yes           | 2                  | On Loan: No      |
| Onslow Bay Financial LLC                                                                            | OBX 2026-NQM1 Trust                                                              | CUSIP: 67123HAF0<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $525578.00    | 0.13%             | 2065-11-25      | Variable      | 5.02%                 | Yes           | 2                  | On Loan: No      |
| County of Miami-Dade Seaport Department                                                             | MIAMI-DADE CNTY FL SEAPORT REVENUE                                               | CUSIP: 59335KCP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    345000 | PA      | $332760.18    | 0.09%             | 2027-10-01      | Fixed         | 1.52%                 | No            | 2                  | On Loan: No      |
| REGAL REXNORD CORP                                                                                  | Regal Rexnord Corp                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    298000 | PA      | $305521.59    | 0.08%             | 2028-04-15      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Chicago Mercantile Exchange                                                                         | NORWEGIAN KRONE JUN26                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        -9 | NC      | $-100326.60   | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                                                 | Toyota Auto Receivables 2025-D Owner Trust                                       | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1265000 | PA      | $1255877.65   | 0.32%             | 2030-06-17      | Fixed         | 3.84%                 | No            | 2                  | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                                             | Honeywell Aerospace Inc                                                          | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    940000 | PA      | $932962.16    | 0.24%             | 2028-03-16      | Fixed         | 3.90%                 | Yes           | 2                  | On Loan: No      |
| SANTANDER HOLDINGS USA                                                                              | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    715000 | PA      | $737455.88    | 0.19%             | 2029-03-09      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                                            | Enterprise Products Operating LLC                                                | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    710000 | PA      | $710262.96    | 0.18%             | 2028-06-20      | Fixed         | 4.30%                 | No            | 2                  | On Loan: No      |
| JP Morgan Mortgage Trust                                                                            | JP Morgan Mortgage Trust Series 2026-LTV1                                        | CUSIP: 46660YAC3<br>LEI: 529900ELA1S09AZO9Q54 | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $564254.09    | 0.14%             | 2056-09-25      | Variable      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| YARA INTERNATIONAL ASA                                                                              | Yara International ASA                                                           | CUSIP: 984851AF2<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | NO        |    750000 | PA      | $751559.60    | 0.19%             | 2028-06-01      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                                                 | Citigroup Commercial Mortgage Trust 2016-P4                                      | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300246 | PA      | $299459.73    | 0.08%             | 2049-07-10      | Fixed         | 2.65%                 | No            | 2                  | On Loan: No      |
| United States Treasury                                                                              | U.S. Treasury Floating Rate Notes                                                | CUSIP: 91282CLT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3675000 | PA      | $3677913.43   | 0.94%             | 2026-10-31      | Floating      | 3.83%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                                            | Capital One Financial Corp                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    512000 | PA      | $565106.13    | 0.14%             | 2031-10-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| LOWE'S COS INC                                                                                      | Lowe's Cos Inc                                                                   | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1018812.84   | 0.26%             | 2029-04-05      | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                                            | Piedmont Operating Partnership LP                                                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    578000 | PA      | $525663.41    | 0.13%             | 2030-08-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                                                               | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    693000 | PA      | $719808.15    | 0.18%             | 2082-10-31      | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                                                                            | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VCG2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    725000 | PA      | $716427.47    | 0.18%             | 2029-03-05      | Fixed         | 3.95%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-05-27

**Name of Applicant:** RUSSELL INVESTMENT CO

**Signature:** Ross Erickson

**Name of Signer:** Ross Erickson

**Title:** Treasurer, Principal Accounting Officer and Principal Financial Officer